Exact Finite-Difference Schemes

ISBN 10: 3110489643 / ISBN 13: 9783110489644

Published by de Gruyter, 2016

About this Item

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Seller Inventory # ERICA79031104896436

Bibliographic Details

• Title: Exact Finite-Difference Schemes
• Publisher: de Gruyter
• Publication Date: 2016
• Language: English
• ISBN 10: 3110489643
• ISBN 13: 9783110489644
• Binding: Hardcover
• Condition: Like New
• Book Type: book

About this title

Synopsis

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

About the Author

Sergey Lemeshevsky, Piotr Matus and Dmitrii Polyakov Institute of Mathematics, National Academy of Sciences, Belarus.