Finite difference methods have become a cornerstone in the simulation of seismic wave propagation, providing a robust numerical framework to approximate the differential equations that govern seismic ...

Finite difference schemes for transient convection-diffusion problems on grids with local refinement in time and space are constructed and studied. The construction utilizes a modified upwind ...

The finite difference migration, proposed and developed by J. F. Claerbout[1], is now widely used in seismic data processing. The method has a limitation that the events are not dipping too much.

Peter Austing shows how to set up finite difference solvers to exactly recover the prices of all vanilla options on the grid. The approach leads to a specific discretisation of Dupire’s formula. It ...