First order integro differential equation

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Discussion Overview

The discussion revolves around solving a first-order integro-differential equation related to a diffusion process, with specific initial conditions and parameters. Participants explore the formulation of the equation, its components, and potential methods for solving it, including the application of Fourier transforms.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant presents the integro-differential equation and seeks assistance in solving it, indicating initial data of v(p,0)=0.
  • Another participant confirms the equation's structure and asks for clarification on the symbols and the origin of the equation.
  • There is a question regarding the interpretation of the delta function, whether it is a time-dependent coefficient or the Kronecker delta function, which raises concerns about the term involving C.
  • Some participants express uncertainty about how to approach the problem, noting the complexity of the equation and the need for more context on the diffusion process.
  • One participant mentions that the equation is derived from applying Fourier transforms to the diffusion equation with boundary conditions.
  • Another participant reflects on their difficulty in relating the presented equation to standard diffusion equations, indicating a need for further explanation.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the interpretation of the delta function or the best approach to solve the equation. Multiple viewpoints and uncertainties remain regarding the equation's components and the methods to apply.

Contextual Notes

Participants express limitations in understanding the equation without additional context or definitions of the symbols used, particularly regarding the delta function and its implications for the solution.

Wisam
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Can anyone help me to solve a differential equation?
I want to solve

∂v(p,t)/∂t=-p^2 v(p,t)-sqrt(2/pi)∫v(p,t)[1-δ(t)R(t)]dp+sqrt(2/pi)[δ(t)R^2(t) C]
with initial data v(p,0)=0

where C is constant and the integration from zero to infinty
Any suggestion please?

Solution by volterra integral equation??
 
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Do I read this right ? You want to solve $${\partial v(p, t) \over \partial t} = - p^2 v(p, t) - \sqrt{2\over \pi} \int_0^\infty \ v(p,t)\ \left [ 1 - \delta(t) R(t) \right ] \, dp \ \ + \sqrt{2\over \pi} C\, \delta(t) \,R^2(t) \ \ ? $$with ## \ v(p, t) = 0\ ## and ##R(t)## a given function of time ?

(where does it come from ? what do the symbols stand for ?)

--

Any link with earlier posts (that seem to have petered out somewhat :rolleyes: ) ?
 
Last edited:
BvU said:
Do I read this right ? You want to solve $${\partial v(p, t) \over \partial t} = - p^2 v(p, t) - \sqrt{2\over \pi} \int_0^\infty \ v(p,t)\ \left [ 1 - \delta(t) R(t) \right ] \, dp \ \ + \sqrt{2\over \pi} C\, \delta(t) \,R^2(t) \ \ ? $$with ## \ v(p, t) = 0\ ## and ##R(t)## a given function of time ?

(where does it come from ? what so the symbols stand for ?)

--

Any link with earlier posts (that seem to have petered out somewhat :rolleyes: ) ?
Dear BvU,
Thank you for your replay, yes the equation is right.
The field equation is diffusion equation with 2 free boundary conditions
I applied the Fourier transform for the diffusion and the boundary conditions and finally i got this first ODE
I stuck on it ?
any idea please?
 
(Sorry for mistyping ##
\ v(p, t) = 0\ ## -- should of course have been ##
\ v(p, 0) = 0\ ## as you wrote).

Pretty hefty ! And does the ##\delta(t)## represent a time-dependent coefficient or is it the Kronecker delta function (in which case the term with the fector C is a bit problematic) ?

I hope someone more knowledgeable reads this and helps out, for me it's not obvious how to start with such a thing...
 
BvU said:
(Sorry for mistyping ##
\ v(p, t) = 0\ ## -- should of course have been ##
\ v(p, 0) = 0\ ## as you wrote).

Pretty hefty ! And does the ##\delta(t)## represent a time-dependent coefficient or is it the Kronecker delta function (in which case the term with the fector C is a bit problematic) ?

I hope someone more knowledgeable reads this and helps out, for me it's not obvious how to start with such a thing...
Thank you BvU and ##\delta(t)## is represent a time-dependent.
I hope someone can help me in this...
 
I hope so too. My recollection of diffusion is that it gives equations like $${\partial u(x, t) \over \partial t} = {\partial^2 u\over \partial x^2}$$ so I have a hard time putting your equation into a context. But, as you say in your post #3, it is an intermediate situation in a solution procedure that involves Fourier transforms. I'll have to read up on that (little time for that o0)) and even then you probably have to spell out what you are doing from the beginning before I can be of any use, so we'll have to wait for help...

Oh, and
## \delta(t) ## is represent a time-dependent.
doesn't tell me much.
 
Last edited:
If you can't wait that long, here's what I'm reading. Particularly pages 110 and further
 

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