Exact Finite Difference Schemes is popular PDF and ePub book, written by Sergey Lemeshevsky in 2016-09-26, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Exact Finite Difference Schemes can be Read Online from any device for your convenience.

Exact Finite Difference Schemes Book PDF Summary

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

Detail Book of Exact Finite Difference Schemes PDF

Exact Finite Difference Schemes
  • Author : Sergey Lemeshevsky
  • Release : 26 September 2016
  • Publisher : Walter de Gruyter GmbH & Co KG
  • ISBN : 9783110489729
  • Genre : Mathematics
  • Total Page : 246 pages
  • Language : English
  • PDF File Size : 10,6 Mb

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Exact Finite Difference Schemes

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