PARTIAL DIFFERENTIAL EQUATIONS WITH BLACK-SCHOLES MODEL IN VIEW

22 Outubro 2018, 10:00 • Maria do Rosário Grossinho

Diffusion in R - Green function 

Diffusion in R^+_0

Existence of solutions of the heat equation on R and R^+_0 in sense I ans sense II

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PARTIAL DIFFERENTIAL EQUATIONS WITH BLACK-SCHOLES MODEL IN VIEW

16 Outubro 2018, 10:00 • Maria do Rosário Grossinho

Exercises on PDE - heat equation and Fourier series

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PARTIAL DIFFERENTIAL EQUATIONS WITH BLACK-SCHOLES MODEL IN VIEW

15 Outubro 2018, 10:00 • Maria do Rosário Grossinho

Solution of the heat equation - separation of variables

Fourier series and heat equation

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PARTIAL DIFFERENTIAL EQUATIONS WITH BLACK-SCHOLES MODEL IN VIEW

9 Outubro 2018, 10:00 • Maria do Rosário Grossinho

Diffusion equations. 

Maximum principle. Stability. Well posed problems.

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PARTIAL DIFFERENTIAL EQUATIONS WITH BLACK-SCHOLES MODEL IN VIEW

8 Outubro 2018, 10:00 • Maria do Rosário Grossinho

Partial Differential Equations (PDE). Definitions and basic examples. 

Classification of second order PDE.

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