Matalb Pde

The Libor Market Model and its several extensions can be seen as state of the art in interest rate modeling. However, due to the …

This compact yet thorough tutorial is the perfect introduction to the basic concepts of solving partial differential equations (PDEs) using parallel numerical methods. In just eight short chapters, the authors provide readers with enough basic knowledge of PDEs, discretization methods, solution techniques, parallel computers, parallel programming, and the run-time behavior of parallel algorithms to allow them to understand, develop, and implement parallel PDE solvers.

The study of qualitative aspects of PDE's has always attracted much attention from the early beginnings. More recently, once basic issues about PDE's, such as existence, uniqueness and stability of solutions, have been understood quite well, research on topological and/or geometric properties of their solutions has become more intense. The study of these issues is attracting the interest of an increasing number of researchers and is now a broad and well-established research area, with contributions that often come from experts from disparate areas of mathematics, such as differential and convex geometry, functional analysis, calculus of variations, mathematical physics, to name a few.

This volume is a collection of research papers in the area of nonlinear stochastic partial differential equations. The book is suitable for mathematicians and students

The study of qualitative aspects of PDE's has always attracted much attention from the early beginnings. More recently, once basic issues about PDE's, such as existence, uniqueness and stability of solutions, have been understood quite well, research on topological and/or geometric properties of their solutions has become more intense.

This book on PDE Constrained Optimization contains contributions on the mathematical analysis and numerical solution of constrained optimal control and optimization problems where a partial differential equation (PDE) or a system of PDEs appears as an essential part of the constraints.