Exact Finite-Difference Schemes (English, Sergey Lemeshevsky | Piotr Matus | Dmitriy Poliakov)
de Gruyter

Exact Finite-Difference Schemes (English, Sergey Lemeshevsky | Piotr Matus | Dmitriy Poliakov)

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ISBN-139783110489644
ISBN-103110489643

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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.…

ISBN: 9783110489644

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