Exact Finite-Difference Schemes

1. Auflage 2016
ISBN: 978-3-11-048964-4
Verlag: De Gruyter

Buch, Englisch, 233 Seiten, HC runder Rücken kaschiert, Format (B × H): 175 mm x 246 mm, Gewicht: 606 g

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

Zielgruppe

Graduate Students and Researchers in Mathematics and Mathematical

Autoren/Hrsg.

Lemeshevsky, Sergey

Poliakov, Dmitriy

Matus, Piotr

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.