Green's functions : construction and applications / Yuri A. Melnikov, Max Y. Melnikov.

Format:

Book

Author/Creator:

Melnikov, Yu. A.

Contributor:

Melnikov, Max Y.

Series:

De Gruyter studies in mathematics ; 42.

De Gruyter studies in mathematics, 0179-0986 ; 42

Language:

English

Subjects (All):

Green's functions.

Physical Description:

1 online resource (448 p.)

Edition:

1st ed.

Place of Publication:

Berlin ; Boston : De Gruyter, c2012.

Language Note:

English

Summary:

Green's functions represent one of the classical and widely used issues in the area of differential equations. 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. The book is attractive for practical needs: It contains many easily computable or computer friendly representations of Green's functions, includes all the standard Green's functions and many novel ones, and provides innovative and new approaches that might lead to Green's functions. The 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.

Contents:

Green's functions for ODE

Laplace equation

Static Klein-Gordon equation

Higher order equations

Multi point-posed problems

PDE matrices of Green's type

Diffusion equation

Black-Scholes equation.

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

ISBN:

1-280-59764-X

9786613627476

3-11-025339-9

OCLC:

784886949