Construction and Applications
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.
448 pages; ISBN 9783110253399
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Title: Green's Functions
Author: Yuri A. Melnikov; Max Y. Melnikov
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