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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

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Аннотация к книге "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"

This book talks about the symbolic generation of finite difference schemes, especially so-called compact finite difference schemes, and their numerical applications to elliptic equations, integro-differential equations, the American option pricing problem, and cardiac tissue models. We take as a base Corless and Rokicki’s 1995 work on automatic generation of finite difference formulae and numerical integration formulae of univariate and bivariate problems. We then extend this methodology to any...

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Издательство: Книга по требованию
Дата выхода: июль 2011
ISBN: 978-3-6391-5247-0
Объём: 172 страниц
Масса: 282 г
Размеры(высота, ширина, толщина), см: 23 x 16 x 1

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