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Probability Methods for the Convergence of Finite Difference Approximations to Partial Differential Equations
Language: en
Pages: 40
Authors: Harold Joseph Kushner
Categories: Convergence
Type: BOOK - Published: 1972 - Publisher:

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The paper applies some results on weak convergence of probability measures to the problem of convergence of finite difference approximations to a broad class of
Probability Methods for the Convergence of Finite Difference Approximations to Partial Differential-integral Equations
Language: en
Pages: 29
Authors: Harold Joseph Kushner
Categories: Convergence
Type: BOOK - Published: 1972 - Publisher:

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Finite Difference Methods for Ordinary and Partial Differential Equations
Language: en
Pages: 356
Authors: Randall J. LeVeque
Categories: Mathematics
Type: BOOK - Published: 2007-01-01 - Publisher: SIAM

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This book introduces finite difference methods for both ordinary differential equations (ODEs) and partial differential equations (PDEs) and discusses the simil
Numerical Approximation of Partial Differential Equations
Language: en
Pages: 550
Authors: Alfio Quarteroni
Categories: Mathematics
Type: BOOK - Published: 2008-09-24 - Publisher: Springer Science & Business Media

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Everything is more simple than one thinks but at the same time more complex than one can understand Johann Wolfgang von Goethe To reach the point that is unknow
Probability Methods for Approximations in Stochastic Control and for Elliptic Equations
Language: en
Pages: 263
Authors: Kushner
Categories: Computers
Type: BOOK - Published: 1977-04-14 - Publisher: Academic Press

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Probability Methods for Approximations in Stochastic Control and for Elliptic Equations