This book presents elementary algebraic discussions to explore connections between boundary value problems of elliptic equations and random walk problems arising in statistics. Through typical examples, the author proves that the passage to the limit is indeed possible, for elliptic equations in general, a difference quotient of arbitrarily high order tends to the corresponding derivative. The author limits themselves mainly to simple but typical cases, and treats them in such a way that the applicability of the method to more general difference equations and to those with arbitrarily many independent variables is made clear. Corresponding to the correctly posed problems for partial differential equations, the author treats boundary value and eigenvalue problems for elliptic difference equations, and initial value problems for hyperbolic or parabolic equations.
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HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000. Seller Inventory # LW-9780265500422
Quantity: 15 available