Random Ordinary Differential Equations and Their Numerical Solution, Xiaoying Han; Peter E. Kloeden
Автор: Platen Название: Numerical Solution of Stochastic Differential Equations with Jumps in Finance ISBN: 3642120571 ISBN-13(EAN): 9783642120572 Издательство: Springer Рейтинг: Цена: 12717.00 р. 18167.00-30% Наличие на складе: Есть (1 шт.) Описание: It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability.
Описание: One of the current main challenges in the area of scientific computingГЇВїВЅ is the design and implementation of accurate numerical models for complex physical systems which are described by time dependent coupled systems of nonlinear PDEs.
Описание: One of the current main challenges in the area of scientific computing is the design and implementation of accurate numerical models for complex physical systems which are described by time-dependent coupled systems of nonlinear PDEs. This volume integrates the works of experts in computational mathematics and its applications, with a focus on modern algorithms which are at the heart of accurate modeling: adaptive finite element methods, conservative finite difference methods and finite volume methods, and multilevel solution techniques. Fundamental theoretical results are revisited in survey articles, and new techniques in numerical analysis are introduced. Applications showcasing the efficiency, reliability, and robustness of the algorithms in porous media, structural mechanics, and electromagnetism are presented. Researchers and graduate students in numerical analysis and numerical solutions of PDEs and their scientific computing applications will find this book useful.--
Автор: J. C. Butcher Название: Numerical Methods for Ordinary Differential Equations ISBN: 0471967580 ISBN-13(EAN): 9780471967583 Издательство: Wiley Рейтинг: Цена: 22802.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: "Numerical Analysis of Ordinary Differential Equations."
Описание: A matrix oriented introduction to domain decomposition methodology. It discusses topics including hybrid formulations, Schwarz, substructuring and Lagrange multiplier methods for elliptic equations, computational issues, least squares-control methods, multilevel methods, non-self adjoint problems, parabolic equations and saddle point applications.
Автор: Smith, G. D. Название: Numerical Solution of Partial Differential Equations ISBN: 0198596502 ISBN-13(EAN): 9780198596509 Издательство: Oxford Academ Рейтинг: Цена: 9662.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Substantially revised, this authoritative study covers the standard finite difference methods of parabolic, hyperbolic, and elliptic equations, and includes the concomitant theoretical work on consistency, stability, and convergence. The new edition includes revised and greatly expanded sections on stability based on the Lax-Richtmeyer definition, the application of Pade approximants to systems of ordinary differential equations for parabolic and hyperbolicequations, and a considerably improved presentation of iterative methods. A fast-paced introduction to numerical methods, this will be a useful volume for students of mathematics and engineering, and for postgraduates and professionals who need a clear, concise grounding in this discipline.
Автор: Butcher, J. C. Название: Numerical methods for ordinary differential equations ISBN: 1119121507 ISBN-13(EAN): 9781119121503 Издательство: Wiley Рейтинг: Цена: 12981.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
A new edition of this classic work, comprehensively revised to present exciting new developments in this important subject
The study of numerical methods for solving ordinary differential equations is constantly developing and regenerating, and this third edition of a popular classic volume, written by one of the world's leading experts in the field, presents an account of the subject which reflects both its historical and well-established place in computational science and its vital role as a cornerstone of modern applied mathematics.
In addition to serving as a broad and comprehensive study of numerical methods for initial value problems, this book contains a special emphasis on Runge-Kutta methods by the mathematician who transformed the subject into its modern form dating from his classic 1963 and 1972 papers. A second feature is general linear methods which have now matured and grown from being a framework for a unified theory of a wide range of diverse numerical schemes to a source of new and practical algorithms in their own right. As the founder of general linear method research, John Butcher has been a leading contributor to its development; his special role is reflected in the text. The book is written in the lucid style characteristic of the author, and combines enlightening explanations with rigorous and precise analysis. In addition to these anticipated features, the book breaks new ground by including the latest results on the highly efficient G-symplectic methods which compete strongly with the well-known symplectic Runge-Kutta methods for long-term integration of conservative mechanical systems.
This third edition of Numerical Methods for Ordinary Differential Equations will serve as a key text for senior undergraduate and graduate courses in numerical analysis, and is an essential resource for research workers in applied mathematics, physics and engineering.
Автор: Atkinson, Kendall E. Han, Weimin Stewart, David E. Название: Numerical solution of ordinary differential equations ISBN: 047004294X ISBN-13(EAN): 9780470042946 Издательство: Wiley Рейтинг: Цена: 16149.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This precise and highly readable book provides a complete and concise introduction to classical topics in the numerical solution of ordinary differential equations (ODEs). It contains many up-to-date references to both analytical and numerical ODE literature while offering new unifying views on different problem classes.
Описание: This book presents methods for the computational solution of differential equations, both ordinary and partial, time-dependent and steady-state.
Автор: L. Fox Название: Numerical Solution of Ordinary Differential Equations ISBN: 9401079072 ISBN-13(EAN): 9789401079075 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Xie Название: Differential Equations for Engineers ISBN: 1107632951 ISBN-13(EAN): 9781107632950 Издательство: Cambridge Academ Рейтинг: Цена: 9504.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Xie presents a systematic introduction to differential equations for engineering students. The relevance of differential equations in engineering applications motivates readers, and studies of various types of differential equations are determined by engineering applications. The theory and techniques for solving differential equations are then applied to solve practical engineering problems.
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