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.
- NumPy
- SciPy
- Matplotlib for visualizations
Install the required python packages:
pip install -r requirements.txt