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- 1
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M. Abramowitz and A. Stegun.
Handbook of Mathematical Functions.
Dover Publications, New York, tenth edition, 1972.
- 2
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N.W. Ashcroft and N.D. Mermin.
Solid State Physics.
Saunders, 1976.
- 3
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S. Balay, W.D. Gropp, L.C. McInnes, and B.F. Smith.
PETSc home page.
The PETSc home page, 1999.
- 4
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J.P. Bérenger.
A perfectly matched layer for the absorption of electomagnetic waves.
Journal of Computational Physics, 114:185, 1994.
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S. Betts, S. Browne, J. Dongarra, E. Grosse, P McMahan, and T. Rowan.
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C.K. Birdsall and A.B. Langdon.
Plasma physics via computer simulation.
McGraw-Hill, 1985.
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- 7
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T. Bjork.
Examples in optimization theory.
unpublished lecture notes, Inst. for Optimization and System Theory,
KTH, SE-100 44 Stockholm, Sweden, 1995.
- 8
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A. Bondeson and G.Y. Fu.
Tunable integration scheme.
Computer Physics Communications, 66:167, 1991.
- 9
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J. Boris.
Methods in Computational Physics, Vol.16.
Academic, 1976.
- 10
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G. Dahlquist and Å Bjorck.
Numerical Methods.
Prentice-Hall, 1974.
- 11
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D. Duffie.
Dynamic Asset Pricing Theory.
Princeton University Press, 1992.
- 12
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J. Eastwood.
Computer Physics Communications Library.
- 13
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C.A. Fletcher.
Computational Techniques for Fluid Dynamics.
Springer, second edition, 1991.
- 14
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Heath.
Scientific Computing: An Introductory
Survey.
McGraw Hill, second edition, 2002.
- 15
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R.W. Hockney and J.W. Eastwood.
Computer Simulation Using Particles.
Adam Hilger, 1988.
- 16
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J.C. Hull.
Options Futures and Other Derivative Securities.
Prentice-Hall International, New Jersey, fourth edition, 2000.
- 17
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A. Jaun, K. Blomqvist, A. Bondeson, and T. Rylander.
Iterative solution of global electromagnetic wavefields with finite
elements.
Computer Physics Communications, 135:74, 2001.
- 18
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J.M. Jin.
The Finite Element Method in Electromagnetics.
John Wiley, 1993.
- 19
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C. Johnson.
Numerical Solution of PDEs by the FEM Method.
Studentlitteratur - Lund, Sweden, 1987.
- 20
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N.G. Van Kampen.
Stochastic Processes in Physics and Chemistry.
North-Holland Personal Library, 1992.
- 21
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D. Katz and T. Cwik.
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P.E. Kloeden and E. Platen.
Numerical Solution of Stochastic Differential Equations.
Springer-Verlag, second corrected printing edition, 1995.
- 23
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National Institute of Standards and Technology (NIST).
Guide to Available Mathematical Software.
- 24
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W.H. Press, S.A. Teukolsky, W.T. Vetterling, and B.P. Flannery.
Numerical Recipies.
Cambridge University Press, second edition, 1992.
- 25
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R. Rebonato.
Interest-Rate Option Models.
Wiley & Sons Ldt, UK, 1996.
- 26
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Y. Saad.
Iterative Methods for Sparse Linear Systems.
PWS Publishing Company, 1996.
- 27
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J.M. Sanz-Serna and P. Calvao.
Numerical Hamiltonian Problems.
Number 7 in Applied Mathematics Computation. Chapman & Hall, 1994.
- 28
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A. Sczepessy.
Stochastic Differential
Equations.
unpublished lecture notes, Nada, KTH, SE-100 44 Stockholm, Sweden,
2001.
- 29
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W. Sweldens.
The Wavelet Home Page.
- 30
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A. Taflove and S. Hagness.
Computational Electromagnetics: the FDTD method.
Artech House, 2000.
- 31
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H. Takewaki and T. Yabe.
The cubic-interpolated pseudo particle (cip) method.
Computer Physics Communications, 70:355, 1987.
- 32
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T. Utsumi, T. Kunugi, and T. Aoki.
Stability and accuracy of the cip scheme.
Computer Physics Communications, 101:9, 1997.
- 33
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P. Wilmott, J. Dewynne, and S. Howison.
Option Pricing.
Oxford Financial Press, 1993.
- 34
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T. Yabe and T. Aoki.
A universal solver for hyberbolic equations by cip.
Computer Physics Communications, 66:219, 1991.