Consider the PDE: fx + .2fy = 0, with X [0, 1] and y [0,1]. (a)
Question:
fx + .2fy = 0,
with
X ε[0, 1] and y ε [0,1].
(a) What is the unknown in this equation?
(b) Explain this equation using plain English.
(c) How many functions f(x, y) can you find that will satisfy such an equation?
(d) Now suppose you know the boundary condition:
f(0, Y) = 1
Can you find a solution to the PDE? Is the solution unique?
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PDE a The function fx y is the unknown in the above equation b f y 5f x In Engli...View the full answer
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Related Book For 
An Introduction to the Mathematics of financial Derivatives
ISBN: 978-0123846822
2nd Edition
Authors: Salih N. Neftci
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