Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Finite difference for 2nd order PDE

  1. Sep 3, 2009 #1
    I need to solve the following PDE:
    [tex]\frac{1}{2}F_{\eta \eta }\sigma _{\eta }^{2}\eta ^{2}+\frac{1}{2}F_{pp}\sigma _{p}^{2}+F_{p}k(m-p)+F_{\eta }a\eta -rF=0 \label{6}[/tex] where p goes from minus to plus infinity and eta goes from zero to plus infinity.

    Here p and eta are state variables and all other variables are constants. I only have initial condition that F(p.0)=F(p), and I can calculate F(p). I am trying to solve this equation using finite difference with no luck. I am wondering if this can be solved at all using finite difference?
  2. jcsd
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook

Can you offer guidance or do you also need help?
Draft saved Draft deleted

Similar Discussions: Finite difference for 2nd order PDE