hyperbolic partial differential equations (219 résultats)

XIII, 511 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Operator Theory Advances and Applications, Vol. 159. Sprache: Englisch.

Softcover reprint. 235 mm x 155 mm, 688 g. VII, 437 p. Softcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Operator Theory: Advances and Applications; 145. Sprache: Englisch.

Hardcover. Etat : Very Good. First Edition. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported.

Etat : Used - Very Good. 2000. Hardcover. Cloth, dj. Slight shelf-wear. Very Good.

Etat : Used - Like New. 2009. Har/Cdr. Hardcover. CD included. Fine.

Hardcover. Etat : Like New. First Edition. Firm, square and tight with sharp corners and sturdy hinges, just showing a few minor rubs and some mild cosmetic wear. Hence a non-text page is stamped 'damaged'. Despite such this book is in nearly new condition. Thus the contents are crisp, fresh and clean. Offered for sale at a very sensible price.

Etat : New. In.

Etat : New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Etat : New. The theory of hyperbolic equations is a large subject, and its applications are many: fluid dynamics and aerodynamics, the theory of elasticity, optics, electromagnetic waves, direct and inverse scattering, and the general theory of relativity. This book presents an introduction to various facets of the theory. Series: Courant Lecture Notes. Num Pages: 217 pages, illustrations. BIC Classification: PBKJ. Category: (P) Professional & Vocational. Dimension: 257 x 182 x 15. Weight in Grams: 408. . 2006. Paperback. . . . .

Etat : Good. Name stamped on book edge. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Shows some signs of wear but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions.

Etat : Sehr gut. Zustand: Sehr gut | Seiten: 135 | Sprache: Englisch | Produktart: Bücher.

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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Semigroup Theory uses abstract methods of Operator Theory to treat initial bou- ary value problems for linear and nonlinear equations that describe the evolution of a system. Due to the generality of its methods, the class of systems that can be treated in this way exceeds by far those described by equations containing only local op- ators induced by partial derivatives, i.e., PDEs. In particular, that class includes the systems of Quantum Theory. Another important application of semigroup methods is in eld quantization. Simple examples are given by the cases of free elds in Minkowski spacetime like Klein-Gordon elds, the Dirac eld and the Maxwell eld, whose eld equations are given by systems of linear PDEs. The second quantization of such a eld replaces the eld equation by a Schrodinger equation whose Hamilton operator is given by the second quantization of a non-local function of a self-adjoint linear operator. That operator generates the semigroup given by the time-development of the solutions of the eld equation corresponding to arbitrary initial data as a function of time.

Etat : Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,350grams, ISBN:9780821810217.

Etat : Very Good. 6 pp., Paperback, very good. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.

Etat : New. In.

Kartoniert / Broschiert. Etat : New.

Hardcover. Etat : Very Good. Red cloth with silver lettering ; 189 pp. ; ISBN: 0198536054 ; Contents: Function spaces / R. Wait -- Conforming methods for self-adjoint elliptic problems / R. Wait -- A short survey of parabolic Galerkin methods / T. Dupont -- Nonconforming elements / D. F. Griffiths, A. R. Mitchell -- A-posteriori error estimation and adaptive mesh refinement in the finite element method / O. C. Zienkiewicz, A. W. Craig -- Finite element methods for non-sel-adjoint elliptic and for hyperbolic problems: opti mal approximations and recovery techniques / K. W. Morton -- Mixed finite element methods / P. A. Raviart -- Curved elements / A. R. Mitchell -- Introduction to the treatment of singularities in elliptic boundary value problems using finite element techniques / J. R. Whiteman, K. T. Schleicher ; FINE. Book.

Taschenbuch. Etat : Neu. Inverse dynamics of underactuated flexible mechanical system s governed by quasi-linear hyperbolic partial differential e quations | Timo Ströhle | Taschenbuch | Englisch | 2024 | Karlsruher Institut für Technologie | EAN 9783731513360 | Verantwortliche Person für die EU: KIT Scientific Publishing, Straße am Forum 2, 76131 Karlsruhe, info[at]ksp[dot]kit[dot]edu | Anbieter: preigu.

THIS VOL ONLY, octavo, yellow heavy boards, yellow/blue & black lettering to spine, unpaginated prelims + 241pp, VG+ (light bruising to extrems, light foxing to top page edges & eps).

Etat : Good. Volume 133. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9780821872918.

Cloth. Etat : Very Good. Type: Book N.B. Small plain label to front paste down.

Hardcover. Etat : gut. Auflage: Har/Cdr (23. Mai 2006). 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. Finite Difference Methods in Financial EngineeringA Partial Differential Equation Approach (Wiley Finance) Daniel J. Duffy quantitative finance research derivatives pricing Black-Scholes equation exotic options interest rate partial differential equatio This book proved to be a useful reference for practical implementation of finite-difference methods for PDEs: several one- and multi-factor financial derivatives pricing models, including local volatility models and models with stochastic volatilities. The methods described in the text are stable, accurate and reasonably efficient. Stability of FD methods is obviously of top concern to the author (as it should be to readers as well), and he goes into extensive detail evaluating the stability of various techniques. The writing is clear and consistent, though a "notational" index or glossary would have been helpful, particularly in the early going. The author provides several practical examples, which lends a refreshing degree of concreteness to the book. Author: Daniel Duffy is a numerical analyst who has been working in the IT business since 1979. He has been involved in the analysis, design and implementation of systems using object-oriented, component and (more recently) intelligent agent technologies to large industrial and financial applications. As early as 1993 he was involved in C++ projects for risk management and options applications with a large Dutch bank. His main interest is in finding robust and scalable numerical schemes that approximate the partial differential equations that model financial derivatives products. He has an M.Sc. 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. Daniel Duffy is founder of Datasim Education and Datasim Component Technology, two companies involved in training, consultancy and software development. ISBN 978-0470858820 ISBN 0470858826 Reihe/Serie The Wiley Finance Series Verlagsort Chichester Sprache englisch Maße 178 x 252 mmWirtschaft Betriebswirtschaft Management ISBN-10 0-470-85882-6 / 0470858826 ISBN-13 978-0-470-85882-0 / 9780470858820 Content: 0 Goals of this Book and Global Overview 1 0.1 What is this book? 1 0.2 Why has this book been written? 2 0.3 For whom is this book intended? 2 0.4 Why should I read this book? 2 0.5 The structure of this book 3 0.6 What this book does not cover 4 0.7 Contact, feedback and more information 4 PART I THE CONTINUOUS THEORY OF PARTIAL DIFFERENTIAL EQUATIONS 5 1 An Introduction to Ordinary Differential Equations 7 1.1 Introduction and objectives 7 1.2 Two-point boundary value problem 8 1.3 Linear boundary value problems 9 1.4 Initial value problems 10 1.5 Some special cases 10 1.6 Summary and conclusions 11 2 An Introduction to Partial Differential Equations 13 2.1 Introduction and objectives 13 2.2 Partial differential equations 13 2.3 Specialisations 15 2.4 Parabolic partial differential equations 18 2.5 Hyperbolic equations 20 2.6 Systems of equations 22 2.7 Equations containing integrals 23 2.8 Summary and conclusions 24 3 Second-Order Parabolic Differential Equations 25 3.1 Introduction and objectives 25 3.2 Linear parabolic equations 25 3.3 The continuous problem 26 3.4 The maximum principle for parabolic equations 28 3.5 A special case: one-factor generalised Black Scholes models 29 3.6 Fundamental solution and the Green s function 30 3.7 Integral representation of the solution of parabolic PDEs 31 3.8 Parabolic equations in one space dimension 33 3.9 Summary and conclusions 35 4 An Introduction to the Heat Equation in One Dimension 37 4.1 Introduction and objectives 37 4.2 Motivation and background 38 4.3 The heat equation and financial engineering 39 4.4 The separation of variables technique.

Paperback. Etat : Brand New. 268 pages. 11.00x7.50x0.61 inches. In Stock.

Etat : New. In.

Hardcover. Etat : Very Good. Lightly crimped corner, otherwise text clean and solid; no dust jacket; Advances in Hyperbolic Partial Differential Equations, Volume 1; 8vo 8" - 9" tall; 250 pages.

Etat : New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - In the first part of this EMS volume Yu.V. Egorov gives an account of microlocal analysis as a tool for investigating partial differential equations. This method has become increasingly important in the theory of Hamiltonian systems. Egorov discusses the evolution of singularities of a partial differential equation and covers topics like integral curves of Hamiltonian systems, pseudodifferential equations and canonical transformations, subelliptic operators and Poisson brackets. The second survey written by V.Ya. Ivrii treats linear hyperbolic equations and systems. The author states necessary and sufficient conditions for C - and L2 -well-posedness and he studies the analogous problem in the context of Gevrey classes. He also gives the latest results in the theory of mixed problems for hyperbolic operators and a list of unsolved problems. Both parts cover recent research in an important field, which before was scattered in numerous journals. The book will hence be of immense value to graduate students and researchers in partial differential equations and theoretical physics.

Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - This volume focuses on recent developments in non-linear and hyperbolic equations. It will be a most valuable resource for researchers in applied mathematics, the theory of wavelets, and in mathematical and theoretical physics. Nine up-to-date contributions have been written on invitation by experts in the respective fields. The book is the third volume of the subseries 'Advances in Partial Differential Equations'.

Etat : New. In.