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Green's Functions Construction and Applications

Yuri A. Melnikov, Max Y. Melnikov

This monograph is looking at applied elliptic and parabolic type partial differential equations in two variables. The elliptic type includes the Laplace, static Klein-Gordon and biharmonic equation. The parabolic type is represented by the classical heat equation and the Black-Scholes equation which has emerged as a mathematical model in financial mathematics. This book is a useful source for everyone who is studying or working in the fields of science, finance, or engineering that involve practical solution of partial differential equations.

GenresGREEN'S FUNCTIONS

435 pages

German edition · First published 2012 by Walter De Gruyter Incorporated · ISBN 9783112188170

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