Search Results - "finite difference method"

Stable high order finite difference methods for wave propagation and flow problems on deforming domains / by Nikkar, Samira

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Computational partial differential equations for engineering sciences by D'Acunto, Bernardino

Table of Contents: “…Heat conduction and diffusion -- Finite-difference method -- Parabolic equations -- Finite element method -- Wave motions -- Elliptic equations -- Beam equation -- Diffusion in two and three space dimensions -- Elements of linear algebra -- Classification of PDEs.…”
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Financial derivative and energy market valuation theory and implementation in MATLAB / by Mastro, Michael A., 1975-

Table of Contents: “…Financial models -- Jump models -- Options -- Binomial trees -- Trinomial trees -- Finite difference methods -- Kalman filter -- Futures and forwards -- Non-linear and non-Gaussian Kalman filter -- Short term deviation/long term equilibrium model -- Futures and forwards options -- Fourier transform -- Fundamentals of characteristic functions -- Application of characteristic functions -- Levy processes -- Fourier based option analysis -- Fundamentals of stochastic finance -- Affine jump-diffusion processes.…”
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The stochastic perturbation method for computational mechanics by Kamiński, M. M. (Marcin M.), 1969-

Table of Contents: “…The Stochastic Finite Difference Method (SFDM) 186 4.1. Analysis of the unidirectional problems with Finite Differences 186 4.1.1. …”
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The essentials of finite element modeling and adaptive refinement for beginning analysts to advanced researchers in solid mechanics / by Dow, John O., 1941-

Table of Contents: “…Summary and research recommendations -- 12.1 Introduction -- 12.2 An overview of advances in adaptive refinement -- 12.3 Displacement interpolation functions revisited: a reinterpretation -- 12.4 Advances in the finite element method -- 12.5 Advances in the finite difference method -- 12.6 Recommendations for future work and research opportunities -- 12.7 Reference --…”
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Classical and modern engineering methods in fluid flow and heat transfer an introduction for engineers and students / by Dorfman, A. Sh. (Abram Shlemovich)

Table of Contents: “…-- 8.2 Approximate methods for solving differential equations -- 8.3 Some features of computing flow and heat transfer characteristics -- 8.3.1 Control-volume finite-difference method -- 8.3.1.1 Computing pressure and velocity -- 8.3.1.2 Computing convection-diffusion terms -- 8.3.1.3 False diffusion -- 8.3.2 Control-volume finite-element method -- 8.4 Numerial methods of conjugation -- Exercises 8.1-8.27 --…”
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Finite Difference Computing with PDEs A Modern Software Approach / by Langtangen, Hans Petter, Linge, Svein

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