#parabolic_partial_differential_equation

Parabolic partial differential equation

Class of second-order linear partial differential equations

A parabolic partial differential equation is a type of partial differential equation (PDE). Parabolic PDEs are used to describe a wide variety of time-dependent phenomena in, i.a., engineering science, quantum mechanics and financial mathematics. Examples include the heat equation, time-dependent Schrödinger equation and the Black–Scholes equation.

Mon 9th

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