Exact Finite-Difference Schemes

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.Contents: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 Bibliography Additional ISBNs3110489643, 311049132X, 9783110489644, 9783110491326Exact Finite-Difference Schemes 1st Edition is written by Author and published by De Gruyter. ISBNs for Exact Finite-Difference Schemes are 9783110489729, 3110489724 and the print ISBNs are 9783110489644, 3110489643. Additional ISBNs include 3110489643, 311049132X, 9783110489644, 9783110491326.