Numerical methods for PDE, application to mathematical finance
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Additional Info
- ECTS credits: 6
- University: University of Nice - Sophia Antipolis
- Semester: 3
- Lecturer 1: Roland MASSON
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Topics:
- Finite Volumn discretization for scalar hyperbolic equation
- FV discretization for linear hyperbolic equation
- FV discretization for non linear hyperbolic equation
- FV discretization for elliptic equation
- Detail: maximum principle, Poincare inequality, consistency, stability, CFL condition