Solving a Partial Differential Equation (PDE)

Thread starter kirppu
Start date May 16, 2012
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Differential Differential equation Partial Pde

May 16, 2012

kirppu

Hi,

Can somebody help me solve the following PDE?

∂p(x,t)/∂t = -p(x,t) + ∫λ(x-x')p(x',t)dx'

with p(x,0)=δ(x)

Thanks a lot

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May 16, 2012

kirppu

It corresponds to the Kolmogorov-Feller equation.

May 17, 2012

hunt_mat

Homework Helper

Have you thought about taking Laplace transforms?

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