pdesolvers 0.1

A package for solving partial differential equations

PDE Solvers

This repository contains a collection of numerical solvers for solving Partial Differential Equations (PDEs). As of now, it covers the following equations:

• 1D Heat Equation
• Black-Scholes Equation

Additional features include:

• Geometric brownian motion : used to simulate multiple price paths, given the current price of an asset

It includes two key components:

• Python Library: A general-purpose solver for PDEs implemented using numerical methods.
• CUDA Library: A GPU-accelerated version of the solvers for faster and efficient computations.

Numerical Methods used to solve partial differential equations:

• Explicit Method
• Crank-Nicolson Method

Requirements

Python Library

• NumPy
• SciPy
• Matplotlib for visualizations

Install the required python packages:

pip install -r requirements.txt