Mixing
PDE terminal condition problem
$begingroup$
I have this terminal value problem:
$aU = (1-t)U_t + bU_{xx}$, with a, and b constants, $t in [0,1]$, and $x in mathbb{R}$
s.t.
U(x,1) = g(x)
In my attempt to solve it I applied a Fourier transform since I know that $ lim_{|x|rightarrow infty} U(x,t) = 0$, however, the fact that $(1-t)$ goes to $0$ as $t rightarrow 1$ made me get lost. Does anyone know how to overcome this?
pde fourier-transform
asked Jan 10 at 18:05
Nicolas Pimentel de SouzaNicolas Pimentel de Souza
134
$endgroup$
add a comment |
$begingroup$
I have this terminal value problem:
$aU = (1-t)U_t + bU_{xx}$, with a, and b constants, $t in [0,1]$, and $x in mathbb{R}$
s.t.
U(x,1) = g(x)
In my attempt to solve it I applied a Fourier transform since I know that $ lim_{|x|rightarrow infty} U(x,t) = 0$, however, the fact that $(1-t)$ goes to $0$ as $t rightarrow 1$ made me get lost. Does anyone know how to overcome this?
pde fourier-transform
asked Jan 10 at 18:05
Nicolas Pimentel de SouzaNicolas Pimentel de Souza
134
$endgroup$
add a comment |
$begingroup$
I have this terminal value problem:
$aU = (1-t)U_t + bU_{xx}$, with a, and b constants, $t in [0,1]$, and $x in mathbb{R}$
s.t.
U(x,1) = g(x)
In my attempt to solve it I applied a Fourier transform since I know that $ lim_{|x|rightarrow infty} U(x,t) = 0$, however, the fact that $(1-t)$ goes to $0$ as $t rightarrow 1$ made me get lost. Does anyone know how to overcome this?
pde fourier-transform
asked Jan 10 at 18:05
Nicolas Pimentel de SouzaNicolas Pimentel de Souza
134
$endgroup$
I have this terminal value problem:
$aU = (1-t)U_t + bU_{xx}$, with a, and b constants, $t in [0,1]$, and $x in mathbb{R}$
s.t.
U(x,1) = g(x)
In my attempt to solve it I applied a Fourier transform since I know that $ lim_{|x|rightarrow infty} U(x,t) = 0$, however, the fact that $(1-t)$ goes to $0$ as $t rightarrow 1$ made me get lost. Does anyone know how to overcome this?
pde fourier-transform
pde fourier-transform
asked Jan 10 at 18:05
Nicolas Pimentel de SouzaNicolas Pimentel de Souza
134
asked Jan 10 at 18:05
Nicolas Pimentel de SouzaNicolas Pimentel de Souza
134
edited Jan 10 at 22:50
Nicolas Pimentel de Souza
asked Jan 10 at 18:05
Nicolas Pimentel de SouzaNicolas Pimentel de Souza
134
asked Jan 10 at 18:05
Nicolas Pimentel de SouzaNicolas Pimentel de Souza
134
asked Jan 10 at 18:05
Nicolas Pimentel de SouzaNicolas Pimentel de Souza
134
134
add a comment |
add a comment |
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