Laplacian of the value function

  • #1

Homework Statement



Laplacian of the function V(x,t)=-1/2* x' D x + h' *x + D

Homework Equations




The Attempt at a Solution


is equals D.
 

Answers and Replies

  • #2
Orodruin
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Your answer is wrong, please explain your reasoning. Note that D is a matrix and the Laplacian of a scalar function should be a scalar.

Edit: Note that I am assuming your x is a vector and x' its transpose. You really have not made this point clear in your post.
 
  • #3
Laplacian of the function V(x,t)=-1/2* x' D x + h' *x - Z

x is a vector D is a matrix which depends on time h is a vector which depends on time Z is also a vector depends on time
 
  • #5
Ray Vickson
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Homework Statement



Laplacian of the function V(x,t)=-1/2* x' D x + h' *x + D

Homework Equations




The Attempt at a Solution


is equals D.

PF rules require you to show your work. What is preventing you from just going ahead and actually computing the Laplacian?
 

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