Sumários
Lab 5
7 Maio 2019, 12:30 • José Pedro Gaivão
MatLab implementation:
- Implicit Euler scheme.
- Crank-Nicolson scheme.
Lab 4
2 Maio 2019, 09:00 • José Pedro Gaivão
Exercises in MatLab:
- Solving linear systems using LU decomposition (forward and backward substitution)
- FD for the Heat equation: Forward Euler (explicit) method.
Lab 3
30 Abril 2019, 12:30 • José Pedro Gaivão
Exercises in MatLab: Black Scholes formula and LU decomposition.