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Multidimensional PDE'sI just came to know about openfoam and was wondering if I can use it for > 4D PDE's. Let's say for example 10 dimensional PDE's?
The PDE is a simple extension of black scholes equation V(S1,S2,....Sn,t) This equation will contain a normal delV/delT term and second order derivative terms for each of the variables. Also there will be cross derivative terms (correlation). I know the boundary conditions I want to apply...for example if it was a 1 dimensional ...then I know the value at time t = T...and I solve backward to get values at other times. This is of course the explicit method which I can also easily code, but since it's generally not stable so I want to use the implicit method - WHICH Is hard to code in C. So my question is - Is it worth using openfoam for solving n dimensional PDE's using implicit method? Till 3Dimension I can write a 30 line code to do so....for > 3, if it can help....please let me know? Any numerical method experts???! Thanks for reading... |

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