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Fri, 6 Mar 1998 17:53:22 -0500 (EST)
Hey out there. I'm currently working on a project in which I need to solve a
simple parabolic PDE with an initial condition and some side conditions. It's
only in 1 space dimension so it shouldn't be too bad. The boundary conditions
are the hard part.
I think that the way to do it would be as an infinite sum of some special
functions. As you may know the approach here is to find the special function
that applies to your PDE and then use the boundary conditions to determine the
coefficients. Hopefully the series converges quickly so including the first n
terms should do.
Octave includes bessel functions which can be used this way but I need some
others, namely Airy functions and parabolic cylinder functions. Has anyone
written any code that does this? If not I will try it and submit it to octave
souces (BTW, not enough of us have been doing that!) but I don't want to
reinvent the wheel if someone has already done it.
Assistant Professor of Finance
the Ohio State University
P.S. I found Airy functions on Netlib so an .oct file could be written to do
that or it could be compiled in with the source I suppose.
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