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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 ...
Download QR code; Print/export Download as PDF; Printable version; In other projects ... Pages in category "Parabolic partial differential equations" The following 17 ...
The Feynman–Kac formula, named after Richard Feynman and Mark Kac, establishes a link between parabolic partial differential equations and stochastic processes.In 1947, when Kac and Feynman were both faculty members at Cornell University, Kac attended a presentation of Feynman's and remarked that the two of them were working on the same thing from different directions. [1]
The convection–diffusion equation can be derived in a straightforward way [4] from the continuity equation, which states that the rate of change for a scalar quantity in a differential control volume is given by flow and diffusion into and out of that part of the system along with any generation or consumption inside the control volume: + =, where j is the total flux and R is a net ...
The diffusion equation is a parabolic partial differential equation. In physics, it describes the macroscopic behavior of many micro-particles in Brownian motion , resulting from the random movements and collisions of the particles (see Fick's laws of diffusion ).
Name Dim Equation Applications Landau–Lifshitz model: 1+n = + Magnetic field in solids Lin–Tsien equation: 1+2 + = Liouville equation: any + = Liouville–Bratu–Gelfand equation
The shallow-water equations (SWE) are a set of hyperbolic partial differential equations (or parabolic if viscous shear is considered) that describe the flow below a pressure surface in a fluid (sometimes, but not necessarily, a free surface). [1]
Typically, it applies to first-order equations, though in general characteristic curves can also be found for hyperbolic and parabolic partial differential equation. The method is to reduce a partial differential equation (PDE) to a family of ordinary differential equations (ODE) along which the solution can be integrated from some initial data ...