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derekvasilich

Discovered public repositories for derekvasilich in the GitHub catalog.

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derekvasilich/black-scholes

High-Performance C implementation of the Crank-Nicolson Finite Difference Method for option pricing. Features an (O(N)) Thomas Algorithm tridiagonal solver and custom 3D mesh visualization. Designed as an HPC benchmark for quantitative infrastructure.

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derekvasilich/pde-calculator

A 3D Diffusion-Advection numerical engine in C exploring spatial FDM stencils. Benchmarks memory-bandwidth bounds, cache locality, and algorithmic efficiency for multi-dimensional partial differential equations (PDEs).

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derekvasilich/rigid-water-md

A high-fidelity rigid-body molecular dynamics engine for liquid water. This project implements a 4-site water model with explicit rotational dynamics using quaternions, periodic boundary conditions, neighbor cell decomposition, and configurable OpenGL visualization.

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