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: 66.76 EUR
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:

Väzba: Brožovaná

Vydavateľ: VDM Verlag Dr. Müller

Dostupnosť: U vydavateľa na objednávku

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66.76 €

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

Informácie o knihe

Autor

Jichao Zhao

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2009

Stránok

192

EAN

9783639152470

Enbook ID

06823769

Vydavateľ

VDM Verlag Dr. Müller

Hmotnosť

272

Rozmery

150 x 220 x 10

Kompletný 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

Informácie o knihe

Kompletný popis

Mohlo by vás zaujímať

Zákazníci, ktorí si kúpili túto knihu, kúpili tiež