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Exact Finite-Difference Schemes

Sergey Lemeshevsky

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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 timeBibliographWe have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Exact Finite-Difference Schemes. To get started finding Exact Finite-Difference Schemes, you are right to find our website which has a comprehensive collection of manuals listed.
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ISBN: 3110489724

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 timeBibliographWe have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Exact Finite-Difference Schemes. To get started finding Exact Finite-Difference Schemes, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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Exact Finite-Difference Schemes

Exact Finite-Difference Schemes

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