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Green's Functions : Construction and Applications.

By: Contributor(s): Material type: TextTextSeries: De Gruyter studies in mathematics ; 42.Publication details: Berlin : De Gruyter, 2012.Description: 1 online resource (448 pages)Content type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9783110253399
  • 3110253399
  • 311025302X
  • 9783110253023
  • 9781280597640
  • 128059764X
  • 9786613627476
  • 661362747X
Subject(s): Genre/Form: Additional physical formats: Print version:: Green's Functions : Construction and Applications.DDC classification:
  • 515.353 515/.353
LOC classification:
  • QC174.17.G68 M45 2011
Other classification:
  • 35-02 | 35J08 | 35J25 | 35J40 | 35K20 | 35R05 | 65N80 | 74Kxx | 34B27
  • SK 470
Online resources:
Contents:
Preface; 0 Introduction; 1 Green's Functions for ODE; 1.1 Standard Procedure for Construction; 1.2 Symmetry of Green's Functions; 1.3 Alternative Construction Procedure; 1.4 Chapter Exercises; 2 The Laplace Equation; 2.1 Method of Images; 2.2 Conformal Mapping; 2.3 Method of Eigenfunction Expansion; 2.4 Three-Dimensional Problems; 2.5 Chapter Exercises; 3. The Static Klein-Gordon Equation; 3.1 Definition of Green's Function; 3.2 Method of Images; 3.3 Method of Eigenfunction Expansion; 3.4 Three-Dimensional Problems; 3.5 Chapter Exercises; 4 Higher Order Equations.
4.1 Definition of Green's Function4.2 Rectangular-Shaped Regions; 4.3 Circular-Shaped Regions; 4.4 The equation?2?2w(P) +?4w(P) = 0; 4.5 Elliptic Systems; 4.6 Chapter Exercises; 5 Multi-Point-Posed Problems; 5.1 Matrix of Green's Type; 5.2 Influence Function of a Multi-Span Beam; 5.3 Further Extension of the Formalism; 5.4 Chapter Exercises; 6 PDE Matrices of Green's type; 6.1 Introductory Comments; 6.2 Construction of Matrices of Green's Type; 6.3 Fields of Potential on Surfaces of Revolution; 6.4 Chapter Exercises; 7 Diffusion Equation; 7.1 Basics of the Laplace Transform.
7.2 Green's Functions7.3 Matrices of Green's Type; 7.4 Chapter Exercises; 8 Black-Scholes Equation; 8.1 The Fundamental Solution; 8.2 Other Green's Functions; 8.3 A Methodologically Valuable Example; 8.4 Numerical Implementations; 8.5 Chapter Exercises; Appendix Answers to Chapter Exercises; Bibliography; Index.
Summary: This monograph is looking at applied elliptic and parabolic type partial differential equations in two variables. The elliptic type includes the Laplace, static Klein-Gordon and biharmonic equation. The parabolic type is represented by the classical heat equation and the Black-Scholes equation which has emerged as a mathematical model in financial mathematics. This book is a useful source for everyone who is studying or working in the fields of science, finance, or engineering that involve practical solution of partial differential equations.
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Preface; 0 Introduction; 1 Green's Functions for ODE; 1.1 Standard Procedure for Construction; 1.2 Symmetry of Green's Functions; 1.3 Alternative Construction Procedure; 1.4 Chapter Exercises; 2 The Laplace Equation; 2.1 Method of Images; 2.2 Conformal Mapping; 2.3 Method of Eigenfunction Expansion; 2.4 Three-Dimensional Problems; 2.5 Chapter Exercises; 3. The Static Klein-Gordon Equation; 3.1 Definition of Green's Function; 3.2 Method of Images; 3.3 Method of Eigenfunction Expansion; 3.4 Three-Dimensional Problems; 3.5 Chapter Exercises; 4 Higher Order Equations.

4.1 Definition of Green's Function4.2 Rectangular-Shaped Regions; 4.3 Circular-Shaped Regions; 4.4 The equation?2?2w(P) +?4w(P) = 0; 4.5 Elliptic Systems; 4.6 Chapter Exercises; 5 Multi-Point-Posed Problems; 5.1 Matrix of Green's Type; 5.2 Influence Function of a Multi-Span Beam; 5.3 Further Extension of the Formalism; 5.4 Chapter Exercises; 6 PDE Matrices of Green's type; 6.1 Introductory Comments; 6.2 Construction of Matrices of Green's Type; 6.3 Fields of Potential on Surfaces of Revolution; 6.4 Chapter Exercises; 7 Diffusion Equation; 7.1 Basics of the Laplace Transform.

7.2 Green's Functions7.3 Matrices of Green's Type; 7.4 Chapter Exercises; 8 Black-Scholes Equation; 8.1 The Fundamental Solution; 8.2 Other Green's Functions; 8.3 A Methodologically Valuable Example; 8.4 Numerical Implementations; 8.5 Chapter Exercises; Appendix Answers to Chapter Exercises; Bibliography; Index.

This monograph is looking at applied elliptic and parabolic type partial differential equations in two variables. The elliptic type includes the Laplace, static Klein-Gordon and biharmonic equation. The parabolic type is represented by the classical heat equation and the Black-Scholes equation which has emerged as a mathematical model in financial mathematics. This book is a useful source for everyone who is studying or working in the fields of science, finance, or engineering that involve practical solution of partial differential equations.

Print version record.

Includes bibliographical references and index.

In English.

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