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Partial differential equations (PDEs) are equations that relate the partial derivatives of a function of more than one variable. This tag is intended for questions on modeling phenomena with PDEs, solving PDEs, and other related aspects.

1 vote
0 answers
171 views

Boundary Conditions for the given PDE

Right now, I am trying to understand the Black-Scholes PDE. …
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  • 215
1 vote

Applying the method of lines to parabolic PDEs: references and software

I don't have enough reputation to comment, but I hope this answer helps you. Personally, I find that I learn best through example. Try looking at the code here to see how MOL was implemented in Python …
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  • 215
1 vote
1 answer
2k views

Heat Equation - PDE

np.meshgrid(xmesh, tspan) ax.plot_surface(SX, ST, sol, cmap='jet') ax.set_xlabel('x') ax.set_ylabel('t') ax.set_zlabel('u') ax.view_init(elev=30, azim=100) # adjust view so it is easy to see plt.savefig('pde-transient-heat …
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  • 215
2 votes
0 answers
194 views

Modeling First Order Parabolic PDE (Battery Storage Model)

This is the code in Matlab: function pde global sigma r p sigma = 0.5; r = 0.01; p = 1; x_inf = 25; N = 10; M = 20; delta_x = x_inf/N; q_max = 1; delta_q = q_max/M; m = 0; x = linspace(0, delta_x, …
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  • 215
0 votes
2 answers
940 views

Wave Equation PDE [closed]

I'm trying to solve the following PDE wave equation using method of lines: Wave Equation: u_tt = u_xx with initial condition: u(0,x) = sin*pi,u_t(0,x)=0, 0 < x < 1 boundary condition: u(t,0) = 0, u(t …
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3 votes
2 answers
3k views

Hyperbolic Equation PDE (Python)

I'm trying to solve the following first order hyperbolic PDE problem using method of lines: Hyperbolic Equation: $u_t = -u_x$ with initial condition: $u(0,x) = 0, 0 < x < 1$ boundary condition: $u(t,0 … np.meshgrid(x, tspan) ax.plot_surface(SX, ST, sol, cmap='jet') ax.set_xlabel('x') ax.set_ylabel('t') ax.set_zlabel('u(x,t)') ax.view_init(elev=15, azim=-100) # adjust view so it is easy to see plt.savefig('pde
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