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anonymous

  • 5 years ago

Hi I am trying to solve the second order differential equation: 0 = 1 + T′(V )μ + 1σ2T′′(V ) with constraints T(theta) = 0 and T'(0) = 0. Does anyone know how to do this?

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  1. anonymous
    • 5 years ago
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    Second expression is actually (1/2) * sigma^2 T''(V).

  2. anonymous
    • 5 years ago
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    Am I somehow allowed to treat this like a first order diff because there is no T(V) expression?

  3. anonymous
    • 5 years ago
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    IIRC, the right way is to define S(V)=T'(V), rewrite in terms of S(V), solve that, and then find T by integrating T' ... there may be a shortcut, but I can't think of it

  4. anonymous
    • 5 years ago
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    Thanks, I think I got it now :)

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