Exact Finite-Difference Schemes

Sergey Lemeshevsky, Piotr Matus, Dmitriy Poliakov (Herausgeber)

Buch | Hardcover

XIII, 233 Seiten

2016
De Gruyter (Verlag)
978-3-11-048964-4 (ISBN)

Artikel merken

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

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

Erscheinungsdatum	26.09.2016
Zusatzinfo	42 b/w ill.
Verlagsort	Berlin/Boston
Sprache	englisch
Maße	170 x 240 mm
Gewicht	556 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
Schlagworte	Applied • Applied mathematics • Differential-difference Equations • Differential Equations • Differential Equations and Dynamical Systems • Energetic • finite differences • Finite-Differenzen-Methode • Gewöhnliche Differentialgleichung • Gewöhnliche Differentialgleichung • GtB • KESHAVARZ • Materials • Mathematics • Mathematik • Numerical analysis • Numerical and Computational Mathematics • Numerik
ISBN-10	3-11-048964-3 / 3110489643
ISBN-13	978-3-11-048964-4 / 9783110489644
Zustand	Neuware