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Numerical methods for PDE, application to mathematical finance

In Sem 3 UNS Finance (OLD)

Additional Info

  • ECTS credits: 6
  • University: University of Nice - Sophia Antipolis
  • Semester: 3
  • Lecturer 1: Roland MASSON
  • 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
Read 3767 times Last modified on Saturday, 14 May 2016 14:32