Description

Book 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 notation Preliminary results Hyperbolic equations Parabolic equations Use of exact difference schemes to construct NSFD discretizations of differential equations Exact and truncated difference schemes for boundary-value problem Exact difference schemes for stochastic differential equations Numerical blow-up time Bibliography

Exact Finite-Difference Schemes

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    A Hardback by Sergey Lemeshevsky, Piotr Matus, Dmitriy Poliakov

    15 in stock

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      View other formats and editions of Exact Finite-Difference Schemes by Sergey Lemeshevsky

      Publisher: De Gruyter
      Publication Date: Publication Date: 26/09/2016
      ISBN13: 9783110489644, 978-3110489644
      ISBN10:

      Description

      Book 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 notation Preliminary results Hyperbolic equations Parabolic equations Use of exact difference schemes to construct NSFD discretizations of differential equations Exact and truncated difference schemes for boundary-value problem Exact difference schemes for stochastic differential equations Numerical blow-up time Bibliography

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