LEADER 03341nam 2200589 450 001 9910798604503321 005 20230808195700.0 010 $a3-11-048972-4 010 $a3-11-049132-X 024 7 $a10.1515/9783110491326 035 $a(CKB)3710000000882098 035 $a(MiAaPQ)EBC4707945 035 $a(DE-B1597)469145 035 $a(OCoLC)960708576 035 $a(OCoLC)962087350 035 $a(DE-B1597)9783110491326 035 $a(Au-PeEL)EBL4707945 035 $a(CaPaEBR)ebr11274574 035 $a(CaONFJC)MIL957929 035 $a(EXLCZ)993710000000882098 100 $a20161014h20162016 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $2rdacontent 182 $2rdamedia 183 $2rdacarrier 200 00$aExact finite-difference schemes /$fedited by Sergey Lemeshevsky, Piotr Matus, Dmitriy Poliakov 210 1$aBerlin, [Germany] ;$aBoston, [Massachusetts] :$cDe Gruyter,$d2016. 210 4$d©2016 215 $a1 online resource (248 pages) 311 $a3-11-048964-3 327 $tFrontmatter -- $tPreface -- $tContents -- $tBasic notation -- $tPreliminary results / $rLemeshevsky, Sergey / Matus, Piotr / Poliakov, Dmitriy -- $tHyperbolic equations / $rLemeshevsky, Sergey / Matus, Piotr / Poliakov, Dmitriy -- $tParabolic equations / $rLemeshevsky, Sergey / Matus, Piotr / Poliakov, Dmitriy -- $tUse of exact difference schemes to construct NSFD discretizations of differential equations / $rMickens, Ronald E. / Washington, Talitha M. -- $tExact and truncated difference schemes for boundary-value problem / $rGavrilyuk, Ivan / Kutniv, Myroslav / Makarov, Volodymyr -- $tExact difference schemes for stochastic differential equations / $rJerez, Silvia / Díaz-Infante, Saúl -- $tNumerical blow-up time / $rKozera, Ryszard / Paradzinska, Agnieszka / Schadinskii, Denis -- $tList of contributors 330 $aExact Finite-Difference Schemes is a first overview of the topic also describing the state-of-the-art in this field of numerical analysis. Construction of exact difference schemes for various parabolic and elliptic partial differential equations are discussed, including vibrations and transport problems. After this, applications are discussed, such as the discretisation of ODEs and PDEs and numerical methods for stochastic differential equations. Contents:Basic notationPreliminary resultsHyperbolic equationsParabolic equationsUse of exact difference schemes to construct NSFD discretizations of differential equationsExact and truncated difference schemes for boundary-value problemExact difference schemes for stochastic differential equationsNumerical blow-up timeBibliography 606 $aFinite differences 606 $aDifferential-difference equations 606 $aDifferential equations 606 $aNumerical analysis 615 0$aFinite differences. 615 0$aDifferential-difference equations. 615 0$aDifferential equations. 615 0$aNumerical analysis. 676 $a515/.62 702 $aLemeshevsky$b S. 702 $aMatus$b P. P$g(Petr Pavlovich), 702 $aPolyakov$b Dmitrii$g(Dmitrii Borisovich), 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910798604503321 996 $aExact finite-difference schemes$93675260 997 $aUNINA