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Numerical Methods for Elliptic Equations

Geon Ho Choe
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Geon Ho Choe: Korea Advanced Institute of Science and Technology, Department of Mathematical Sciences

Chapter Chapter 3 in Quantitative Methods for Finance with Simulations II, 2026, pp 39-49 from Springer

Abstract: Abstract In this relatively short chapter we consider numerical methods for basic elliptic equations as a stepping stone to the numerical methods for parabolic equations in the next chapter, even though the two types of equations are totally different in nature and the corresponding numerical schemes are completely different. For notational simplicity and ease of numerical implementation, we consider only two-dimensional problems.

Date: 2026
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-032-12331-2_3

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DOI: 10.1007/978-3-032-12331-2_3

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