Seeking the solution of an integro-differential equation

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In summary, the conversation discusses the solution to an integro-differential equation and the use of Laplace transforms to solve it. It is noted that a mistake was made in swapping the integration over the position and time domains, and the correct approach is provided.
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Judas503
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I'm seeking the solution to the following integro-differential equation:
$$ \frac{\partial c(x,t)}{\partial t}=-xc(x,t)+2\int_{x}^{\infty} c(y,t)dy$$

I know that to solve this, the Laplace transform must be taken term by term. Let
$$ \mathcal{L}\{c(x,t)\}=\int_{0}^{\infty}e^{-st}c(x,s) $$
Then, $$ \mathcal{L}\{ \frac{\partial c(x,t)}{\partial t} \}=s\mathcal{L}\{c(x,t)\}-c(x,0)$$
and, $$ \mathcal{L}\{xc(x,t)\}=x\mathcal{L}\{c(x,t)\} $$

The problem arises with the Laplace transform of the integral.
\begin{align*}
\mathcal{L}\{ \int_{x}^{\infty}c(y,t)dt \} &= \mathcal{L}\{ \int_{0}^{\infty}c(y,t)dt \}-\mathcal{L}\{ \int_{0}^{x}c(y,t)dt \}
\\&=\mathcal{L}\{ \int_{0}^{\infty}c(y,t)dt \}-\frac{\mathcal{L}\{ c(x,t) \}}{s}
\end{align*}
My question is what do I do with the first integral of the last equation?
 
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  • #2
Judas503 said:
I'm seeking the solution to the following integro-differential equation:
$$ \frac{\partial c(x,t)}{\partial t}=-xc(x,t)+2\int_{x}^{\infty} c(y,t)dy$$

I know that to solve this, the Laplace transform must be taken term by term. Let
$$ \mathcal{L}\{c(x,t)\}=\int_{0}^{\infty}e^{-st}c(x,s) $$

This should be
$$ \mathcal{L}\{c(x,t)\}=\int_{0}^{\infty}e^{-st}c(x,t) dt.$$

Then, $$ \mathcal{L}\{ \frac{\partial c(x,t)}{\partial t} \}=s\mathcal{L}\{c(x,t)\}-c(x,0)$$
and, $$ \mathcal{L}\{xc(x,t)\}=x\mathcal{L}\{c(x,t)\} $$

The problem arises with the Laplace transform of the integral.
\begin{align*}
\mathcal{L}\{ \int_{x}^{\infty}c(y,t)dt \} &= \mathcal{L}\{ \int_{0}^{\infty}c(y,t)dt \}-\mathcal{L}\{ \int_{0}^{x}c(y,t)dt \}
\\&=\mathcal{L}\{ \int_{0}^{\infty}c(y,t)dt \}-\frac{\mathcal{L}\{ c(x,t) \}}{s}
\end{align*}
My question is what do I do with the first integral of the last equation?

You've made a mistake in swapping the original integration over the position domain with one over the time domain. If we let ##\mathcal{L}\{c(x,t)\} = C(x,s)##, then
$$\mathcal{L}\{ \int_{x}^{\infty}c(y,t)dy \} = \int_{x}^{\infty}C(y,s)dy.$$
You'll still end up with an integral equation, but without the time derivative. You should be able to differentiate the equation with respect to ##x## to get a first-order differential equation for ##C(x,s)##.
 

1. What is an integro-differential equation?

An integro-differential equation is a mathematical equation that involves both derivatives and integrals of an unknown function. It is a type of differential equation that is commonly used in physics and engineering to model complex systems.

2. Why are integro-differential equations difficult to solve?

Integro-differential equations can be difficult to solve because they often have no closed-form solution and require numerical or approximate methods. They also involve both derivatives and integrals, making them more complex than traditional differential equations.

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

Some common techniques used to solve integro-differential equations include the Laplace transform, the method of successive approximations, and the method of lines. These techniques involve transforming the integro-differential equation into a simpler form that can be solved using traditional methods.

4. Can integro-differential equations model real-world phenomena?

Yes, integro-differential equations can be used to model a wide range of real-world phenomena, such as heat transfer, population growth, and diffusion. They are particularly useful for systems with memory or nonlocal effects, which cannot be accurately modeled using traditional differential equations.

5. How important are integro-differential equations in scientific research?

Integro-differential equations play a crucial role in scientific research, particularly in fields such as physics, engineering, and biology. They allow scientists to model complex systems and make predictions about their behavior, which is essential for advancing our understanding of the natural world.

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