Exact Finite-Difference Schemes

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ISBN-13:
9783110489644
Einband:
Buch
Erscheinungsdatum:
01.10.2016
Seiten:
233
Autor:
Sergey Lemeshevsky
Gewicht:
551 g
Format:
244x176x20 mm
Sprache:
Englisch
Beschreibung:

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