Timeline for How to modify a PDE inside NDSolve according to an if condition
Current License: CC BY-SA 3.0
6 events
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| Apr 13, 2017 at 12:56 | history | edited | CommunityBot |
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| Mar 26, 2015 at 14:02 | comment | added | Marco | without selecting proper coefficient is not so interesting but i changed them and it solves exactly what i was searching for. in fact, i was trying to solve a princing pde for a bond for example, so t mean time, and x the interest rate (so the plotting solution should be for $0<x<0.50$) while the piecewise condition for the volatility: changing it according to the concavity means uncertain volatility and the model is normally called UMV (developed by Avellaneda, Levy, Paras in 1995). thank you very much for your help | |
| Mar 26, 2015 at 13:57 | vote | accept | Marco | ||
| Mar 26, 2015 at 12:12 | comment | added | Michael E2 |
+1. I agree Piecewise seems the way to go. I think the "when" in WhenEvent suggests it reacts to events in time, and actions that change a variable have to reinitialize the variable at each point in the spatial grid. That means you might have to know what the spatial grid actually is. (This remark pertains to the method of lines; I haven't looked into WhenEvent with FEM.)
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| Mar 26, 2015 at 12:10 | history | edited | xzczd♦ | CC BY-SA 3.0 |
deleted 10 characters in body
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| Mar 26, 2015 at 12:03 | history | answered | xzczd♦ | CC BY-SA 3.0 |