Sam Howison – författare

This new edition, interspersed with numerous footnotes and topical exercises, is aimed at students of mathematics, engineering and physics seeking a comprehensive text in the applications of PDEs.

Partial differential equations are a central concept in mathematics. They are used in mathematical models of a huge range of real-world phenomena, from electromagnetism to financial markets. This new edition of the well-known text by Ockendon et al., providing an enthusiastic and clear guide to the theory and applications of PDEs, provides timely updates on: transform methods (especially multidimensional Fourier transforms and the Radon transform); explicit representations of general solutions of the wave equation; bifurcations; the Wiener-Hopf method; free surface flows; American options; the Monge-Ampere equation; linear elasticity and complex characteristics; as well as numerous topical exercises.This book is ideal for students of mathematics, engineering and physics seeking a comprehensive text in the modern applications of PDEs

Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods; the area is an expanding source for novel and relevant 'real-world' mathematics. In this book the authors describe the modelling of financial derivative products from an applied mathematician's viewpoint, from modelling through analysis to elementary computation. A unified approach to modelling derivative products as partial differential equations is presented, using numerical solutions where appropriate. Some mathematics is assumed, but clear explanations are provided for material beyond elementary calculus, probability, and algebra. Over 140 exercises are included. This volume will become the standard introduction to this exciting new field for advanced undergraduate students.