Consider the diffusion equation that the scheme is stable. Show also that the implicit scheme is unconditionally

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Consider the diffusion equation t = 82 u Let u ||

u(jAx, nAt). The explicit scheme for discretisation ,,n+1 un At n+1 - n = +1-2-1 whereas the implicit scheme that the scheme is stable. Show also that the implicit scheme is unconditionally stable.

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Market Practice In Financial Modelling

ISBN: 9789814366540

1st Edition

Authors: Tan Chia Chiang

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Question Posted: Dec 23, 2023 05:35 AM

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Consider the diffusion equation that the scheme is stable. Show also that the implicit scheme is unconditionally

Question:

ди Ət = 82 u а ах² Let u ||

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Market Practice In Financial Modelling

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