Weak Formulation of Evolution Problems
In Chapter 2 we have considered the diffusion equation and some of its generalizations, as in the reaction-diffusion model (Section 2.5) or in the Black-Scholes model (Section 2.9). This kind of equations belongs to the class of parabolic equations, that we have already classified in spatial dimension 1, in subsection 2.4.1 and that we are going to define in a more general setting.
KeywordsWeak Solution Parabolic Equation Bilinear Form Weak Formulation Evolution Problem
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