Stochastic partial differential equation - Document - PDFSEARCH.IO

First Page		Document Content
Date: 2007-10-05 12:18:30 Mathematical finance Differential equations Stochastic processes Options Multivariable calculus Partial differential equation Finite difference method Quantitative analyst Black–Scholes Calculus Mathematical analysis Mathematics		Add to Reading List Source URL: media.wiley.com Download Document from Source Website File Size: 82,22 KB Share Document on Facebook

	A Finite Difference Method for Irregular Geometries: Application to Dynamic Rupture on Rough Faults David Belanger (1) and Eric M. Dunham (2,Department of Mathematics, Harvard University; (2) Department of Earth a DocID: 1uCbt - View Document
	Silent error detection in numerical time-stepping schemes Austin R. Benson1 2 Sven Schmit1 DocID: 1qn5C - View Document
	Applied Numerical Mathematics–414 On the behavior of the total variation in CWENO methods for conservation laws Doron Levy a,∗,1 , Gabriella Puppo b,2 , Giovanni Russo c,3 a Département de Mathématiq DocID: 1q3wM - View Document
	Convergence of a Finite Difference Scheme for the Navier-Stokes Equations Using Vorticity Boundary Conditions Author(s): Thomas Y. Hou and Brian T. R. Wetton Source: SIAM Journal on Numerical Analysis, Vol. 29, No. 3 (Ju DocID: 1pYcj - View Document
	Staggered Finite Difference Schemes for Balance Laws Gabriella Puppo and Giovanni Russo Abstract. In this paper a new family of high-order finite-difference shock-capturing central schemes for hyperbolic systems with sti DocID: 1pT7x - View Document