follow us on

/  Mathematics Books /  Differential Equations Books / 

Numerical Solution of Differential Equations

Numerical Solution of Differential Equations

Numerical Solution of Differential Equations

This note gives an understanding of numerical methods for the solution of ordinary and partial differential equations, their derivation, analysis and applicability.

Author(s):

sNA Pages
Similar Books
Notes on Diffy Qs

Notes on Diffy Qs

This note contains below topics, some linear algebra, but these references are not essential and can be skimmed, can safely be dropped, while still covering chapters 4 and 5, does not depend on, except that the PDEs section 6 5 makes a few references to, and maybe.

s466 Pages
Spectral Theory of Partial Differential Equations Lecture Notes

Spectral Theory of Partial Differential Equations Lecture Notes

This note contains below topics, Discrete Spectrum, Continuous Spectrum.

s120 Pages
A Friendly Introduction to Differential Equations

A Friendly Introduction to Differential Equations

This paper looks at friendly differential equations and keeps the language simple. It asks what friendly is, how equations fits, and what a student should notice. If a word in differential equations is new, the next sentence says what it means.

s165 Pages
Symmetries of Ordinary Differential Equations A Short Introduction

Symmetries of Ordinary Differential Equations A Short Introduction

This book contains below topics, Basic notions and facts, Local oneparameter orbital symmetry groups, Multiparameter symmetries and invariant sets, Linear symmetries and normal forms, background on power series.

s68 Pages
Introduction to Stochastic Differential Equations SDEs for Finance

Introduction to Stochastic Differential Equations SDEs for Finance

This book contains below topics, Financial Introduction, Brownian Motion and Stochastic Calculus, The BlackScholes Theory, The BlackScholes Greeks, Exotic Options, Implied Volatility and LocalVolatility Fits, Stochastic Volatility, Stochastic Control, A Martingales and Stopping Times, B Some Notes on Fourier Transforms.

s103 Pages
Notes on unique continuation properties for Partial Differential Equations Introduction to the stability estimates for inverse problems

Notes on unique continuation properties for Partial Differential Equations Introduction to the stability estimates for inverse problems

This note contains below topics, THE SOBOLEV SPACES AND THE BOUNDARY VALUE PROBLEMS, CAUCHY PROBLEM FOR PDEs AND STABILITY ESTIMATES, III CARLEMAN ESTIMATES AND UNIQUE CONTINUATION PROPERTIES.

s799 Pages
A Concise Introduction to Control Theory for Stochastic Partial Differential Equations

A Concise Introduction to Control Theory for Stochastic Partial Differential Equations

This note contains below topics, Control systems governed by stochastic partial differential equations, Controllability and observability for stochastic evolution equations some simple results, Controllability of stochastic partial differential equations stochastic transport equations, Controllability of stochastic partial differential equations stochastic parabolic equations, Controllability of stochastic partial differential equations stochastic hyperbolic equations, Stochastic linear quadratic optimal control problems openloop optimal control, Stochastic linear quadratic optimal control problems optimal feedback control, Stochastic linear quadratic optimal control problems deterministic coefficients, Pontryagin type maximum principle for controlled stochastic evolution equations, A sufficient condition for an optimal control.

s112 Pages
Estimating and Assessing Differential Equation Models with Time Course Data

Estimating and Assessing Differential Equation Models with Time Course Data

Ordinary differential equation models are widely used to describe chemical or biological processes. This article considers how to estimate and assess such models from time course data. The data are often noisy, and some parts of the system may not be observed.

s53 Pages