:
Applied Differential Equations
English | 2013 | ISBN: 9761842658055 | 221 Pages | PDF (True) | 3 MB
The present edition is a gentle extension of the first one. A separate Chapter on
MATLAB Solutions to Ordinary, Partial and Stochastic differential equations have
been added as an Appendix.
This contains the methods of solving with illustrations of Ordinary differential
equations of stiff as well as non- stiff types. An application to Prey- Predator
dynamics is discussed. Linear and Non - Linear Oscillators have been dealt with
Runge- Kutta method.
This Chapter also contains an account of stochastic differential equations,
which includes the discussion of Geometric Brownian Motion and Wiener
process. An extension to dimension two have been considered. Both the Euler
method and Euler Maruyama method have been employed.Langwin equation for
exponentialdecay has been also discussed. These form the backbone to Financial
Modelling.
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