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Research Paper | Mathematics | Nigeria | Volume 12 Issue 6, June 2023 | Rating: 5.1 / 10
Transformation of Parabolic Partial Differential Equations into Heat Equation Using Hopf Cole Transform
Onuoha N. O.
Abstract: This paper is concerned with the transformation of four parabolic partial differential equations to heat equations using Hopf Cole transform. The transformation shows that Hopf Cole transform is a good mathematical transformation tool that can be applied to any parabolic partial differential equation that needs to be transformed to heat equation to obtain the solution.
Keywords: Hopf Cole transform, Parabolic partial differential equations, Black-Scholes equation, Variable coefficient partial differential equation, Constant coefficient partial differential equation
Edition: Volume 12 Issue 6, June 2023
Pages: 1741 - 1743