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Exact Finitedifference Schemes Sergey Lemeshevsky Editor Piotr Matus Editor Dmitriy Poliakov Editor

  • SKU: BELL-51111020
Exact Finitedifference Schemes Sergey Lemeshevsky Editor Piotr Matus Editor Dmitriy Poliakov Editor
$ 31.00 $ 45.00 (-31%)

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Exact Finitedifference Schemes Sergey Lemeshevsky Editor Piotr Matus Editor Dmitriy Poliakov Editor instant download after payment.

Publisher: De Gruyter
File Extension: PDF
File size: 2.47 MB
Pages: 246
Author: Sergey Lemeshevsky (editor); Piotr Matus (editor); Dmitriy Poliakov (editor)
ISBN: 9783110491326, 311049132X
Language: English
Year: 2016

Product desciption

Exact Finitedifference Schemes Sergey Lemeshevsky Editor Piotr Matus Editor Dmitriy Poliakov Editor by Sergey Lemeshevsky (editor); Piotr Matus (editor); Dmitriy Poliakov (editor) 9783110491326, 311049132X instant download after payment.

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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