Exact Finite-Difference Schemes is a first overview of the topic also describing the state-of-the-art in this field of numerical analysis.

The main purpose of this book is to provide a concise introduction to the methods and philosophy of constructing nonstandard finite difference schemes and illustrate how such techniques can be applied to several important problems.

This book provides a clear summary of the work of the author on the construction of nonstandard finite difference schemes for the numerical integration of differential equations.

This second edition of Nonstandard Finite Difference Models of Differential Equations provides an update on the progress made in both the theory and application of the NSFD methodology during the past two and a half decades.

This volume provides a concise introduction to the methodology of nonstandard finite difference (NSFD) schemes construction and shows how they can be applied to the numerical integration of differential equations occurring in the natural, ...

This volume provides a concise introduction to the methodology of nonstandard finite difference (NSFD) schemes construction and shows how they can be applied to the numerical integration of differential equations occurring in the natural, ...

This book introduces finite difference methods for both ordinary differential equations (ODEs) and partial differential equations (PDEs) and discusses the similarities and differences between algorithm design and stability analysis for ...

In this book we employ partial differential equations (PDE) to describe a range of one-factor and multi-factor derivatives products such as plain European and American options, multi-asset options, Asian options, interest rate options and ...

A unified and accessible introduction to the basic theory of finite difference schemes.