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56:39 UK-APASI in Mathematical Sciences - Kees Oosterlee UK-APASI in Mathematical Sciences - Kees Oosterlee	UK-APASI in Mathematical Sciences - Kees Oosterlee Subtitles will be added shortly. May 2021 CW (Kees) Oosterlee, Monte Carlo simulation techniques in computational finance, supported by neural networks points collocation option error distribution delta times network function point term interpolation step solution convergence pde timestep simulation carlo monte From Liam Holligan 0 likes 5 plays 0 Publisher Liam Holligan Licence Type All rights reserved Language English Date Created May 25th, 2021
07:25 Partial Differential Equations Lecture 9 -… Partial Differential Equations Lecture 9 - MacCormack method in 2D	Partial Differential Equations Lecture 9 - MacCormack method in 2D This part of the lecture develops a 2D solver using the method of Fractional Steps and the MacCormack scheme and applies it to a test problem hyperbolic equation fractional steps numerical methods partial differential equations operator problem conditions function test step direction bit 2pi values delta 3e solution times scheme lecture rise corrector predictor timestep From David Ingram 0 likes 229 plays 0 Course Code SCEE09004 Publisher School of Engineering Licence Type Creative Commons - Attribution Language English Date Created February 16th, 2021

56:39

UK-APASI in Mathematical Sciences - Kees Oosterlee

Subtitles will be added shortly. May 2021 CW (Kees) Oosterlee, Monte Carlo simulation techniques in computational finance, supported by neural networks

From Liam Holligan 0 likes 5 plays 0

Publisher

Liam Holligan

Licence Type

Language

English

Date Created

May 25th, 2021

07:25

Partial Differential Equations Lecture 9 -…

Partial Differential Equations Lecture 9 - MacCormack method in 2D

This part of the lecture develops a 2D solver using the method of Fractional Steps and the MacCormack scheme and applies it to a test problem

From David Ingram 0 likes 229 plays 0

Course Code

SCEE09004

Publisher

School of Engineering

Licence Type

Creative Commons - Attribution

Language

English

Date Created

February 16th, 2021

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