Title

Spherical harmonics approach to parabolic partial differential equations

Publication Date

1-1-2012

Document Type

Article

Comments

SenGupta, I. & Mariani, M.C. Anal.Math.Phys. (2012) 2: 461. https://doi.org/10.1007/s13324-012-0039-0

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.

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