Troubleshooting PDE Code for a Pricing Model: Help Needed!

[xuej1112]

I make a pricing model as the attachment and write the code as the following,but there are something wrong in the result.Who could help me to check it?!
Thx so much!
View attachment Microsoft Word .doc
the code:
>> dr = 0.005;
Nr = 20;
dt = 0.01;
Nt = 1/dt;
a=0.2339*0.0189;
b=0.2339;
delta=sqrt(0.0073);
T = zeros(Nr+1,Nt+1);
time = [0:12/Nt:12];
T(:,1) = 1;
maxiter = 500
for iter = 1:maxiter
for i=2:Nt+1

T(1,i)=(1-a*dt/dr)*T(1,i-1)+(a*dt/dr)*T(2,i-1);
for j=2:Nr
%depth_2D = (T(1:end-2,i-1)-2*T(2:end-1,i-1)+T(3:end,i-1))/dz^2;
depth_2D = (delta^2/(2*dr^2)*dr*(j-1)+((a-b)*dr*(j-1))/(2*dr))*T(j-1,i-1)-(delta^2/(dr^2)*dr*(j-1)+dr*(j-1))*T(j,i-1)+(delta^2/(2*dr^2)*dr*(j-1)+((a-b)*dr*(j-1))/(2*dr))*T(j+1,i-1);
time_1D = depth_2D;
T(j,i) = time_1D*dt + T(j,i-1);
end
T(Nr+1,i) = T(Nr+1-1,i);

end
%end
err(iter) = min(abs(T(:)-0.5)); %Find difference between last two solutions
if err(iter)<1E-4
break; % Stop if solutions very similar, we have convergence
end
end
if iter==maxiter;
warning('Convergence not reached')
end

 

[jvicens]

There are a few things that could be causing issues with your code and results. Here are some suggestions to help you troubleshoot and improve your model:

1. Check your initial conditions: The initial condition for depth_2D is not properly defined. It should be equal to the temperature at the previous time step, which is T(j,i-1). Make sure to update this in your code.

2. Check your boundary conditions: The boundary condition for T(Nr+1,i) is not correct. It should be equal to T(Nr,i) instead of T(Nr-1,i).

3. Use proper variable names: It is always a good practice to use meaningful variable names that are easy to understand and follow. This will also help you to avoid errors and confusion in your code.

4. Check your equations: Make sure you have written the equations correctly and have accounted for all the necessary terms and parameters. Double check your calculations and units to ensure they are consistent.

5. Use vectorization: Instead of using for loops, try to vectorize your code as much as possible. This will improve the efficiency and accuracy of your model.

6. Test your code with simple inputs: Before running your code with complex inputs, try testing it with simple inputs and known solutions to see if you are getting the expected results.

7. Use debugging tools: Most programming languages have debugging tools that can help you identify errors and track the flow of your code. Use these tools to find and fix any issues in your code.

I hope these suggestions will help you improve your pricing model and get the correct results. Good luck!