how to fix limits are too large on heat equation
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Hi, I am trying to run an explicit heat equation . This is the prompt I am trying to solve:
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/191321/image.png)
My code below
S0 = 10:10:100;
K = 50;
r = .05;
T = 2;
sigma = .2;
price = blsprice(S0,K,r,T,sigma)
amax = 10;
amin = -10;
M = [10 100 200 400 800];
N = [10 100 200 400 800];
for k = 1:5
dx = (amax - amin)/(M(k)-1);
dt = T/(N(k)-1);
v = zeros(M(k), N(k));
r= dt/dx^2;
j = r/.5*sigma;
x = linspace(amin,amax,M(k));
v(:,1) = max(exp(.5*(j+1)*x) - exp(.5*(j-1)*x),0);
for n = 2:N(k)
%2 lines below are initial and boundary conditions
v(1,n) = v(1, 1);
v(N(k),n) = v(M(k),1);
%line below is explicit method discretized
v(2:M(k)-1,n) = (1-2*r)*v(2:M(k)-1,n-1)+r*v(1:M(k)-2,n-1)+r*v(3:M(k),n-1);
end
approx = v(2:M(k)-1,n)
end
error = abs(approx - price)
B= table(approx')
G=table(price')
surf(v)
I get limits are too large error Any advice?
5 Comments
Greg
on 19 Jun 2018
@Bob Nbob: I ran his code (a rare case of copy-paste actually works from a post, way to go Janvier!) and surprisingly, "Limits are too large" x2 is the entire error message.
@Janvier: Digging in, the error is coming from surf(v), and probably because much of v is NaN & Inf. I am guessing you are having a mix of initial/boundary conditions and indexing issues. Without knowledge of your field, I can't help identify where/what.
Answers (1)
Walter Roberson
on 19 Jun 2018
Your v values are generating +inf and -inf because of the exp() and the fact that j gets large.
Then surf() is complaining because you are trying to plot data with such a large range. Although it will skip the +inf and -inf data, you also have data in the +/- 1E308 range. Historically, plots could not be done if the difference between the min and max exceed the capacity of single()
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