Numerical Solutions to Partial Differential Equations: 2-d Diffusion

In this video, we will extend the concepts for a previous video on solving the 1d diffusion equation to two dimensions. Conceptually, this is similar to our previous work, but involves more bookkeeping to put things into a form our DAE solver can handle.
Previous Video: • Sparse Matrices to Spe...
Github: github.com/kpm...
Tip Jar: https//paypal.me/kpmooney

[@brunovillagomezcaro388]

bro ur chanel thought me how to code in like 5 weeks, excellent content and explanation

[@NurbolBekbossin]

Have you tried doing the sparse matrix method of this problem ? Couldn't find it on your channel

[@kpmooney]

Not in the channel. There is a recent video on sparse matrices and Jacibians for the 1d case though.

[@DeviantFox]

It's been awhile since you've posted a new video. I'd love for you to continue your content. It's great. I tried to check for other socials to make the same comment but I didn't see any.
Hope you come back and provide more future content

[@kpmooney]

Mainly no time these days. That, and I have already covered most of the low-hanging fruit that I can do with fairly minimal prep.

[@DeviantFox]

@@kpmooneyYou've done a good amount of IV. What about IV for the entire option chain? You can then show term structure. material prep from the Vix White Paper.
I love watching and sharing the videos as an engineer who is in finance now you bridge both my passions so well haha.

[@franciscoxaviergonzalezrom4648]

Thank you!

[@Sakhipath]

can you send link of the video in which you have explained 1 D diffusion problem?

[@kpmooney]

ua-cam.com/video/qo-WzsVnXGE/v-deo.htmlsi=5zZu78-z_jVBLbjY

[@AJ-et3vf]

Awesome video! Thank you!

[@tiagontop7472]

Excellent video !
Can you do a video on the numerical resolution of Ito's integral ?

[@fizixx]

Very nice!

[@erikanderson1402]

I tried changing the boundary conditions and I don’t see anything changing in the output. Am I doing something wrong?

[@kpmooney]

Where are you handling the boundary conditions. They should be set in the function equations.

[@karunaraj1786]

Sir do you know how to calculate (number of trades) of option

[@kpmooney]

I am not sure what you mean by number of trades here.

[@AJ-et3vf]

Please increase the zoom percentage of the notebooks next time to make it more readable.

[@patrickconnell7704]

The code is available on his Github page which is linked to in the notes above.