Recent content by robot1000

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    Using Crank-Nicolson Method to solve Heat Equation

    Update 1 I've managed to work through the first matrix for u(n,1) and seem to have gotten a good set of results. What I've noticed is that the u(1,1) = u(4,1) & u(2,1) = u(3,1). Is it worth just skipping out the 3rd and 4th row in the matrix as I can just input the results from u(1,n) and...
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    Using Crank-Nicolson Method to solve Heat Equation

    I'm a bit stuck with using the C-N method The question I'm trying to solve is the standard heat equation with: U=[sin(pi)*x] at \tau = 0 & U = 0 at x = 0 & x = 1 for \tau \geq 0 The intervals are 0.2 in x AND 0.02 in \tau up to \tau = 0.06 I've been asked to solve using an...
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    Variation of parameters to obtain PS of 2nd Order non-hom equation

    The question I'm trying to solve is: y" - 6y' + 9y = \frac{exp(3x)}{(1+x)} I formulated the Gen solution which are: y1(x) = exp(3x) and y2(x) = xexp(3x) I've then calculated the wronskian to get: exp(6x) I then went onto to use the variation of parameters formula, which is where...
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    Using Partial Derivatives to check B-S Equation holds and find constants

    I think I got the solution to the first part by letting (a + 2bt + αt +r) = 0 Therefore a = -r and b = -α/2 However I'm not sure how to complete the last part, I'm sure it's quite straight forward, but I just can't see what to do. Thanks
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    Using Partial Derivatives to check B-S Equation holds and find constants

    The question I'm trying to solve is part (ii) of the attached file I've used partial derivatives to input back into the Black Scholes equations and after factorising it, I've got it down to: (a + 2bt + αt +r) * (S².c.e^(at+bt²) = 0 I'm now stuck on what to do next, as there would need to be...
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