Reduce the following parabolic equation to the diffusion equation. where a and b are constants. a2u du

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Reduce the following parabolic equation to the diffusion equation.

a2u du +a-+b, ax2 Tax du

where a and b are constants.

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Introduces Quantitative Finance

ISBN: 978-0470319581

2nd edition

Authors: Paul Wilmott

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Question Posted: Sep 23, 2020 05:54 AM

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Reduce the following parabolic equation to the diffusion equation. where a and b are constants. a2u du

Question:

a2u du +a-+b, ax2 Tax du

Step by Step Answer:

To reduce the given parabolic equation to the diffusion equation well need t...View the full answer

Introduces Quantitative Finance

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