how to fix limits are too large on heat equation

Question

Janvier Solaris 2018-6-17

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https://ww2.mathworks.cn/matlabcentral/answers/406030-how-to-fix-limits-are-too-large-on-heat-equation

回答： Walter Roberson 2018-6-19

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Hi, I am trying to run an explicit heat equation . This is the prompt I am trying to solve:

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?

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Janvier Solaris 2018-6-19

thank you Greg have corrected it continuing to work on it to fix the other problems

Greg 2018-6-19

@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.

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Answer 1

Walter Roberson 2018-6-19

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https://ww2.mathworks.cn/matlabcentral/answers/406030-how-to-fix-limits-are-too-large-on-heat-equation#answer_325213

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()