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Numerical Methods for Hyperbolic Equations

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

Chapter Chapter 5 in Quantitative Methods for Finance with Simulations II, 2026, pp 83-96 from Springer

Abstract: Abstract In this chapter numerical algorithms for solving the wave equationWave equation are introduced, and their convergence and stability are investigated.

Date: 2026
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-032-12331-2_5

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DOI: 10.1007/978-3-032-12331-2_5

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