Help | |
Home - Pure And Applied Math - Finite Differences (Books) |
1-20 of 100 | Next 20 |
click price to see details click image to enlarge click link to go to the store
1. Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-Dependent Problems (Classics in Applied Mathematics) by Randall Leveque | |
Paperback: 357
Pages
(2007-07-10)
list price: US$63.00 -- used & new: US$52.00 (price subject to change: see help) Asin: 0898716292 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description The book is organized into two main sections and a set of appendices. Part I addresses steady-state boundary value problems, starting with two-point boundary value problems in one dimension, followed by coverage of elliptic problems in two and three dimensions. It concludes with a chapter on iterative methods for large sparse linear systems that emphasizes systems arising from difference approximations. Part II addresses time-dependent problems, starting with the initial value problem for ODEs, moving on to initial boundary value problems for parabolic and hyperbolic PDEs, and concluding with a chapter on mixed equations combining features of ODEs, parabolic equations, and hyperbolic equations. The appendices cover concepts pertinent to Parts I and II. Exercises and student projects, developed in conjunction with this book, are available on the book s webpage along with numerous MATLAB m-files. Readers will gain an understanding of the essential ideas that underlie the development, analysis, and practical use of finite difference methods as well as the key concepts of stability theory, their relation to one another, and their practical implications. The author provides a foundation from which students can approach more advanced topics and further explore the theory and/or use of finite difference methods according to their interests and needs. Audience: This book is designed as an introductory graduate-level textbook on finite difference methods and their analysis. It is also appropriate for researchers who desire an introduction to the use of these methods. Contents: Preface; Part I: Boundary Value Problems and Iterative Methods. Chapter 1: Finite Difference Approximations; Chapter 2: Steady States and Boundary Value Problems; Chapter 3: Elliptic Equations; Chapter 4: Iterative Methods for Sparse Linear Systems; Part II: Initial Value Problems. Chapter 5: The Initial Value Problem for Ordinary Differential Equations; Chapter 6: Zero-Stability and Convergence for Initial Value Problems; Chapter 7: Absolute Stability for Ordinary Differential Equations; Chapter 8: Stiff Ordinary Differential Equations; Chapter 9: Diffusion Equations and Parabolic Problems; Chapter 10: Advection Equations and Hyperbolic Systems; Chapter 11: Mixed Equations; Appendix A: Measuring Errors; Appendix B: Polynomial Interpolation and Orthogonal Polynomials; Appendix C: Eigenvalues and Inner-Product Norms; Appendix D: Matrix Powers and Exponentials; Appendix E: Partial Differential Equations; Bibliography; Index. Customer Reviews (1)
Good book |
2. The Finite Difference Time Domain Method for Electromagnetics: With MATLAB Simulations by Atef Elsherbeni, Veysel Demir | |
Hardcover: 450
Pages
(2009-01-02)
list price: US$129.00 -- used & new: US$105.00 (price subject to change: see help) Asin: 1891121715 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description While constructing the equations, the reader needs to visualize the positioning and orientation of field components in a three dimensional space. This is very difficult and usually requires extensive experience to be able to imagine the 3D space. Therefore, the book presents the construction of equations accompanied by a nice set of 3D illustrations. The figures greatly facilitate the understanding of the concepts. While the concepts are being presented, it has been kept in mind that the outcome of the book will be a software package that will be sufficient to solve several types of basic electromagnetic problems. In each chapter the transformation of the concepts into programming is explained. Therefore the chapters are presented in such a way that, by adding/developing a new part of the code, chapter by chapter, at the end a well developed FDTD simulation package will be constructed. This book provides full derivations for final equations. It contains 3-D illustrations to aid in visualization of field components. Detailed explanations take the reader from conceptual understanding to actual program development. The book offers step-by-step construction of a basic FDTD simulation package. Fully functional code examples are also provided. Customer Reviews (3)
A puzzle of m files
Good stuff.
Excellent book on FDTD implementation |
3. Finite Difference Schemes and Partial Differential Equations by John Strikwerda | |
Paperback: 450
Pages
(2007-10-31)
list price: US$112.50 -- used & new: US$119.44 (price subject to change: see help) Asin: 089871639X Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (2)
Math Student
One of the best books ever |
4. Schaum's Outline of Calculus of Finite Differences and Difference Equations by Murray Spiegel | |
Paperback: 272
Pages
(1971-12-01)
list price: US$19.95 -- used & new: US$8.99 (price subject to change: see help) Asin: 0070602182 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (2)
One of the best books, not just outline books
Handy, but not perfect The problem I have with it is that not all the problems have answers to them.The explanations are great, but I want to make sure I understand it.There doesn't seem to be a pattern regarding which ones have answers in the back.You just have to try the problem, then look in the back to see if that one was answered. I would still recommend this to help reinforce what you learn in class or just to refresh your memory. ... Read more |
5. Finite Difference Equations by H. Levy, F. Lessman | |
Paperback: 278
Pages
(1992-09-11)
list price: US$12.95 Isbn: 0486672603 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (2)
Clear introduction and very useful exercises
Interesting |
6. Finite-Difference Methods for Partial Differential Equations (DoverPhoenix Editions) by George E. Forsythe, Wolfgang R. Wasow | |
Hardcover: 464
Pages
(2004-11-23)
list price: US$75.00 -- used & new: US$24.00 (price subject to change: see help) Asin: 0486439178 Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description An interrelated account of many of the most important finite difference methods and their results, this text is geared toward upper-level undergraduates and graduate students. Topics include hyperbolic equations in two independent variables, parabolic and elliptic equations, and initial-value problems in more than two independent variables. 1960 edition. |
7. Calculus of Finite Differences (Classic Reprint) by George Boole | |
Paperback: 364
Pages
(2010-03-23)
list price: US$10.37 -- used & new: US$10.37 (price subject to change: see help) Asin: 1440059004 Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description |
8. Calculus of Finite Differences (AMS Chelsea Publishing) by Charles Jordan | |
Hardcover: 654
Pages
(1965-01-01)
list price: US$55.00 -- used & new: US$54.99 (price subject to change: see help) Asin: 0828400334 Canada | United Kingdom | Germany | France | Japan | |
9. Calculus of Finite Differences Edition by Louis Melville Milne-Thomson | |
Hardcover: 558
Pages
(1980-12)
list price: US$29.50 Isbn: 0828403082 Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description |
10. Pricing Financial Instruments: The Finite Difference Method by Domingo Tavella, Curt Randall | |
Hardcover: 237
Pages
(2000-04-15)
list price: US$110.00 -- used & new: US$66.54 (price subject to change: see help) Asin: 0471197602 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (5)
Financial Engineering Review
A specialised book for special Instruments 1. The von Neumann stability analyis technique is only applicable to constant coefficient, linear PDE. It is outdated, better methods being the maximum principle and viscosity solutions. 2. The discrete set of equations need to be solved by rather esoteric matrix solvers bacause the authors discretise a PDE in all directions. Using ADI or operator splitting instead lets us solve one-dimensional problem with Tridiagonal LU Decomposition. 3. A lot of detail on meshes has unfortunately been left out. 4. Using Crank Nicolson only aggrevates the problems in FDM schemes. There ARE better methods out there. 5. TYPOS!! for example, equation (4.13) on page 122. The S term is missing. On the other hand, this book is aimed at real-life problems. However, extra detail needs to be added in my opinion in order to make it more accessible to a wider audience.
Excellent Content - Sloppy Editing
A clear treatment, with well-chosen subjects The mathematical motivations for all the techniques presented are given, with no wasted exposition.I liked the lucid analyses of stability, which many books in finance gloss over.I also liked the mention and partial analysis of a large set of solvers of sparse linear systems.having not followed the literature on jump processes in recent years, I was quite happy to see their treatment as well. This book is all of what it claims to be, and no more.I do not recommend it as a textbook, or as a reference for those not already somewhat familiar with the subject, either from the mathematics side or the finance side.You will not get an explanation of what an eigenvalue or fourier transform is.The Lax Equivalence Theorem is cited, but not motivated or proven.No mention is given of when it might make more sense to use, say, a Monte Carlo scheme to find an option price.You won't find much economics in the book.But you will find a clear, correct, and useful analysis of more or less all aspects of finite difference schemes as they relate to solving contingent claims pricing problems.
A focussed book on an important subject The book's first two chapters introducethe mathematics of financial derivatives in an intuitively appealingmanner.For example, measure changes are introduced as a powerful toolwithout strong demands on the reader in terms of background. Also, linearcomplementarity is used in the context of valuing American options, againin an intuitive fashion.The third chapter introduces finite differencesin the context ofthe familiar parabolic PDE governing derivative securityvalues. It is in this and the remaining chapters that much useful materialcan be found. For example, the cell averaging technique in chapter 4 is avery useful device for dampening the error introduced by slopediscontinuities which commonly occur in financial problems. The authorsalso give the first textbook treatment of the important class of pure jumpmodels such as the variance gamma model, which are growing in popularity.The chapter on coordinate transformations gives the finite differenceversion of what some finance people term the adaptive mesh method. Insummary, this book is a must-read for anyone seriously interested inimplementing derivative security pricing models. I hope the authors plan tofollow up with a more advanced version which can cover such interestingtopics as multi-grid,hopskotch, operator splitting, and the like. ... Read more |
11. Computational Electrodynamics: The Finite-Difference Time-Domain Method, Third Edition by Allen Taflove, Susan C. Hagness | |
Hardcover: 1038
Pages
(2005-06-30)
list price: US$159.00 -- used & new: US$141.78 (price subject to change: see help) Asin: 1580538320 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description This single resource provides complete guidance on FDTD techniques and applications, from basic concepts, to the current state-of-the-art. It enables you to more efficiently and effectively design and analyze key electronics and photonics technologies, including wireless communications devices, high-speed digital and microwave circuits, and integrated optics. You find sample FDTD codes written in Matlab® that serve as a self-guided refresher, and examples of how to use the FDTD method on a wide range of projects in the field.What’s more, to supplement the third edition, the authors and publisher have created a Website where you can find solutions to the problems, sample FDTD PML codes, text updates/errata, and downloadable color graphics and videos. Consequently, this new edition is the ideal textbook for both a senior-year undergraduate elective course and a graduate course in computational electrodynamics. Customer Reviews (5)
Excellent but a few topics have yet to be covered.
FDTD bible
The book for FDTD
Agree with Prior Reviewer The Book News review is somewhat misleading.Taflove derives the difference equations in full, painstaking detail.(Perhaps the Book News reviewer fell asleep during that portion.)For me, this was the most valuable and educational portion of the book.Example applications have their place, but only after understanding the basic principles.Taflove did an excellent job in describing these principles, which go far beyond the basic Yee algorithm (e.g. extrapolation techniques and incorporation of BC's).Those readers familiar with other FD books should understand what I'm saying here: Anyone who reads this book and understands it will not only be conversant about FDTD but should also be able to write solid working codes.With the K&L book, this is very questionable.
A good overview of FD-TD method |
12. The Finite Difference Method in Partial Differential Equations by Andrew R. Mitchell | |
Hardcover: 284
Pages
(1980-02)
list price: US$205.00 -- used & new: US$199.46 (price subject to change: see help) Asin: 0471276413 Canada | United Kingdom | Germany | France | Japan | |
13. Numerical Solution of Partial Differential Equations: Finite Difference Methods (Oxford Applied Mathematics and Computing Science Series) by G. D. Smith | |
Paperback: 350
Pages
(1986-01-16)
list price: US$79.99 -- used & new: US$63.59 (price subject to change: see help) Asin: 0198596502 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (1)
Excellent introductory book on Finite Difference Method |
14. Finite Difference Time Domain Method for Electromagnetics by Karl S. Kunz, Raymond J. Luebbers | |
Hardcover: 464
Pages
(1993-07-03)
list price: US$136.95 -- used & new: US$208.95 (price subject to change: see help) Asin: 0849386578 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (1)
The classics of FD-TD method |
15. Generalized Difference Methods for Differential Equations: Numerical Analysis of Finite Volume Methods (Pure and Applied Mathematics) by Ronghua Li, Zhongying Chen, Wei Wu | |
Hardcover: 472
Pages
(2000-01-03)
list price: US$219.95 -- used & new: US$43.98 (price subject to change: see help) Asin: 0824703308 Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description |
16. Introduction to Groundwater Modeling: Finite Difference and Finite Element Methods by Herbert F. Wang, Mary P. Anderson | |
Paperback: 237
Pages
(1995-07-07)
list price: US$68.95 Isbn: 012734585X Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (3)
Introduction to Groundwater Modeling This text is a very good complement to other modeling texts.However, if you want to learn how to set up your hydrogeologic conceptual model, what data is needed to develop a good model, how to choose your numerical model, verify, calibrate your model, interpret results and perform a post audit, this is not that text.For the purpose of model setup etc. I would recommend Applied Groundwater Modeling.
Outdated and of little value
Highly recommended |
17. Theory & Problems of Finite Differences & Difference Equations, by Murray R., Spiegel | |
Paperback:
Pages
(1971)
Asin: B001D836V8 Canada | United Kingdom | Germany | France | Japan | |
18. Numerical Partial Differential Equations: Finite Difference Methods (Texts in Applied Mathematics) by J.W. Thomas | |
Paperback: 460
Pages
(2010-11-02)
list price: US$79.95 -- used & new: US$64.09 (price subject to change: see help) Asin: 1441931058 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description What makes this book stand out from the competition is that it is more computational. Once done with both volumes, readers will have the tools to attack a wider variety of problems than those worked out in the competitors' books. The author stresses the use of technology throughout the text, allowing students to utilize it as much as possible. Customer Reviews (2)
Good, practical book for FDM applied to PDE (...)
Numerical Partial Differential Equations |
19. Parallel Finite-Difference Time-Domain Method (Artech House Electromagnetic Analysis) by Wenhua Yu, Raj Mittra, Tao Su, Yongjun Liu, Xiaoling Yang | |
Hardcover: 274
Pages
(2006-06-30)
list price: US$127.00 -- used & new: US$94.35 (price subject to change: see help) Asin: 1596930853 Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description |
20. Nonlinear Stability of Finite Volume Methods for Hyperbolic Conservation Laws: and Well-Balanced Schemes for Sources (Frontiers in Mathematics) by François Bouchut | |
Paperback: 134
Pages
(2005-03-23)
list price: US$49.95 -- used & new: US$34.93 (price subject to change: see help) Asin: 3764366656 Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description This book is devoted to finite volume methods for hyperbolic systems of conservation laws. The accent is put on the development of tools for analyzing the nonlinear stability of Godunov schemes. Starting from theoretical considerations, the schemes are derived until a very practical level, meeting some required features such as for example the treatment of vacuum in gas dynamics. In the case of sources, the general notions of consistency, order of accuracy and well-balancing are developed, and applied to the construction of effective schemes. |
1-20 of 100 | Next 20 |