Parallel Calculus in CUDA: Heat equation, Black and Scholes Model

Nicolas Hecquet (Autor)

Buch | Softcover

184 Seiten

2019
Éditions universitaires européennes (Verlag)
978-613-8-49991-6 (ISBN)

Infos

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)

Autor

Hecquet, Nicolas
Engineer from the Conservatoire National des Arts et Métiers (Paris) in Computer Science and Modeling

Produkt-Details

• Erscheinungsdatum: 22.07.2019
• Sprache: englisch
• Maße: 150 x 220 mm
• Gewicht: 292 g
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Schlagworte: CUBLAS • cuda • finite elements • Monte-Carlo Method • Partial differential equations • stochastic
• ISBN-10: 613-8-49991-3 / 6138499913
• ISBN-13: 978-613-8-49991-6 / 9786138499916
• Zustand: Neuware