Question: Consider the PDE: fxx + .2ft = 0, With the boundary condition f(x, 1) = max[x 6, 0]. Let 0 x 12
fxx + .2ft = 0,
With the boundary condition
f(x, 1) = max[x – 6, 0].
Let
0 ≤ x ≤ 12
And
0 ≤ t ≤ 1.
(a) Is the single boundary condition sufficient for calculating a numerical approximation to f(x, t)?
(b) Impose additional boundary conditions of your choice on f(0, t) and f (12, t).
(c) Choose grid sizes of ∆x = 3 and ∆t = .25 and calculate a numerical approximation to f(x, t) under the boundary conditions you have imposed.
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The PDE is the heat equation f xx 2f t 0 with boundary condition fx 1 maxx 6 0 for 0 x 12 and 0 t 1 The boundary condition is for a European call opti... View full answer
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