I'm interested in solving a 2-D parabolic PDE (I'm pretty sure these can be transformed into the heat eqn) which takes the form:
Dt(u) = A(t,x)*Dxx(u) + B*(t,x,y)*Dxy(u) + C(t,y)*Dyy(u) - D*u
where u = u(t,x,y),
A,B,C are functions, D is a constant
t,x and y in [0,+Inf)
Initial...