Basic Numerical Methods
This chapter is devoted to the basic numerical methods. We first discuss various approximations, solution of systems, and eigenvalue problems. Then, we deal with finite-difference methods for parabolic partial differential equations, including algorithms, stability and convergence analysis, and extrapolation techniques of numerical solutions. Finally, we discuss how to determine the parameters in stochastic models.
KeywordsTruncation Error Triangular Matrix Quadratic Interpolation Parabolic Partial Differential Equation Hessenberg Matrix
Unable to display preview. Download preview PDF.