Computational Fluid Dynamics- The Basics with Applications by Anderson J.D.Jr

 Computational Fluid Dynamics- The Basics with Applications by Anderson J.D.Jr



The Beginner's guide to Computational Fluid Dynamics From aerospace design to applications in civil, mechanical, and chemical engineering, computational fluid dynamics (CFD) is as essential as it is complex. The most accessible introduction of its kind, Computational Fluid Dynamics: The Basics With Applications, by experienced aerospace engineer John D. Anderson, Jr., gives you a thorough grounding in: the governing equations of fluid dynamics--their derivation, physical meaning, and most relevant forms; numerical discretization of the governing equations--including grids with appropriate transformations and popular techniques for solving flow problems; common CFD computer graphic techiniques; applications of CFD to 4 classic fluid dynamics problems--quasi-one-dimensional nozzle flows, two-dimensional supersonic flow, incompressible couette flow, and supersonic flow over a flat plate; state-of-the-art algorithms and applications in CFD--from the Beam and Warming Method to Second-Order Upwind Schemes and beyond.

                                     

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Computational Fluid Mechanics and Heat Transfer by tannehill,anderson and pletcher

Computational Fluid Mechanics and Heat Transfer  tannehill,anderson and pletcher



As today’s financial products have become more complex, quantitative analysts, financial engineers, and others in the financial industry now require robust techniques for numerical analysis. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods. The first part of the book describes pricing methods for numerous derivatives under a variety of models. The book reviews common processes for modeling assets in different markets. It then examines many computational approaches for pricing derivatives. These include transform techniques, such as the fast Fourier transform, the fractional fast Fourier transform, the Fourier-cosine method, and saddlepoint method; the finite difference method for solving PDEs in the diffusion framework and PIDEs in the pure jump framework; and Monte Carlo simulation. The next part focuses on essential steps in real-world derivative pricing. The author discusses how to calibrate model parameters so that model prices are compatible with market prices. He also covers various filtering techniques and their implementations and gives examples of filtering and parameter estimation. Developed from the author’s courses at Columbia University and the Courant Institute of New York University, this self-contained text is designed for graduate students in financial engineering and mathematical finance as well as practitioners in the financial industry. It will help readers accurately price a vast array of derivatives.


                                                      

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