Extension of Euler's method to parabolic equations
From MaRDI portal
Publication:716640
DOI10.1016/j.cnsns.2008.04.010zbMath1221.35184MaRDI QIDQ716640
Publication date: 30 September 2011
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cnsns.2008.04.010
parabolic equations; semi-invariant; general solution to black; reducible equations; Scholes equation
35K20: Initial-boundary value problems for second-order parabolic equations
35A25: Other special methods applied to PDEs
35Q91: PDEs in connection with game theory, economics, social and behavioral sciences
Related Items
Closed-form solutions via the invariant approach for one-factor commodity models, On the invariants of two dimensional linear parabolic equations, Differential invariants for systems of linear hyperbolic equations, Differential invariants for third-order evolution equations
Cites Work