Finite Element Method for two dimensional Westervelt Equation

This essay shows a two dimensional implementation of the finite element method for the Westervelt equation. To do this the finite element method is first applied to the linear wave equation, then to non-linear diffusion and finally to the Westervelt equation. Both an element by element and a faster vectorized implementation are given for the...

Building a Model for the Limit Order Book

The Limit Order Book is a widely used tool of exchanges to allow traders to buy or sell stock easily. Seeing that in the financial sector a general rule of thumb is that the guy with the most knowledge also will have the best strategy and thereby make the most money, it is critical to have a very good understanding of the workings of the Limit...