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Book Comparing Time Integrators for Parabolic Equations in Two Space Dimensions with a Mixed Derivative

Download or read book Comparing Time Integrators for Parabolic Equations in Two Space Dimensions with a Mixed Derivative written by Pieter J. van der Houwen and published by . This book was released on 1978 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Technical Abstract Bulletin

Download or read book Technical Abstract Bulletin written by and published by . This book was released on with total page 1048 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Integration of Equations of Parabolic Type by the Method of Nets

Download or read book Integration of Equations of Parabolic Type by the Method of Nets written by Vladislav Klimentʹevich Saulʹev and published by . This book was released on 1964 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book SIAM Journal on Numerical Analysis

Download or read book SIAM Journal on Numerical Analysis written by and published by . This book was released on 1980 with total page 994 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contains research articles on the development and analysis of numerical methods, including their convergence, stability, and error analysis as well as related results in functional analysis and approximation theory. Computational experiments and new types of numerical applications are also included.

Book High Order Compact Schemes for Parabolic Problems with Mixed Derivatives in Multiple Space Dimensions

Download or read book High Order Compact Schemes for Parabolic Problems with Mixed Derivatives in Multiple Space Dimensions written by Bertram Düring and published by . This book was released on 2014 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt: We present a high-order compact finite difference approach for a rather general class of parabolic partial differential equations with time and space dependent coefficients as well as with mixed second-order derivative terms in n spatial dimensions. Problems of this type arise frequently in computational fluid dynamics and computational finance. We derive general conditions on the coefficients which allow us to obtain a high-order compact scheme which is fourth-order accurate in space and second-order accurate in time. Moreover, we perform a thorough von Neumann stability analysis of the Cauchy problem in two and three spatial dimensions for vanishing mixed derivative terms, and also give partial results for the general case. The results suggest unconditional stability of the scheme. As an application example we consider the pricing of European Power Put Options in the multidimensional Black-Scholes model for two and three underlying assets. Due to the low regularity of typical initial conditions we employ the smoothing operators of Kreiss et al. to ensure high-order convergence of the approximations of the smoothed problem to the true solution.

Book Performance Evaluation of Numerical Software

Download or read book Performance Evaluation of Numerical Software written by Lloyd Dudley Fosdick and published by North-Holland. This book was released on 1979 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book International Aerospace Abstracts

Download or read book International Aerospace Abstracts written by and published by . This book was released on 1995 with total page 962 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Report NW

    Book Details:
  • Author : Amsterdam (Netherlands) Mathematische Centrum. Afdeling Numberieke Wiskunde
  • Publisher :
  • Release : 1977
  • ISBN :
  • Pages : 366 pages

Download or read book Report NW written by Amsterdam (Netherlands) Mathematische Centrum. Afdeling Numberieke Wiskunde and published by . This book was released on 1977 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Reviews in Numerical Analysis  1980 86

Download or read book Reviews in Numerical Analysis 1980 86 written by and published by . This book was released on 1987 with total page 648 pages. Available in PDF, EPUB and Kindle. Book excerpt: These five volumes bring together a wealth of bibliographic information in the area of numerical analysis. Containing over 17,600 reviews of articles, books, and conference proceedings, these volumes represent all the numerical analysis entries that appeared in Mathematical Reviews between 1980 and 1986. Author and key indexes appear at the end of volume 5.

Book Partial Differential Equations

Download or read book Partial Differential Equations written by Walter A. Strauss and published by John Wiley & Sons. This book was released on 2007-12-21 with total page 467 pages. Available in PDF, EPUB and Kindle. Book excerpt: Our understanding of the fundamental processes of the natural world is based to a large extent on partial differential equations (PDEs). The second edition of Partial Differential Equations provides an introduction to the basic properties of PDEs and the ideas and techniques that have proven useful in analyzing them. It provides the student a broad perspective on the subject, illustrates the incredibly rich variety of phenomena encompassed by it, and imparts a working knowledge of the most important techniques of analysis of the solutions of the equations. In this book mathematical jargon is minimized. Our focus is on the three most classical PDEs: the wave, heat and Laplace equations. Advanced concepts are introduced frequently but with the least possible technicalities. The book is flexibly designed for juniors, seniors or beginning graduate students in science, engineering or mathematics.

Book Hyperbolic Problems  Theory  Numerics  Applications  Volume II

Download or read book Hyperbolic Problems Theory Numerics Applications Volume II written by Carlos Parés and published by Springer Nature. This book was released on with total page 463 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Proceedings of the     Congress of the Indian Society of Theoretical and Applied Mechanics

Download or read book Proceedings of the Congress of the Indian Society of Theoretical and Applied Mechanics written by Indian Society of Theoretical and Applied Mechanics. Congress and published by . This book was released on 1977 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: