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Cover image for book Green's Functions

Green's Functions

Construction and Applications
By:Yuri A. Melnikov; Max Y. Melnikov
Publisher:De Gruyter
Print ISBN:9783110253023
eText ISBN:9783110253399
Edition:1
Copyright:2012
Format:Page Fidelity

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Green's functions represent one of the classical and widely used issues in the area of differential equations. 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. The book is attractive for practical needs: It contains many easily computable or computer friendly representations of Green's functions, includes all the standard Green's functions and many novel ones, and provides innovative and new approaches that might lead to Green's functions. The 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.

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