Lemeshevsky / Matus / Poliakov Exact Finite-Difference Schemes

1. Auflage 2016
ISBN: 978-3-11-048972-9
Verlag: De Gruyter
Format: EPUB
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 246 Seiten

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 notation
Preliminary results
Hyperbolic equations
Parabolic equations
Use of exact difference schemes to construct NSFD discretizations of differential equations
Exact and truncated difference schemes for boundary-value problem
Exact difference schemes for stochastic differential equations
Numerical blow-up time
Bibliography

Zielgruppe

Graduate Students and Researchers in Mathematics and Mathematical

Autoren/Hrsg.

Lemeshevsky, Sergey

Matus, Piotr

Poliakov, Dmitriy

Fachgebiete

• Mathematik | Informatik Mathematik Mathematische Analysis Differentialrechnungen und -gleichungen
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen

Über Autor(innen)

Sergey Lemeshevsky, Piotr Matus and Dmitrii Polyakov Institute of Mathematics, National Academy of Sciences, Belarus.