Numerical Solution of Elliptic Differential Equations by Reduction to The Interface

Numerical Solution of Partial Differential Equations by the Finite Element Method [Repost]

Numerical Solution of Partial Differential Equations by the Finite Element Method by Claes Johnson
English | 2009 | ISBN: 048646900X | 288 pages | EPUB | 15 MB
Numerical Solution of Partial Differential Equations by the Finite Element Method (repost)

Claes Johnson, "Numerical Solution of Partial Differential Equations by the Finite Element Method"
ISBN: 048646900X | 2009 | EPUB/MOBI | 288 pages | 14 MB/15 MB
Numerical Solution of Partial Differential Equations (repost)

Numerical Solution of Partial Differential Equations by the Finite Element Method by Claes Johnson
English | ISBN: 048646900X | 2009 | EPUB | 288 pages | 14,6 MB
Domain Decomposition Methods for the Numerical Solution of Partial Differential Equations (Repost)

Tarek Mathew, "Domain Decomposition Methods for the Numerical Solution of Partial Differential Equations"
English | 2008 | ISBN: 3540772057 | PDF | pages: 774 | 4,3 mb
Numerical Solution of Partial Differential Equations on Parallel Computers (Repost)

Are Magnus Bruaset, Aslak Tveito, "Numerical Solution of Partial Differential Equations on Parallel Computers"
2006 | pages: 491 | ISBN: 3540290761 | PDF | 7,7 mb
Numerical Solution of Stochastic Differential Equations with Jumps in Finance (repost)

Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probability) by Eckhard Platen, Nicola Bruti-Liberati
English | 2010-10-08 | ISBN: 3642120571 | 868 pages | PDF | 17 mb

In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992).
Numerical Solution of Partial Differential Equations: Theory, Algorithms, and Their Applications (repost)

Numerical Solution of Partial Differential Equations: Theory, Algorithms, and Their Applications by Oleg P. Iliev, Svetozar D. Margenov, Peter D Minev and Panayot S. Vassilevski
English | ISBN: 1461471710 | 2013 | 340 pages | PDF | 3,6 MB

One of the current main challenges in the area of scientific computing is the design and implementation of accurate numerical models for complex physical systems which are described by time dependent coupled systems of nonlinear PDEs.
Numerical Solution of Stochastic Differential Equations with Jumps in Finance (repost)

Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probability) by Eckhard Platen, Nicola Bruti-Liberati
English | 2010-10-08 | ISBN: 3642120571 | 868 pages | PDF | 17 mb

In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992).

Numerical Solution of Partial Differential Equations  

Posted by nebulae at Oct. 8, 2013
Numerical Solution of Partial Differential Equations

Oleg P. Iliev, "Numerical Solution of Partial Differential Equations"
English | ISBN: 1461471710 | 2013 | 340 pages | PDF | 3 MB
Numerical Solution of Ordinary Differential Equations: for Classical, Relativistic and Nano Systems (Repost)

Paul Gerrard, Neil Thompson, "Numerical Solution of Ordinary Differential Equations: for Classical, Relativistic and Nano Systems"
English | 2006-01-13 | ISBN: 3527406107 | 212 pages | PDF | 5.61 mb