diff --git a/src/HighDimPDE.jl b/src/HighDimPDE.jl index 82f7335..769c8c3 100644 --- a/src/HighDimPDE.jl +++ b/src/HighDimPDE.jl @@ -131,6 +131,13 @@ end $(SIGNATURES) Defines a Parabolic Partial Differential Equation of the form: +```math +\\begin{aligned} + \\frac{du}{dt} &= \\tfrac{1}{2} \\text{Tr}(\\sigma \\sigma^T) \\Delta u(x, t) + \\mu \\nabla u(x, t) \\\\ + &\\quad + f(x, u(x, t), ( \\nabla_x u )(x, t), p, t) +\\end{aligned} +``` + - Semilinear Parabolic Partial Differential Equation * f -> f(X, u, σᵀ∇u, p, t) - Kolmogorov Differential Equation