I solved part a of the question. I need a hint on how to start solving part b:
Thanks,
Jim
FreeMathHelp thread for part a
screen-shot of entire page
___________________
Edited by stapel -- Reason for edit: Converting fuzzy graphic into clear text.
(b) Show further that transforming:
. . . . .\(\displaystyle \L v\, =\, e^{\kappa y\, +\, \beta s} w(s,\, y)\)
...where:
. . . . .\(\displaystyle \L \gamma \,=\, \frac{1\, -\, \kappa}{2}\, ,\,\,\mbox{ } \beta\, =\, -\frac{(\kappa \,+\, 1)^2}{4}\)
...yields the PDE problem:
. . . . .\(\displaystyle \L w_s \,=\, w_{yy},\,\,\mbox{ } -\infty \,< y\, < \, \infty,\,\, s\, \geq \, 0\). . . . .(1.30)
. . . . .\(\displaystyle \L w(0,\,y)\, =\, \mbox{max}\left(e^{\frac{1}{2}(\kappa\, +\, 1)y}\, -\, e^{\frac{1}{2}(\kappa\, +\, 1)y}\, ,\,0\right)\)
Thanks,
Jim
FreeMathHelp thread for part a
screen-shot of entire page
___________________
Edited by stapel -- Reason for edit: Converting fuzzy graphic into clear text.