ENGLISH

Exact Finite-Difference Schemes

Book information

Publisher
de Gruyter
Year
2016
ISBN
9783110491326, 9783110489644
DOI
10.1515/9783110491326
Language
english
Format
PDF
Filesize
2 MB (2594385 bytes)
Pages
246\248
Library
degruyter.com
Time added
2023-07-26 05:50:43

Description

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

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