Highly Accurate Compact Finite Difference Method and its Applications : A high order numerical method for solving partial differential equations and its applications in Financial Mathematics and Computational Biology
Language: English
Published by VDM Verlag Dr. Müller, 2009
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 61.43
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Add to basketItem description from seller
nach der Bestellung gedruckt Neuware - Printed after ordering - This book talks about the symbolic generation offinite difference schemes, especially so-calledcompact finite difference schemes, and theirnumerical applications to elliptic equations,integro-differential equations, the American optionpricing problem, and cardiac tissue models.We take as a base Corless and Rokicki s 1995 work onautomatic generation of finite difference formulaeand numerical integration formulae of univariate andbivariate problems. We then extend this methodologyto any dimension. The new Maple routine FINDIF allowsfor automatic, symbolic discretization of variousfinite difference formulae, integration formulae, andcomputes formulae for truncation errors. Compact finite difference schemes are given forboundary value problems and elliptic partialdifferential equations. Compact finite differencemethods are also used to solve efficientlyintegro-differential equations (IDE s). Furthermore,we apply the method to solve the famous Americanoption pricing problem and simulate the actionpotential propagation through two dimensional cardiactissues. All simulation results demonstrate thecompact finite difference method is a promisingapproach.…
Seller Inventory # 9783639152470
- Title
- Highly Accurate Compact Finite Difference Method and its Applications : A high order numerical method for solving partial differential equations and its applications in Financial Mathematics and Computational Biology
- Author
- Jichao Zhao
- Publisher
- VDM Verlag Dr. Müller
- Publication year
- 2009
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3639152476
- ISBN 13
- 9783639152470
- Item weight
- 272 grams
- Dimensions
- 220x176x33 mm
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