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Thread: about PDE

  1. #1
    Junior Member
    Join Date
    Aug 2009
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    10

    about PDE

    hello ,veryone!
    Can we solve the PDE using IMSL C#,there are examples do?

  2. #2
    Senior Member ed's Avatar
    Join Date
    Aug 2005
    Posts
    312
    There are two ODE classes in the IMSL C# Library (OdeAdamsGear and OdeRungeKutta) but we don't have any general PDE solvers. However, we do have the FeynmanKac class, which solves the Feynman-Kac PDE.

    The Feynman-Kac PDE is of the form:


    The first 90% of the code accounts for the first 90% of the development time. The remaining 10% of the code accounts for the other 90% of the development time.

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