FEATool  v1.7
Finite Element Analysis Toolbox
 All Files Functions Pages
ex_custom_equation1.m File Reference

Description

EX_CUSTOM_EQUATION1 1D Black-Scholes custom equation example.

[ FEA, OUT ] = EX_CUSTOM_EQUATION1( VARARGIN ) 1D Black-Scholes model equation example using the custom equation physics mode. Accepts the following property/value pairs.

Input       Value/{Default}        Description
-----------------------------------------------------------------------------------
icase       scalar {1}/2           Test case equation to solve
tmax        scalar {1}             Maximum/stopping time
len         scalar {1}             Length of domain
hmax        scalar {1/20}          Grid cell size
ischeme     scalar {3}             Time stepping scheme
sfun        string {sflag1}        Finite element shape function
iplot       scalar 0/{1}           Plot solution (=1)
                                                                                  .
Output      Value/(Size)           Description
-----------------------------------------------------------------------------------
fea         struct                 Problem definition struct
out         struct                 Output stuct
Generated fields of fea:
Generated fields of out: