How to solve the following (integro-differential eq.)

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In summary, the speaker is struggling with a partial differential equation with an integral term and is looking for suggestions on how to find an analytic solution. They have already used numerical integration to find a qualitative solution. Some potential techniques for solving the equation include separation of variables, series expansion, transforming the equation, or using numerical methods.
  • #1
Hortensius
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Hi all,

I'm struggeling with an equation of the following form:

[tex]\frac{\partial A\left(x,t\right)}{\partial t} = \int_{x_0}^{x_1} f\left(x,x',t\right)A\left(x',t\right) dx'[/tex]

The problem is defined on the interval [tex]x_0 \leq x \leq x_1[/tex], where [tex]f\left(x,x',t\right)[/tex] is a known function. We have the initial condition [tex]A\left(x,0\right) = g\left(x\right)[/tex].

For my specific problem I found the qualitative behavior of the solution [tex]A\left(x,t\right)[/tex] by straightforward numerical integration. But I would like to be able to find analytic solutions... Any suggestions on how to proceed here?
Any help is very much appreciated! :smile:
 
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Hi there,

It seems like you are dealing with a partial differential equation (PDE) with an integral term. This type of equation can be challenging to solve analytically, but there are some techniques that may be helpful.

One approach is to use separation of variables, where you assume that the solution can be written as a product of two functions, one depending only on x and the other depending only on t. This can sometimes lead to a simpler equation that can be solved analytically.

Another technique is to use a series expansion, where you approximate the solution as a sum of simpler functions. This can be useful when the integral term is difficult to handle analytically.

You can also try to transform the equation into a different form, such as using a change of variables or applying a Fourier transform. This can sometimes simplify the equation and make it easier to solve.

If all else fails, you can also try to find numerical methods that can give you an accurate solution. These methods can often handle complex equations and provide a good approximation to the solution.

I hope these suggestions are helpful. Good luck with your research!
 

1. What is an integro-differential equation?

An integro-differential equation is a type of mathematical equation that involves both derivatives and integrals. It is used to describe physical phenomena in which the rate of change of a variable is dependent on its own value and the values of other variables.

2. How do I solve an integro-differential equation?

Solving an integro-differential equation involves finding a function that satisfies the equation. This can be done using various methods, including separation of variables, Laplace transforms, and numerical methods.

3. What are some common techniques used to solve integro-differential equations?

Some common techniques for solving integro-differential equations include the Laplace transform method, the method of variation of parameters, and the method of characteristics.

4. What are the applications of integro-differential equations?

Integro-differential equations have many applications in physics, engineering, and economics. They are used to model various phenomena such as heat transfer, population growth, and financial markets.

5. Is there a general solution for integro-differential equations?

There is no general solution for integro-differential equations, as the solution depends on the specific form of the equation. However, there are some techniques that can be applied to solve a wide range of integro-differential equations.

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