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[程序化交易] A Compendium of Partial Differential Equation Models: Method of Lines Analysis w [推广有奖]

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nelsoncwlee 发表于 2015-6-27 06:17:22 |AI写论文

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A Compendium of Partial Differential Equation Models presents numerical methods and associated computer codes in Matlab for the solution of a spectrum of models expressed as partial differential equations (PDEs), one of the mostly widely used forms of mathematics in science and engineering. The authors focus on the method of lines (MOL), a well-established numerical procedure for all major classes of PDEs in which the boundary value partial derivatives are approximated algebraically by finite differences. This reduces the PDEs to ordinary differential equations (ODEs) and thus makes the computer code easy to understand, implement, and modify. Also, the ODEs (via MOL) can be combined with any other ODEs that are part of the model (so that MOL naturally accommodates ODE/PDE models). This book uniquely includes a detailed line-by-line discussion of computer code as related to the associated equations of the PDE model.

Editorial ReviewsReview"The book may provide a useful collection of most of the classical evolution equations in one spatial dimension together with a summary of their important properties, and numerical illustrations for those who seek an overview without the usual mathematical rigor."
Othmar Koch, Mathematical Reviews

Book DescriptionA Compendium of Partial Differential Equation Models presents numerical methods and associated computer codes in Matlab for the solution of a spectrum of models expressed as ordinary and partial differential equations (ODE/PDEs), one of the mostly widely used forms of mathematics in science and engineering. The authors focus on the well-established method of lines, making the code easy to understand, implement, and modify.
Product Details
  • Hardcover: 490 pages
  • Publisher: Cambridge University Press; 1 edition (March 16, 2009)
  • Language: English
  • ISBN-10: 0521519861
  • ISBN-13: 978-0521519861


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关键词:Differential Compendium Different Analysis equation expressed procedure computer solution classes

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