(a) Find the solution to the following PDE: [begin{aligned}& frac{partial^{2} u}{partial t^{2}}=frac{partial^{2} u}{partial x^{2}} & u(0, t)=u(L,...

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(a) Find the solution to the following PDE:

\[\begin{aligned}& \frac{\partial^{2} u}{\partial t^{2}}=\frac{\partial^{2} u}{\partial x^{2}} \\& u(0, t)=u(L, t)=0 \\& u(x, 0)=0 \\& \frac{\partial u}{\partial t}(x, 0)=f(x)\end{aligned}\]

where \(L\) is a constant and \(f\) is a given function.

(b) Find the solution when \(f(x)=\sin x\).

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Quantitative Finance

ISBN: 9781118629956

1st Edition

Authors: Maria Cristina Mariani, Ionut Florescu

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