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MathGroup Archive 2007

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(in)dependent variables in DSolve: need explanation.

  • To: mathgroup at smc.vnet.net
  • Subject: [mg73472] (in)dependent variables in DSolve: need explanation.
  • From: "barmau.maurice" <barmau.maurice at orange.fr>
  • Date: Mon, 19 Feb 2007 01:24:55 -0500 (EST)

Hello,

I have a partial differential equation which I can solve by hand, but not 
yet in Mathematica. I need an explanation:
In queueing theory I have: z dP(z,t)/dt = (1-z)((a - b z)* P(z,t) - bP0(t)) 
with P(z,0)=z^i (i given). I can take the Laplace transform of the DE:
(z^(i+1) - b (1-z)Laplace(P0(t))
---------------------------------
(sz - (1-z)(b - az)

The numerator must be zero, so it follows that Laplace(P(0,t)) is known now. 
The rest is substitution in the first formula and after that taking the 
inverse.

In fact I have the DE and search for solutions such that P0(t) exists. How 
do I do that in Mathematica with the DE and without applying the Laplace 
transform? Is that possible?

The DE comes from the well known Markov equation for a single channel 
Poisson input, and exponential holding time. Its equation starts with dPo/dt 
= -a Po(t) + b P1(t) and the rest: dPn/dt=aPn-1(t)-(a+b)Pn(t)+bPn+1(t).
The above used P(z,t) is the generating function of Pn:
P(z,t) = Sum from zero to infinity (Pn(t) z^n).
Well one can find it in Saaty's Elements of Queueing Theory, page 88. It is 
a standard procedure. I now would like to do it in Mathematica, and my basic 
question is: can it be done with DSolve only.




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