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Exact Finite-Difference Schemes:

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Author Dmit, Lemeshevsky, Piotr / Poliakov, Sergey / Matus
ISBN 9783110489644
Published Language English
Publication Year 2016
Publisher De Gruyter
Binding Hardback
Original Price €120.00
Pages 233
Ships By 2-3 days
SKU: DG-134 Categories: ,

Description

Exact Finite-Difference Schemes is a first overview of the topic also describing the state-of-the-art in this field of numerical analysis. Construction of exact difference schemes for various parabolic and elliptic partial differential equations are discussed, including vibrations and transport problems. After this, applications are discussed, such as the discretisation of ODEs and PDEs and numerical methods for stochastic differential equations. Contents:Basic notationPreliminary resultsHyperbolic equationsParabolic equationsUse of exact difference schemes to construct NSFD discretizations of differential equationsExact and truncated difference schemes for boundary-value problemExact difference schemes for stochastic differential equationsNumerical blow-up timeBibliography

Additional information

Weight 0.553 kg
Dimensions 24 × 17 cm
Author

, , ,

ISBN

Publisher

Original Price

Pages

233

Ships By

2-3 days