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A vibrant field of study, partial differential equations arise in mathematical models whose dependent variables change continuously as functions of several independent variables (often space and time). Their power lies in their universality: there is a huge and ever-growing range of real-world problems to which they can be applied, from fluid mechanics and electromagnetism to probability and finance. This book is a lively and well-written guide to both the theory and applications of PDEs. It examines such questions as the well-posedness of a PDE problem and the conditions under which solutions change little with small changes in input. It also examines the problem of establishing the accuracy of a numerical solution to a PDE, an increasingly important question given the power of new numerical methods and software.
This text investigates the mathematical modeling of physical and financial phenomena through the application of partial differential equations. The authors, a team of experienced mathematicians, provide a rigorous framework for understanding how dependent variables evolve across space and time. By bridging the gap between theoretical analysis and practical computation, the book establishes a foundation for solving complex problems in fields ranging from fluid mechanics to quantitative finance.
What You Will Find
Experts recognize this work as a comprehensive resource for students and practitioners seeking to apply mathematical theory to real-world modeling. Readers frequently note the balance between formal analytical rigor and the practical necessity of numerical verification in modern computational environments.
Page Count:
440
Publication Date:
1999-09-23
Publisher:
Oxford University Press
ISBN-10:
0198532431
ISBN-13:
9780198532439
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