mathy_girl
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Using perturbation theory, I'm trying to solve the following problem
\frac{\partial P}{\partial \tau} = \frac{1}{2}\varepsilon^2 \alpha^2 \frac{\partial^2 P}{\partial f^2} + \rho \varepsilon^2 \nu \alpha^2 \frac{\partial^2 P}{\partial f \partial \alpha} + \frac{1}{2}\varepsilon^2 \nu^2 \alpha^2 \frac{\partial^2 P}{\partial \alpha^2}, \quad \mbox{for } \tau>0,<br />
with initial condition P = \alpha^2~\delta(f-K), \quad \mbox{for } \tau=0.
Expanding P_\varepsilon=P_0 + \varepsilon^2 P_1 + \ldots the \mathcal{O}(1) equation is given by
\frac{\partial P_0}{\partial \tau} = 0, \quad \mbox{for } \tau>0,
with boundary condition P_0 = \alpha^2~\delta(f-K) \mbox{ for } \tau=0.
Obviously, this gives P_0 = \alpha^2~\delta(f-K).
Now I would like to solve the \mathcal{O}(\varepsilon^2) problem
\frac{\partial P_1}{\partial \tau} = \frac{1}{2} \alpha^2 \frac{\partial^2 P_0}{\partial f^2} + \rho \nu \alpha^2 \frac{\partial^2 P_0}{\partial f \partial \alpha} + \frac{1}{2} \nu^2 \alpha^2 \frac{\partial^2 P_0}{\partial \alpha^2}, \quad \mbox{for } \tau>0
with initial condition P_1 = 0 \mbox{ for } \tau=0.
Does anyone of you know how to handle the Dirac Delta function in the initial condition and O(1) solution here?
\frac{\partial P}{\partial \tau} = \frac{1}{2}\varepsilon^2 \alpha^2 \frac{\partial^2 P}{\partial f^2} + \rho \varepsilon^2 \nu \alpha^2 \frac{\partial^2 P}{\partial f \partial \alpha} + \frac{1}{2}\varepsilon^2 \nu^2 \alpha^2 \frac{\partial^2 P}{\partial \alpha^2}, \quad \mbox{for } \tau>0,<br />
with initial condition P = \alpha^2~\delta(f-K), \quad \mbox{for } \tau=0.
Expanding P_\varepsilon=P_0 + \varepsilon^2 P_1 + \ldots the \mathcal{O}(1) equation is given by
\frac{\partial P_0}{\partial \tau} = 0, \quad \mbox{for } \tau>0,
with boundary condition P_0 = \alpha^2~\delta(f-K) \mbox{ for } \tau=0.
Obviously, this gives P_0 = \alpha^2~\delta(f-K).
Now I would like to solve the \mathcal{O}(\varepsilon^2) problem
\frac{\partial P_1}{\partial \tau} = \frac{1}{2} \alpha^2 \frac{\partial^2 P_0}{\partial f^2} + \rho \nu \alpha^2 \frac{\partial^2 P_0}{\partial f \partial \alpha} + \frac{1}{2} \nu^2 \alpha^2 \frac{\partial^2 P_0}{\partial \alpha^2}, \quad \mbox{for } \tau>0
with initial condition P_1 = 0 \mbox{ for } \tau=0.
Does anyone of you know how to handle the Dirac Delta function in the initial condition and O(1) solution here?
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