collocation-method topic

Classic problems in chemical engineering solved with matlab

asanet

Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.

antdvid

pySDC is a Python implementation of the spectral deferred correction (SDC) approach and its flavors, esp. the multilevel extension MLSDC and PFASST.

Parallel-in-Time

Code for the Paper "Physics-Informed Gaussian Process Regression Generalizes Linear PDE Solvers"

marvinpfoertner