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Green's Functions : Construction and Applications.
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...
| Cote: | Libro Electrónico |
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| Auteur principal: | |
| Autres auteurs: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Berlin :
De Gruyter,
2012.
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| Collection: | De Gruyter studies in mathematics ;
42. |
| Sujets: | |
| Accès en ligne: | Texto completo |
Table des matières:
- 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.