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*Last updated: 2023-03-16.*

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# Module: tf_quant_finance.math.pde.steppers.douglas_adi

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<a target="_blank" href="https://github.com/paolodelia99/tf-quant-finance/blob/main/tf_quant_finance/math/pde/steppers/douglas_adi.py">View source</a>



Douglas ADI method for solving multidimensional parabolic PDEs.



## Functions

[`douglas_adi_scheme(...)`](../../../../tf_quant_finance/math/pde/steppers/douglas_adi/douglas_adi_scheme.md): Applies Douglas time marching scheme (see [1] and Eq. 3.1 in [2]).

[`douglas_adi_step(...)`](../../../../tf_quant_finance/math/pde/steppers/douglas_adi/douglas_adi_step.md): Creates a stepper function with Crank-Nicolson time marching scheme.

[`multidim_parabolic_equation_step(...)`](../../../../tf_quant_finance/math/pde/steppers/douglas_adi/multidim_parabolic_equation_step.md): Performs one step in time to solve a multidimensional PDE.

