In this paper, we review the Fourier-spectral method for some phase-field models: Allen–Cahn (AC), Cahn–Hilliard (CH), Swift–Hohenberg (SH), phase-field crystal (PFC), and molecular beam epitaxy (MBE) growth. These equations are very important parabolic partial differential equations and are applicable to many interesting scientific problems. The AC equation is a reaction-diffusion equation modeling anti-phase domain coarsening dynamics. The CH equation models phase segregation of binary mixtures. The SH equation is a popular model for generating patterns in spatially extended dissipative systems. A classical PFC model is originally derived to investigate the dynamics of atomic-scale crystal growth. An isotropic symmetry MBE growth model is originally devised as a method for directly growing high purity epitaxial thin film of molecular beams evaporating on a heated substrate. The Fourier-spectral method is highly accurate and simple to implement. We present a detailed description of the method and explain its connection to MATLAB usage so that the interested readers can use the Fourier-spectral method for their research needs without difficulties. Several standard computational tests are done to demonstrate the performance of the method. Furthermore, we provide the MATLAB codes implementation in the Appendix.
In this paper, we briefly review the finite difference method (FDM) for the Black–Scholes (BS) equations for pricing derivative securities and provide the MATLAB codes in the Appendix for the one-, two-, and three-dimensional numerical implementation. The BS equation is discretized non-uniformly in space and implicitly in time. The two- and three-dimensional equations are solved using the operator splitting method. In the numerical tests, we show characteristic examples for option pricing. The computational results are in good agreement with the closed-form solutions to the BS equations.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.