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December 1, 2007, 18:58 |
very simple pde advice
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Greetings, I am not a maths graduate but have recently started a PhD in financial mathematics (I have an economics background). I am working through some notes provided by my superviser and have, I think, a working grasp of partial derivative equations.
I am a little confused on something and was wondering if someone would please advise me how to fix it. I am trying to solve an equation Pdu/dt = -Pda/dx -Pdb/dx {where I am using notation Pda/dx to mean partial derivative of a with respect to x. The functions u,a and b are functions of x and t. The functions u, a and b are all equal to zero when x=0} This equation comes from a simple fluid problem (which is why i thought this would be a good place to get help) and I require an analytical solution prior to doing some simple numerical solvers. Am I correct in thinking that I can integrate both sides of the equation (even though one side is with respect to x and one side respect to t) and introduce an arbitrary function f(x,t) which, according to the boundary condition u=a=b=0 at x=0 would be equal to zero? this would provide a solution u+a+b=0 if someone could advice me I'd be very happy! |
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