Product Description: Among all the numerical methods in seismology, the finite-difference (FD) technique provides the best balance of accuracy and computational efficiency. This book offers a comprehensive introduction to FD and its applications to earthquake motion...read more

Product Description: An Introduction to Grids, Graphs, and Networks aims to provide a concise introduction to graphs and networks at a level that is accessible to scientists, engineers, and students. In a practical approach, the book presents only the necessary theoretical concepts from mathematics and considers a variety of physical and conceptual configurations as prototypes or examples...read more

Product Description: This book is devoted to new classes of parabolic differential and pseudo-differential equations extensively studied in the last decades, such as parabolic systems of a quasi-homogeneous structure, degenerate equations of the Kolmogorov type, pseudo-differential parabolic equations, and fractional diffusion equations...read more

Product Description: A straightforward, easy-to-read introduction to the finite-difference time-domain (FDTD) method Finite-difference time-domain (FDTD) is one of the primary computational electrodynamics modeling techniques available. Since it is a time-domain method, FDTD solutions can cover a wide frequency range with a single simulation run and treat nonlinear material properties in a natural way...read more

Product Description: Optimal synthesis, light scattering, and diffraction on a ribbon are just some of the applied problems for which integral equations with difference kernels are employed. The same equations are also met in important mathematical problems such as inverse spectral problems, nonlinear integral equations, and factorization of operators...read more

Product Description: Most texts on computational methods are borne out of research activities at postgraduate study programs, and this is no exception. After being introduced to the boundary element method (BEM) (then referred to as the boundary integral equation method (BIEM)) in 1981 by Prof...read more

Product Description: For readers with some competence in PDE solution properties, this book offers an interdisciplinary approach to problems occurring in natural environmental media: the hydrosphere, atmosphere, cryosphere, lithosphere, biosphere and ionosphere...read more

Product Description: A unique treatment of the transshipment operation and processes on the shipment of automobiles from the Bremerhaven harbor, Germany. The book is an analytical, theoretical, and practical work that incorporates Network Optimization, Logistics, Distribution, Transportation, and Supply Chain Management into a framework of Information Systems for a comprehensive understanding of the development of transshipment terminals in the global economy...read more

Product Description: Bridges the gap between FDTD theory and the implementation of practical simulation techniques This is the first publication that guides readers step by step through the implementation of electromagnetic simulation techniques based on FDTD methods...read more

Product Description: This book covers high order finite difference methods for time dependent PDE. It gives an overview of the basic theory and construction principles by using model examples. The book also contains a general presentation of the techniques and results for well-posedness and stability, with inclusion of the three fundamental methods of analysis both for PDE in its original and discretized form: the Fourier transform, the eneregy method and the Laplace transform...read more

Product Description: This book deals with discretization techniques for partial differential equations of elliptic, parabolic and hyperbolic type. It provides an introduction to the main principles of discretization and gives a presentation of the ideas and analysis of advanced numerical methods in the area...read more

Tells how the largest aircraft that was ever flown was destroyed, and describes the investigation that followed.

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 discovery of the famous Black-Scholes equation in the 1970's we have seen a surge in the number of models for a wide range of products such as plain and exotic options, interest rate derivatives, real options and many others. Gone are the days when it was possible to price these derivatives analytically. For most problems we must resort to some kind of approximate method. In this book we employ partial differential equations (PDE) to describe a range of one-factor and multi-factor derivatives products such as plain European and American options, multi-asset options, Asian options, interest rate options and real options. PDE techniques allow us to create a framework for modeling complex and interesting derivatives products. Having defined the PDE problem we then approximate it using the Finite Difference Method (FDM). This method has been used for many application areas such as fluid dynamics, heat transfer, semiconductor simulation and astrophysics, to name just a few. In this book we apply the same techniques to pricing real-life derivative products. We use both traditional (or well-known) methods as well as a number of advanced schemes that are making their way into the QF literature: Crank-Nicolson, exponentially fitted and higher-order schemes for one-factor and multi-factor options Early exercise features and approximation using front-fixing, penalty and variational methods Modelling stochastic volatility models using Splitting methods Critique of ADI and Crank-Nicolson schemes; when they work and when they don't work Modelling jumps using Partial Integro Differential Equations (PIDE) Free and moving boundary value problems in QF Included with the book is a CD containing information on how to set up FDM algorithms, how to map these algorithms to C++ as well as several working programs for one-factor and two-factor models. We also provide source code so that you can customize the applications to suit your own needs.

Product Description: The schemes are analyzed regarding their nonlinear stability Recently developed entropy schemes are presented A formalism is introduced for source terms

Product Description: An interrelated account of many of the most important finite difference methods and their results, this text is geared toward upper-level undergraduates and graduate students. Topics include hyperbolic equations in two independent variables, parabolic and elliptic equations, and initial-value problems in more than two independent variables...read more

Product Description: This book provides a unified and accessible introduction to the basic theory of finite difference schemes applied to the numerical solution of partial differential equations. Originally published in 1989, its objective remains to clearly present the basic methods necessary to perform finite difference schemes and to understand the theory underlying these schemes...read more

Product Description: From the Preface: "The object of this book is to provide a simple and connected account of the subject of Finite Differences and to present the theory in a form which can be readily applied ...not only the useful material of Boole ...read more