Open Source

Below are several open source programs I have created for research and to showcase my work.

Black-Scholes Calculator

Find the numerical solution to the famous Black-Scholes Equation using the implicit Crank Nicolson Finite Difference Method.

Download now from github!

Finite Difference Calculator

Calculate numerical solutions to Parabolic, Hyperbolic and Elliptic Partial Differential Equations such as the Wave Equation, Maxwell’s Equations or Black-Scholes Equation using the Finite Difference Method.

Download now from github!

Molecular Dynamics Simulation of H2O

Solve Newton’s Equation of Motion using various numerical approximation techniques to collect data on the dynamics of Water on a molecular scale with this Molecular Dynamics simulation of rigid Water molecules.

Download now from github!

Derek Williams