Inequalities For Finite Difference Equations
DOWNLOAD
Download Inequalities For Finite Difference Equations PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Inequalities For Finite Difference Equations book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Inequalities For Finite Difference Equations
DOWNLOAD
Author : B.G. Pachpatte
language : en
Publisher: CRC Press
Release Date : 2001-12-13
Inequalities For Finite Difference Equations written by B.G. Pachpatte and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-12-13 with Mathematics categories.
"A treatise on finite difference ineuqalities that have important applications to theories of various classes of finite difference and sum-difference equations, including several linear and nonlinear finite difference inequalities appearing for the first time in book form."
Inequalities For Finite Difference Equations
DOWNLOAD
Author : B.G. Pachpatte
language : en
Publisher: CRC Press
Release Date : 2001-12-13
Inequalities For Finite Difference Equations written by B.G. Pachpatte and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-12-13 with Mathematics categories.
"A treatise on finite difference ineuqalities that have important applications to theories of various classes of finite difference and sum-difference equations, including several linear and nonlinear finite difference inequalities appearing for the first time in book form."
Integral And Finite Difference Inequalities And Applications
DOWNLOAD
Author : B. G. Pachpatte
language : en
Publisher: Elsevier
Release Date : 2006-09-14
Integral And Finite Difference Inequalities And Applications written by B. G. Pachpatte and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-09-14 with Mathematics categories.
The monograph is written with a view to provide basic tools for researchers working in Mathematical Analysis and Applications, concentrating on differential, integral and finite difference equations. It contains many inequalities which have only recently appeared in the literature and which can be used as powerful tools and will be a valuable source for a long time to come. It is self-contained and thus should be useful for those who are interested in learning or applying the inequalities with explicit estimates in their studies. - Contains a variety of inequalities discovered which find numerous applications in various branches of differential, integral and finite difference equations - Valuable reference for someone requiring results about inequalities for use in some applications in various other branches of mathematics - Highlights pure and applied mathematics and other areas of science and technology
Nonstandard Finite Difference Models Of Differential Equations
DOWNLOAD
Author : Ronald E. Mickens
language : en
Publisher: World Scientific
Release Date : 1994
Nonstandard Finite Difference Models Of Differential Equations written by Ronald E. Mickens and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Mathematics categories.
This book provides a clear summary of the work of the author on the construction of nonstandard finite difference schemes for the numerical integration of differential equations. The major thrust of the book is to show that discrete models of differential equations exist such that the elementary types of numerical instabilities do not occur. A consequence of this result is that in general bigger step-sizes can often be used in actual calculations and/or finite difference schemes can be constructed that are conditionally stable in many instances whereas in using standard techniques no such schemes exist. The theoretical basis of this work is centered on the concepts of ?exact? and ?best? finite difference schemes. In addition, a set of rules is given for the discrete modeling of derivatives and nonlinear expressions that occur in differential equations. These rules often lead to a unique nonstandard finite difference model for a given differential equation.
Difference Equations And Inequalities
DOWNLOAD
Author : Ravi P. Agarwal
language : en
Publisher: CRC Press
Release Date : 2000-01-27
Difference Equations And Inequalities written by Ravi P. Agarwal and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-01-27 with Mathematics categories.
A study of difference equations and inequalities. This second edition offers real-world examples and uses of difference equations in probability theory, queuing and statistical problems, stochastic time series, combinatorial analysis, number theory, geometry, electrical networks, quanta in radiation, genetics, economics, psychology, sociology, and
Finite Difference Computing With Pdes
DOWNLOAD
Author : Hans Petter Langtangen
language : en
Publisher: Springer
Release Date : 2017-06-21
Finite Difference Computing With Pdes written by Hans Petter Langtangen and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-06-21 with Computers categories.
This book is open access under a CC BY 4.0 license. This easy-to-read book introduces the basics of solving partial differential equations by means of finite difference methods. Unlike many of the traditional academic works on the topic, this book was written for practitioners. Accordingly, it especially addresses: the construction of finite difference schemes, formulation and implementation of algorithms, verification of implementations, analyses of physical behavior as implied by the numerical solutions, and how to apply the methods and software to solve problems in the fields of physics and biology.
Integral And Discrete Inequalities And Their Applications
DOWNLOAD
Author : Yuming Qin
language : en
Publisher: Birkhäuser
Release Date : 2016-10-06
Integral And Discrete Inequalities And Their Applications written by Yuming Qin and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-10-06 with Mathematics categories.
This book concentrates on one- and multi-dimensional nonlinear integral and discrete Gronwall-Bellman type inequalities. It complements the author’s book on linear inequalities and serves as an essential tool for researchers interested in differential (ODE and PDE), difference, and integral equations. The present volume is part 2 of the author’s two-volume work on inequalities. Integral and discrete inequalities are a very important tool in classical analysis and play a crucial role in establishing the well-posedness of the related equations, i.e., differential, difference and integral equations.
Proceedings Of The Fifth International Colloquium On Differential Equations
DOWNLOAD
Author : D. Bainov
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2020-05-18
Proceedings Of The Fifth International Colloquium On Differential Equations written by D. Bainov and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-05-18 with Mathematics categories.
No detailed description available for "Proceedings of the Fifth International Colloquium on Differential Equations".
Finite Difference Methods In Financial Engineering
DOWNLOAD
Author : Daniel J. Duffy
language : en
Publisher: John Wiley & Sons
Release Date : 2013-10-28
Finite Difference Methods In Financial Engineering written by Daniel J. Duffy and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-10-28 with Business & Economics categories.
The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the discovery of the famous Black-Scholes equation in the 1970's we have seen a surge in the number of models for a wide range of products such as plain and exotic options, interest rate derivatives, real options and many others. Gone are the days when it was possible to price these derivatives analytically. For most problems we must resort to some kind of approximate method. In this book we employ partial differential equations (PDE) to describe a range of one-factor and multi-factor derivatives products such as plain European and American options, multi-asset options, Asian options, interest rate options and real options. PDE techniques allow us to create a framework for modeling complex and interesting derivatives products. Having defined the PDE problem we then approximate it using the Finite Difference Method (FDM). This method has been used for many application areas such as fluid dynamics, heat transfer, semiconductor simulation and astrophysics, to name just a few. In this book we apply the same techniques to pricing real-life derivative products. We use both traditional (or well-known) methods as well as a number of advanced schemes that are making their way into the QF literature: Crank-Nicolson, exponentially fitted and higher-order schemes for one-factor and multi-factor options Early exercise features and approximation using front-fixing, penalty and variational methods Modelling stochastic volatility models using Splitting methods Critique of ADI and Crank-Nicolson schemes; when they work and when they don't work Modelling jumps using Partial Integro Differential Equations (PIDE) Free and moving boundary value problems in QF Included with the book is a CD containing information on how to set up FDM algorithms, how to map these algorithms to C++ as well as several working programs for one-factor and two-factor models. We also provide source code so that you can customize the applications to suit your own needs.
Mathematical Inequalities
DOWNLOAD
Author : B. G. Pachpatte
language : en
Publisher: Elsevier
Release Date : 2005-05-04
Mathematical Inequalities written by B. G. Pachpatte and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-05-04 with Mathematics categories.
The book addresses many important new developments in the field. All the topics covered are of great interest to the readers because such inequalities have become a major tool in the analysis of various branches of mathematics.* It contains a variety of inequalities which find numerous applications in various branches of mathematics.* It contains many inequalities which have only recently appeared in the literature and cannot yet be found in other books.* It will be a valuable reference for someone requiring a result about inequalities for use in some applications in various other branches of mathematics.* Each chapter ends with some miscellaneous inequalities for futher study.* The work will be of interest to researchers working both in pure and applied mathematics, and it could also be used as the text for an advanced graduate course.