3 ms·
The Schrodinger equation is the heat equation with complex time. Although qualitatively it’s dispersive, not dissipative.
by dls2016 5y ago
The Schrodinger equation is the heat equation with complex time. Although qualitatively it’s dispersive, not dissipative.
- jcla1 5y agoThe difference is that in the Schrödinger case you're effectively 'turning' the solution (in the complex plane) which leads to the uncomfortable question of whether the solution to the heat equation you'd start with is still defined. When going from heat to Black-Scholes you're just rescaling in 'existing' dimensions which doesn't change the character of the PDE.