Using the Ito calculus fully solve the following partial differential equation ди ди Ət 202u 42²5 - 2х -u, x ∈ R, t > 0 ах2 Әх x E R. u(0, x) = (x - 10)2,

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter11: Differential Equations
Section11.1: Solutions Of Elementary And Separable Differential Equations
Problem 16E: Find the general solution for each differential equation. Verify that each solution satisfies the...
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Using the Ito calculus fully solve the following partial differential equation
ди
- 2х-
Ət
ах2
u(0,x) = (x - 10)2,
ди
Әх
u, xER, t>0
TER.
Transcribed Image Text:Using the Ito calculus fully solve the following partial differential equation ди - 2х- Ət ах2 u(0,x) = (x - 10)2, ди Әх u, xER, t>0 TER.
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