1st order pde with "jump" (or discrete difference) term
- To: mathgroup at smc.vnet.net
- Subject: [mg16184] 1st order pde with "jump" (or discrete difference) term
- From: kenton at leland.Stanford.EDU (Kenton K. Yee)
- Date: Tue, 2 Mar 1999 01:13:22 -0500
- Organization: Graduate School Of Business, Stanford University
- Sender: owner-wri-mathgroup at wolfram.com
I'm trying to solve the following PDE:
DSolve[ - n c D[v[f,c],c] + ( p f + c - Q ) D[v[f,c],f] - p v[f,c]
+ L ( v[f+e,c+g] - v[f,c] ) == 0,v[f,c],{f,c}]
where n, p, Q, L, e, and g are real constants.
DSolve cannot do it. Any suggestions? Is there a "difference"
equation solving in mathematica?
pls copy replies to kenton at stanford.edu