Transcription of Chapter 10.02 Parabolic Partial Differential Equations
{{id}} {{{paragraph}}}
Example: stock market
Chapter 10.02 Parabolic Partial Differential Equations
Chapter Parabolic Partial Differential Equations After reading this Chapter , you should be able to: 1. Use numerical methods to solve Parabolic Partial Differential Equations by explicit, implicit, and Crank-Nicolson methods. The general second order linear PDE with two independent variables and one dependent variable is given by 022222=+ + + DyuCyxuBxuA (1) where CBA,,are functions of the independent variables, x ,y, and D can be a function of xuuyx ,,, and yu . If 042= ACB, Equation (1) is called a Parabolic Partial Differential equation. One of the simple examples of a Parabolic PDE is the heat-conduction equation for a metal rod (Figure 1) tTxT = 22 (2) where =T temperature as a function of location, x and time, t in which the thermal diffusivity, is given by Ck = where =kthermal conductivity of rod material, = density of rod material, =C specific heat of the rod material.
Parabolic Partial Differential Equations . After reading this chapter, you should be able to: 1. Use numerical methods to solve parabolic partial differential eqplicit, uations by ex implicit, 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 ...
Loading..
Tags:
Information
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document: