Last edited by Gardalrajas

Friday, July 31, 2020 | History

6 edition of **Finite-difference equations and simulations** found in the catalog.

Finite-difference equations and simulations

Francis Begnaud Hildebrand

- 283 Want to read
- 22 Currently reading

Published
**1968**
by Prentice-Hall in Englewood Cliffs, N.J
.

Written in English

- Difference equations,
- Differential equations -- Numerical solutions,
- Finite differences

**Edition Notes**

Statement | [by] Francis B. Hildebrand. |

Classifications | |
---|---|

LC Classifications | QA431 .H57 |

The Physical Object | |

Pagination | ix, 338 p. |

Number of Pages | 338 |

ID Numbers | |

Open Library | OL5594738M |

LC Control Number | 68000268 |

Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach ().pdf writen by Daniel J. Duffy: The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the. Finite-Difference Formulation of Differential Equation If this was a 2-D problem we could also construct a similar relationship in the both the x and Y-direction at a point (m,n) i.e., Now the finite-difference approximation of the 2-D heat conduction equation is.

Finite Difference Methods (FDM) are an integral component of solving the Black-Scholes equation and related quantitative models. They are used to discretise and approximate the derivatives for a smooth partial differential equation (PDE), such as the Black-Scholes equation. Paul Wilmott and Daniel Duffy are two quantitative finance professionals who have applied the PDE/FDM approach to solving. 8 CHAPTER 1. NUMERIC ARTIFACTS Finite Precision If we sum one-eleventh eleven times we know that the result is one, i.e., 1=11 + 1=11 + 1=11 +.

In numerical analysis, finite-difference methods (FDM) are discretizations used for solving differential equations by approximating them with difference equations that finite differences approximate the derivatives.. FDMs convert linear ordinary differential equations (ODE) or non-linear partial differential equations (PDE) into a system of equations that can be solved by matrix algebra. In this paper, we study the solution behavior of two coupled non–linear Schrödinger equations (CNLS) in the critical case, where one equation includes gain, while the other includes losses. Next, we present two numerical methods for solving the CNLS equations, for which we have made a comparison. These numerical experiments permit to illustrate other theoretical results proven by the.

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Finite-Difference Equations and Simulations. by Hildebrand, Francis B.: and a great selection of related books, We pack securely and ship daily with delivery confirmation on every book. The picture on the listing page is of the actual book for sale.

Additional Scan(s) are available for any item, please inquire. Seller Inventory # SKU Finite-difference Equations and Simulations Hardcover – Import, January 1, by Francis B.

HILDEBRAND (Author) See all formats and editions Hide other formats and editions. Price New from Used from Hardcover, Import "Please retry" $ — $ Hardcover $ Cited by: Finite-difference equations and simulations. [Francis B Hildebrand] Home.

WorldCat Home About WorldCat Help. Search. Search for Library Items Search for Lists Search for Contacts Search for a Library. Create Book\/a>, schema:CreativeWork\/a> ; \u00A0\u00A0\u00A0\n library. Additional Physical Format: Online version: Hildebrand, Francis Begnaud.

Finite-difference equations and simulations. Englewood Cliffs, N.J., Prentice-Hall []. Finite-Difference Equations and Simulations by Hildebrand. B (Francis) and a great selection of related books, art and collectibles available now at Edition: 1st.

A finite difference is a mathematical expression of the form f (x + b) − f (x + a).If a finite difference is divided by b − a, one gets a difference approximation of derivatives by finite differences plays a central role in finite difference methods for the numerical solution of differential equations, especially boundary value problems.

where V 1 (n) is the present value of the voltage V 1 and V 1 (n – 1) is the previous value of V derivative is approximated by the simple finite difference between the most recent past and present values. As Δt approaches zero the approximation gets better.

From this approximation and others like it, the governing equations are transformed into an FD set. As computing power has improved, finite difference simulations have progressed from the 2-D parabolic approximation, to 2-D using the full wave equation, to full 3-D synthetics.

The parabolic approximation considers only forward scattering and is useful when the heterogeneity correlation length is large compared to the seismic wavelength. Francis B. Hildebrand, Finite Difference Equations and Simulations (Prentice Hall, ), ix+ pp., s.

- Volume 16 Issue 3 - D. Gilles. This book has a special focus on time domain finite difference methods presented within an audio framework. It covers time series and difference operators, and basic tools for the construction and analysis of finite difference schemes, including frequency-domain and energy-based methods, with special attention paid to problems inherent to sound.

This book assumes some basic knowledge of finite difference approximations, differential equations, and scientific Python or MATLAB programming, as often met in an introductory numerical methods course.

Readers without this background may start with the light companion book "Finite Difference Computing with Exponential Decay Models". That book. Finite-difference equations and simulations — First published in Subjects Difference equations, Differential equations, Finite differences, Numerical solutions, Mines and mineral resources, Lead ores, Solutions numériques, Équations différentielles, Mathématiques, Équations aux différencesCited by: This book is devoted to the study of partial differential equation problems both from the theoretical and numerical points of view.

After presenting modeling aspects, it develops the theoretical analy The Finite Difference Method for Elliptic Problems. Hervé Le Dret, Brigitte Lucquin. Pages Book Code: OT Pages: Buy the Print Edition. We now begin to study finite difference methods for time-dependent partial differential equations (PDEs), where variations in space are related to variations in time.

We begin with the heat equation (or diffusion equation) introduced in Appendix E, In practice we generally apply a set of. He has an in the Finite Element Method first-order hyperbolic systems and a Ph.D. in robust finite difference methods for convection-diffusion partial differential equations.

Both degrees are from Trinity College, Dublin, Ireland. The Finite-Difference Time-Domain Method For Electromagnetics with MATLAB Simulations Atef Z.

Elsherbeni, Veysel Demir This is one of the best books on computational electromagnetics both for graduate students focusing on electromagnetics problems and for practicing engineering professionals in industry and government.

This book has been expanded to include 5 entirely new chapters and several modified sections to cover advanced topics including; Total Field/Scattered Field Formulation, Dispersive Material Modeling, Analysis of Periodic Structures, Nonuniform Grid and Graphics Processing Unit Acceleration of Finite-Difference Time-Domain Method.

Exercises and student projects, developed in conjunction with this book, are available on the book's webpage along with numerous MATLAB m-files. Readers will gain an understanding of the essential ideas that underlie the development, analysis, and practical use of finite difference methods as well as the key concepts of stability theory, their.

Digital sound synthesis has long been approached using standard digital filtering techniques. Newer synthesis strategies, however, make use of physical descriptions of musical instruments, and allow for much more realistic and complex sound production and thereby synthesis becomes a problem of simulation.

This book has a special focus on time domain finite difference methods presented. The lectures are intended to accompany the book Numerical Methods for Partial Differential Equations: Finite Difference and Finite Volume Methods.

The solution of PDEs can be very challenging, depending on the type of equation, the number of independent variables, the.

The value of a finite difference might be dominated by the variation due to randomness, rather than the variation due to different evaluation points x and x + δ. Suggestions for Stochastic Functions If your simulation uses random numbers from a stream you control, reset the random stream before each evaluation of your objective or constraint.Finite Difference, Finite Element and Finite Volume Methods for the Numerical Solution of DOE Multiscale Summer School J Multiscale Summer School Œ p.

1. Math Modeling and Simulation of Physical Processes Dene the physical problem Create a mathematical (PDE) model Systems of PDEs, ODEs, algebraic equations Dene Initial and or.We consider a simple neural field model in which the state variable is dendritic voltage, and in which somas form a continuous one-dimensional layer.

This neural field model with dendritic processing is formulated as an integro-differential equation. We introduce a computational method for approximating solutions to this nonlocal model, and use it to perform numerical simulations for neuro.