Exact Finite-Difference Schemes - Hardcover

 
9783110489644: Exact Finite-Difference Schemes
Hardcover
ISBN 10: 3110489643 ISBN 13: 9783110489644
Publisher: De Gruyter, 2016

Synopsis

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

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About the Author

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

"About this title" may belong to another edition of this title.

Publisher
De Gruyter
Publication date
2016
Language
English
ISBN 10 
3110489643
ISBN 13 
9783110489644
Binding
Hardcover
Edition number
1
Number of pages
246
Editor
Lemeshevsky Sergey, Matus Piotr, Poliakov Dmitriy