Mathematica 9 is now available
Student Support Forum
-----
Student Support Forum: 'NDSolve Power infy problem' topicStudent Support Forum > General > "NDSolve Power infy problem"

< Previous Comment | Next Comment >Help | Reply To Comment | Reply To Topic
Author Comment/Response
Bill Simpson
12/17/12 2:29pm

If, based on the error messages included in your notebook, I rewrite your problem as

In[1]:= a=1/20; b= -1/20; σ=35/100; λ=1; ρ=1; r= 15/1000;
DSolve[∂\_x ψ[X]*((X*(b - σ*λ*ρ))-a*X^2)+ ∂\_(X, X)ψ[X]*(1/2*σ^2*X^2)==ψ[X]*r, ψ, X]

Out[6]= {{ψ -> Function[{X}, C[1]/X^((2*Sqrt[3]*(-7/(4*Sqrt[3]) - Sqrt[97/3]/4))/7) + C[2]/X^((2*Sqrt[3]*(-7/(4*Sqrt[3]) + Sqrt[97/3]/4))/7)]}}

then that manually simplifies to

ψ[X_]= C[1] X^(1/2+Sqrt[97]/14)+C[2] X^(1/2-Sqrt[97]/14)

if I haven't made any scrape-n-paste errors.

When I look at your initial condition of ψ[0]==0 then I am worried. I don't see a way to satisfy that without making the solution==0 and that will then not satisfy your second condition.

URL: ,

Subject (listing for 'NDSolve Power infy problem')
Author Date Posted
NDSolve Power infy problem Lorenzo 12/05/12 12:09pm
Re: NDSolve Power infy problem Bill Simpson 12/17/12 2:29pm
Re: Re: NDSolve Power infy problem Bill Simpson 12/17/12 11:11pm
< Previous Comment | Next Comment >Help | Reply To Comment | Reply To Topic