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Exact Finite-Difference Schemes

Ed. by Lemeshevsky, Sergey / Matus, Piotr / Poliakov, Dmitriy

    99,95 € / $140.00 / £91.00*

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    Publication Date:
    September 2016
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    Aims and Scope

    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.

    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


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

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