Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.
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Aug 30, 2020 - Python
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collocation-method
Here are 6 public repositories matching this topic...
Code for the Paper "Physics-Informed Gaussian Process Regression Generalizes Linear PDE Solvers"
partial-differential-equations gaussian-processes finite-element-method probabilistic-numerics collocation-method galerkin-method
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Apr 26, 2024 - Python
Collocation methods for trajectory optimization for second or higher order systems.
robotics sympy trajectory-optimization symbolic-computation collocation lagrangian-dynamics collocation-method casadi lagrangian-mechanics
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Jan 22, 2025 - Python
The project aims to research and develop a python package to solve PDEs using the Collocation Method with Radial Basis Functions (RBF). This a project done for the Centro de Investigación en Computación of the Instituto Politénico Nacional under the supervision of Dr. Juan Carlos Chimal Eguía.
python research ipn partial-differential-equations research-project research-paper radial-basis-function rbf cic pde-solver collocation-method instituto-politecnico-nacional
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Aug 4, 2024 - Python
[EN] Collection of methods for solving boundary value problems. [RU] Коллекция методов для решения краевых задач
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Oct 29, 2024 - Python
This repository describes the application of numerical Collocation method in Machine Learning as a Supervised learning algorithm
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Jul 8, 2019 - Python
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