implicit-scheme

Here are 3 public repositories matching this topic...

Alex-Rib / Black-Scholes-PDE-Implicit

Implicit finite-difference scheme for the Black-Scholes PDE (European call pricing), with Thomas vs SciPy solve_banded benchmark and convergence analysis

python partial-differential-equations quantitative-finance finite-difference thomas-algorithm options-pricing implicit-scheme

Updated Jun 11, 2026
Python

sandyherho / 1DHeatEqnNumba

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This repository contains Python code for numerical simulation, data analysis, and figures associated with the Herho et al. (2024) manuscript.

partial-differential-equations conduction finite-difference-method numba-jit implicit-scheme explicit-scheme 1d-heat-equation

Updated Dec 31, 2023
Python

jafPrudente / NumericalMethods

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Exercises in numerical methods extracted of a MSc class at unam.

solve-equations numerical-methods newton-raphson picard-approximations implicit-scheme

Updated Sep 26, 2025
Mathematica

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