First order integro differential equation

In summary, the equation seeks to determine the change in position of a particle over time, subject to the constraints of two free boundary conditions. The field equation is diffusion equation with two free boundary conditions. The Fourier transform is applied to resolve the diffusion and boundary conditions.
  • #1
Wisam
8
0
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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  • #2
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: ) ?
 
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  • #3
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?
 
  • #4
(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...
 
  • #5
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...
 
  • #6
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.
 
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  • #7
If you can't wait that long, here's what I'm reading. Particularly pages 110 and further
 

FAQ: First order integro differential equation

What is a first order integro differential equation?

A first order integro differential equation is a type of mathematical equation that involves both derivatives and integrals of an unknown function. It is typically written in the form of dy/dx = f(x) + g(x), where f(x) represents the derivative of the unknown function and g(x) represents the integral of the same function.

What is the difference between a first order integro differential equation and a regular differential equation?

The main difference between a first order integro differential equation and a regular differential equation is that the former involves both derivatives and integrals, while the latter only involves derivatives. This makes first order integro differential equations more complex and challenging to solve than regular differential equations.

What are some real-world applications of first order integro differential equations?

First order integro differential equations have many applications in science and engineering, such as in modeling population growth, heat transfer, and diffusion processes. They are also used in economics to model price changes over time and in physics to describe the motion of particles under the influence of a force.

What methods are commonly used to solve first order integro differential equations?

The most commonly used methods for solving first order integro differential equations are the method of undetermined coefficients, the method of variation of parameters, and the Laplace transform method. These methods involve finding a particular solution to the equation or transforming it into a simpler form for easier integration.

What are some challenges in solving first order integro differential equations?

One of the main challenges in solving first order integro differential equations is finding an appropriate initial condition, i.e. the value of the unknown function at a given point. This is crucial in obtaining a unique solution to the equation. Additionally, the integrals involved in these equations can be difficult to evaluate, making the overall solution process more complex and time-consuming.

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