Highly Accurate Compact Finite Difference Method and its Applications
Jichao Zhao
Broschiertes Buch

Highly Accurate Compact Finite Difference Method and its Applications

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

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This book talks about the symbolic generation offinite difference schemes, especially so-calledcompact finite difference schemes, and theirnumerical applications to elliptic equations,integro-differential equations, the American optionpricing problem, and cardiac tissue models.We take as a base Corless and Rokicki s 1995 work onautomatic generation of finite difference formulaeand numerical integration formulae of univariate andbivariate problems. We then extend this methodologyto any dimension. The new Maple routine FINDIF allowsfor automatic, symbolic discretization of variousfinite differen...