Advertisement

Basic Numerical Methods

  • You-lan Zhu
  • Xiaonan Wu
  • I-Liang Chern
Part of the Springer Finance book series (FINANCE)

Abstract

This chapter is devoted to the basic numerical methods. We first discuss various approximations, solution of systems, and eigenvalue problems. Then, we deal with finite-difference methods for parabolic partial differential equations, including algorithms, stability and convergence analysis, and extrapolation techniques of numerical solutions. Finally, we discuss how to determine the parameters in stochastic models.

Keywords

Truncation Error Triangular Matrix Quadratic Interpolation Parabolic Partial Differential Equation Hessenberg Matrix 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media New York 2004

Authors and Affiliations

  • You-lan Zhu
    • 1
  • Xiaonan Wu
    • 2
  • I-Liang Chern
    • 3
  1. 1.Department of MathematicsUniversity of North Carolina at CharlotteCharlotteUSA
  2. 2.Department of MathematicsHong Kong Baptist UniversityKowloon Tong, Hong KongChina
  3. 3.Department of MathematicsNational Taiwan UniversityTaipei, TaiwanChina

Personalised recommendations