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This document covers various aspects the Heston model. The structure
and topics covered is as follows:
Chapter 1 introduces the model and provides theoretical and graphical
motivation for its robustness and hence popularity. It also discusses
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The objectives of Partial Differential Equation Toolbox™ software are to
provide you with tools that:
• Define a PDE problem, e.g., define 2-D regions, boundary conditions, and
PDE coefficients.
• Numerically solve the PDE prob
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partial differential equation by matlab
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partial differential equation 2 by matlab
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partial differential equation 3 matlab
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partial differential equation 4 matlab
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partial differential equation 5 matlab
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算法大全 全书分30章及2附录（在MATLAB中实现）对常用数学算法进行汇总介绍。
主要包括：线性规划、非线性规划、动态规划、图与网络、排队论、对策论、层次分析法、插值与拟合、数据的统计描述和分析、方差分析、回归分析、微分方程建模、稳定状态模型、常微分方程解法、差分方程模型、马氏链模型、变分法模型、神经网络模型、偏微分方程的数值解、目标规划、模糊数值模型、现代优化算法、时间序列模型、存贮论、经济与金融的优化问题、生产与服务运作管理中的优化问题、灰色系统理论及其应用、多元分析、偏最小二乘回归以
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matlab source code example for solving a problem such as partial differential eqaution , ordinar differential equation , matric etc.
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EKF仅仅利用了非线性函数Taylor展开式的一阶偏导部分（忽略高阶项），常常导致在状态的后验分布的估计上产生较大的误差，影响滤波算法的性能，从而影响整个跟踪系统的性能。最近，在自适应滤波领域又出现了新的算法——无味变换Kalman滤波器（Unscented Kalman Filter-UKF）。UKF的思想不同于EKF滤波，它通过设计少量的σ点，由σ点经由非线性函数的传播，计算出随机向量一、二阶统计特性的传播。因此它比EKF滤波能更好地迫近状态方程的非线性特性，从而比EKF滤波具有更高的估计精
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MATLAB教学用书或高等数学、线性代数、计算方法、复变函数、概率统计、数学规划、偏微分方程解法以及动态仿真等课程的教学辅导书，也可作为科研人员及工程计算人员学习和使用MATLAB的参考书-MATLAB books or teaching advanced mathematics, linear algebra, computational methods, complex variable functions, probability and statistics, mathematical
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针对偏微分方程的MATLAB解法，主要研究微分方程(组)的数值解法（近似解），重点介绍 Euler 折线法．-For the solution of partial differential equations MATLAB, mainly studies the differential equation ( Group ) numerical method ( approximate ), introduced Euler broken line method.
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MATLAB语言常用算法程序集，内含有基本常用的matlab算法，包括插值、函数逼近、矩阵特征值计算、数值微分、数值积分、方程求根、非线性方程组求解、解线性方程组的直接法和迭代法、随机数生成、特殊函数计算、常微分方程的初值问题、偏微分方程的数值解法、数据统计与分析等方面的代码。-MATLAB language commonly used algorithm for assembly, containing basic common matlab algorithms, including int
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椭圆方程的matlab有限差分计算程序，能够近似求解椭圆形偏微分方程(Elliptic equation matlab finite difference calculation procedures, can be solved approximately elliptic partial differential equations)
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matlab；
偏微分方程数值解；
DYakonov交替方向隐格式；(Numerical Solution of Alternating Directional Implicit Scheme for Solving Partial Differential Equation)
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matlab部分程序源代码，如插值计算，微分积分方程等(Matlab partial program source code, such as interpolation calculation, differential integral equation and so on.)
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用有限差分法解决传热方程，并用matlab编程，可轻松移植解决其他偏微分方程。(The finite difference method is used to solve the heat transfer equation, and the other partial differential equations can be easily transplanted by MATLAB programming.)
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MATLAB求解偏微分方程（扩散方程）有限差分法 源程序代码(MATLAB to solve partial differential equation ( diffusion equation ) finite difference method source code)
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偏微分方程数值解法的MATLAB程序汇总(Summary of MATLAB program for numerical solution of partial differential equation)
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matlab编程教程，涉及偏微分方程解法说明。(Matlab programming course, involving partial differential equation solution.)
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