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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



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