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Beschreibung
C++ with Cuda and Cublas Library enables to develop parallel scientific calculation. Heat equation and Black and Scholes equation are numericaly solved. The one and two dimensions Finite Element Method and the Monte-Carlo method are used. Stochastic calculus theory is developed for multidimensional Ito processes. Scilab and GMSH software provides graphical display of the solutions. (Includes C++ Cuda and Cublas codes)
Details
| Verlag | Éditions universitaires européennes |
| Ersterscheinung | 20. Juni 2019 |
| Maße | 22 cm x 15 cm x 1.2 cm |
| Gewicht | 292 Gramm |
| Format | Softcover |
| ISBN-13 | 9786138499916 |
| Seiten | 184 |
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