UID:
almafu_9958353949002883
Umfang:
1 online resource (447p.)
ISBN:
9783110253399
Serie:
De Gruyter Studies in Mathematics, 42
Inhalt:
Green's functions represent one of the classical and widely used issues in the area of differential equations. This monograph is looking at applied elliptic and parabolic type partial differential equations in two variables. The elliptic type includes the Laplace, static Klein-Gordon and biharmonic equation. The parabolic type is represented by the classical heat equation and the Black-Scholes equation which has emerged as a mathematical model in financial mathematics. The book is attractive for practical needs: It contains many easily computable or computer friendly representations of Green's functions, includes all the standard Green's functions and many novel ones, and provides innovative and new approaches that might lead to Green's functions. The book is a useful source for everyone who is studying or working in the fields of science, finance, or engineering that involve practical solution of partial differential equations.
Anmerkung:
Frontmatter --
,
Preface --
,
Contents --
,
Chapter 0. Introduction --
,
Chapter 1. Green’s Functions for ODE --
,
Chapter 2. The Laplace Equation --
,
Chapter 3. The Static Klein–Gordon Equation --
,
Chapter 4. Higher Order Equations --
,
Chapter 5. Multi-Point-Posed Problems --
,
Chapter 6. PDE Matrices of Green’s type --
,
Chapter 7. Diffusion Equation --
,
Chapter 8. Black–Scholes Equation --
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Appendix. Answers to Chapter Exercises --
,
Bibliography --
,
Index
,
In English.
Weitere Ausg.:
ISBN 978-3-11-025302-3
Sprache:
Englisch
Fachgebiete:
Mathematik
DOI:
10.1515/9783110253399
URL:
https://doi.org/10.1515/9783110253399
URL:
https://doi.org/10.1515/9783110253399
URL:
https://www.degruyter.com/isbn/9783110253399
URL:
https://doi.org/10.1515/9783110253399
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