4841数理金融简单数值题short

Minimum Stable Mesh Width 1

题目

For the transformed heat equation u_t = nu*u_xx, an explicit scheme uses lambda = nu*Delta_t/Delta_x^2 and requires lambda <= 0.5. If nu=0.04 and Delta_t=0.125, what is the smallest Delta_x that keeps the scheme stable?

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