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Quantitative Analysis
Parallel Processing
Numerical Analysis
C++ Multithreading
Python for Excel
Python Utilities
Services
Author
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I. Basic math.
II. Pricing and Hedging.
III. Explicit techniques.
IV. Data Analysis.
V. Implementation tools.
VI. Basic Math II.
VII. Implementation tools II.
1. Calculational Linear Algebra.
2. Wavelet Analysis.
3. Finite element method.
4. Construction of approximation spaces.
5. Time discretization.
A. Change of variables for parabolic equation.
a. Change of spacial variable for evolution equation.
b. Multiplicative change of unknown function for evolution equation.
c. Orthogonal transformation for evolution equation.
B. Discontinuous Galerkin technique.
C. Laplace quadrature.
6. Variational inequalities.
VIII. Bibliography
Notation. Index. Contents.

Change of variables for parabolic equation.


emoving time dependency via change of variables is not possible in general. However, the special cases are of practical importance.

We consider the generic PDE of the form

MATH (Generic parabolic PDE)
where the functions MATH are dependent on time $t$ and spacial variable MATH . In the following sections we calculate some generic changes of variables to help to identify some special situations when the time dependency may be removed from the functions MATH .




a. Change of spacial variable for evolution equation.
b. Multiplicative change of unknown function for evolution equation.
c. Orthogonal transformation for evolution equation.

Notation. Index. Contents.


















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