Highly Accurate Compact Finite Difference Method and its Applications

Name: Highly Accurate Compact Finite Difference Method and its Applications
Brand: VDM Verlag Dr. Müller
SKU: 9783639152470
Price: 1618 CZK
Availability: InStock

A high order numerical method for solving partial differential equations and its applications in Financial Mathematics and Computational Biology

Autor: Jichao Zhao

Jazyk:

Vazba: Brožovaná

Vydavatel: VDM Verlag Dr. Müller

Dostupnost: U nakladatele na objednávku

Odesíláme za 17-27 dnů

1 618 Kč

This book talks about the symbolic generation of§finite difference schemes, especially so-called§com...

Informace o knize

Autor

Jichao Zhao

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2009

Stránek

192

EAN

9783639152470

Enbook ID

06823769

Vydavatel

VDM Verlag Dr. Müller

Hmotnost

272

Rozměry

150 x 220 x 10

Kompletní popis

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 dimension. The new Maple routine FINDIF allows§for automatic, symbolic discretization of various§finite difference formulae, integration formulae, and§computes formulae for truncation errors. §§Compact finite difference schemes are given for§boundary value problems and elliptic partial§differential equations. Compact finite difference§methods are also used to solve efficiently§integro-differential equations (IDE s). Furthermore,§we apply the method to solve the famous American§option pricing problem and simulate the action§potential propagation through two dimensional cardiac§tissues. All simulation results demonstrate the§compact finite difference method is a promising§approach.

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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

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také