Hi all,Would someone give me some hints on how to use Matlab ode45? I checked some examples as well as matlab documentation, but still feel confused...Anyway here is what I would like to solve. I am trying to solve heston characteristic function numerically, to compare with analytical one. The system is y = [C(u,t), D(u,t)], where C(u,t) and D(u,t) satisfies:where k is constant, and a,b,c are function of u.I am confused about how to write odefun when using ode45. If a,b,c are function of t, there is example in matlab documentation, but now they are function of a variable not appearing in the system...Thanks in advance for any hints.Best
Last edited by LesleYLyu
on March 19th, 2013, 11:00 pm, edited 1 time in total.