Example: stock market
Crank Nicolson Method
Found 1 free book(s)Chapter 10.02 Parabolic Partial Differential Equations
mathforcollege.comimplicit, and Crank-Nicolson methods. The general second order linear PDE with two independent variables and one dependent variable is given by . 0. 2 2 2 2 2 + = ∂ ∂ + ∂ ∂ ∂ + D y u C x y u B x A (1) where . A,B, C. are functions of the independent variables, x, y, and . D. can be a function of . x u x y u. ∂ ∂, , , and . y u ...