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Use a substitution of the form u(x, t) = f(t) v(x, t) to solve u(x,0) = 4(x), Ut Uxx = 2tu, where x ER
Use a substitution of the form u(x, t) = f(t) v(x, t) to solve u(x,0) = 4(x), Ut Uxx = 2tu, where x ER and t 0. You may assume the solution is unique.
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An Introduction to the Mathematics of financial Derivatives
Authors: Salih N. Neftci
2nd Edition
978-0125153928, 9780080478647, 125153929, 978-0123846822
