Quantitative Analysis
Parallel Processing
Numerical Analysis
C++ Multithreading
Python for Excel
Python Utilities
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I.
Basic math.
II.
Pricing and Hedging.
III.
Explicit techniques.
IV.
Data Analysis.
V.
Implementation tools.
VI.
Basic Math II.
VII.
Implementation tools II.
1.
Calculational Linear Algebra.
2.
Wavelet Analysis.
3.
Finite element method.
A.
Tutorial introduction into finite element method.
B.
Finite elements for Poisson equation with Dirichlet boundary conditions.
C.
Finite elements for Heat equation with Dirichlet boundary conditions.
D.
Finite elements for Heat equation with Neumann boundary conditions.
E.
Relaxed boundary conditions for approximation spaces.
a.
Elliptic problem with relaxed boundary approximation.
b.
Parabolic problem with relaxed boundary approximation.
F.
Convergence of finite elements applied to nonsmooth data.
G.
Convergence of finite elements for generic parabolic operator.
4.
Construction of approximation spaces.
5.
Time discretization.
6.
Variational inequalities.
VIII.
Bibliography
Notation.
Index.
Contents.
Relaxed boundary conditions for approximation spaces.
e consider a situation of Dirichlet boundary conditions for the exact problem approximated by finite dimensional spaces of functions that are not from
.
a.
Elliptic problem with relaxed boundary approximation.
b.
Parabolic problem with relaxed boundary approximation.
Notation.
Index.
Contents.
Copyright 2007