Derivative Securities and Difference Methods
You-lan Zhu, Xiaonan Wu, I-Liang Chern, Zhi-zhong Sun
Inbunden, 2013
1 653 kr
Fractional Differential Equations
Finite Difference Methods
Inbunden, Engelska, 2020
1 912 kr
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Beskrivning
Starting with an introduction to fractional derivatives and numerical approximations, this book presents finite difference methods for fractional differential equations, including time-fractional sub-diffusion equations, time-fractional wave equations, and space-fractional differential equations, among others. Approximation methods for fractional derivatives are developed and approximate accuracies are analyzed in detail.
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