Derivative Securities and Difference Methods
You-lan Zhu, Xiaonan Wu, I-Liang Chern
Häftad, 2011
1 199 kr
1 367 kr
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"Artificial Boundary Method" systematically introduces the artificial boundary method for the numerical solutions of partial differential equations in unbounded domains. Detailed discussions treat different types of problems, including Laplace, Helmholtz, heat, Schrödinger, and Navier and Stokes equations. Both numerical methods and error analysis are discussed. The book is intended for researchers working in the fields of computational mathematics and mechanical engineering.
Prof. Houde Han works at Tsinghua University, China; Prof. Xiaonan Wu works at Hong Kong Baptist University, China.