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Spherical harmonics approach to parabolic partial differential equations

Spherical harmonics approach to parabolic partial differential equations This paper is devoted to extend the spherical harmonics technique to the solution of parabolic differential equations and to integro-differential equations. The heat equation and the Black–Scholes equation are solved by using the method of spherical harmonics. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Analysis and Mathematical Physics Springer Journals

Spherical harmonics approach to parabolic partial differential equations

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Publisher
Springer Journals
Copyright
Copyright © 2012 by Springer Basel (outside the USA)
Subject
Mathematics; Mathematical Methods in Physics; Analysis
ISSN
1664-2368
eISSN
1664-235X
DOI
10.1007/s13324-012-0039-0
Publisher site
See Article on Publisher Site

Abstract

This paper is devoted to extend the spherical harmonics technique to the solution of parabolic differential equations and to integro-differential equations. The heat equation and the Black–Scholes equation are solved by using the method of spherical harmonics.

Journal

Analysis and Mathematical PhysicsSpringer Journals

Published: Oct 19, 2012

References