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Reducing Parabolic Partial Differential Equations to Canonical Form

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dc.contributor.author Harper, J F
dc.date.accessioned 2008-08-28T00:27:56Z
dc.date.accessioned 2022-07-07T02:11:13Z
dc.date.available 2008-08-28T00:27:56Z
dc.date.available 2022-07-07T02:11:13Z
dc.date.copyright 1994
dc.date.issued 1994
dc.identifier.uri https://ir.wgtn.ac.nz/handle/123456789/19152
dc.description.abstract A simple method of reducing a parabolic partial differential equation to canonical form if it has only one term involving second derivatives is the following: find the general solution of the first-order equation obtained by ignoring that term and then seek a solution of the original equation which is a function of one more independent variable. Special cases of the method have been given before, but are not well known. Applications occur in fluid mechanics and the theory of finance, where the Black-Scholes equation yields to the method, and where the variable corresponding to time appears to run backwards, but there is an information-theoretic reason why it should. en_NZ
dc.format pdf en_NZ
dc.language.iso en_NZ
dc.publisher Te Herenga Waka—Victoria University of Wellington en_NZ
dc.relation Published Version en_NZ
dc.relation.ispartofseries 5(2) en_NZ
dc.relation.ispartofseries European Journal of Applied Mathematics en_NZ
dc.relation.ispartofseries p159-164 en_NZ
dc.subject Differential equation en_NZ
dc.subject Lagrangian theory en_NZ
dc.subject Diffusion equation en_NZ
dc.subject Mathematical equation en_NZ
dc.title Reducing Parabolic Partial Differential Equations to Canonical Form en_NZ
dc.type Text en_NZ
vuwschema.contributor.unit School of Mathematics, Statistics and Computer Science en_NZ
vuwschema.subject.marsden 230107 Differential, Difference and Integral Equations en_NZ
vuwschema.type.vuw Journal Contribution - Research Article en_NZ
vuwschema.subject.anzsrcforV2 490409 Ordinary differential equations, difference equations and dynamical systems en_NZ
dc.rights.rightsholder Cambridge University Press en_NZ

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