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Highly Accurate Compact Finite Difference Method and its Applications

Name: Highly Accurate Compact Finite Difference Method and its Applications
Brand: VDM Verlag Dr. Müller
SKU: 06823769
Price: 71.69 EUR
Availability: InStock
Author: Jichao Zhao
ISBN: 9783639152470

A high order numerical method for solving partial differential equations and its applications in Financial Mathematics and Computational Biology

Jichao Zhao

Language

English

Book Paperback

Libristo code: 06823769

Publishers VDM Verlag Dr. Müller, November 2008

This book talks about the symbolic generation of§finite difference schemes, especially so-called§com... Full description

Libristo code: 06823769

175 b

71.69 € VAT included

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This book talks about the symbolic generation of§finite difference schemes, especially so-called§compact finite difference schemes, and their§numerical applications to elliptic equations,§integro-differential equations, the American option§pricing problem, and cardiac tissue models.§§We take as a base Corless and Rokicki s 1995 work on§automatic generation of finite difference formulae§and numerical integration formulae of univariate and§bivariate problems. We then extend this methodology§to any dimension. The new Maple routine FINDIF allows§for automatic, symbolic discretization of various§finite difference formulae, integration formulae, and§computes formulae for truncation errors. §§Compact finite difference schemes are given for§boundary value problems and elliptic partial§differential equations. Compact finite difference§methods are also used to solve efficiently§integro-differential equations (IDE s). Furthermore,§we apply the method to solve the famous American§option pricing problem and simulate the action§potential propagation through two dimensional cardiac§tissues. All simulation results demonstrate the§compact finite difference method is a promising§approach.