Parabolic partial differential equations (PDEs) are fundamental in modelling a wide range of diffusion processes in physics, finance and engineering. The numerical approximation of these equations ...
LAMBERT, J.D. Computational Methods in Ordinary Differential Equation . John Wiley & Sons, 1973. SMITH, G.D. Oxford Applied Mathematics and Computing Science Series-Numerical Solution of Partial ...
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Bernatz, R.A. (2010) Fourier Series and Numerical Methods for Partial Differential Equations. Wiley.
ABSTRACT: This paper presents a comprehensive numerical study of the two-dimensional time-dependent heat conduction equation using the Forward Time Centered Space (FTCS) finite difference scheme. The ...
ABSTRACT: Adomian decomposition method is presented as a method for the solution of the Burger’s equation, a popular PDE model in the fluid mechanics. The method is computationally simple in ...
In this paper, we discuss efficient pricing methods via a partial differential equation (PDE) approach for long-dated foreign exchange (FX) interest rate hybrids under a three-factor multicurrency ...
This repository contains a LaTeX summary that originated during the "Advanced Numerical Methods for CSE" lecture at ETH Zurich, taught by Professor Siddhartha Mishra. The summary covers various topics ...
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