Solution of a differential equation with unknown coefficients
Consider the numerical differential equation \[ (1)\quad \sum^{n}_{k=0}a_ k(D_ x+D_ y)^ kf(x)f(y)=h(x,y),\quad x\geq 0,\quad y\geq 0 \] with the initial conditions \[ (2)\quad f(0)=f'(0)=...=f_{(0)}^{(n-1)}=g(0)=g'(0)=...=g_{(0)}^{(n-1)}=0 \] where the coefficients \(a_ 0,a_ 1,...,a_ n\) \((a_ n\neq 0)\) and the functions f,g are unknown, where h is known and n is a fixed positive integer, \(D_ x=\partial /\partial x\), \(D_ y=\partial /\partial y\). Let P(s), \(s\in R\), be the generating function of the coefficients \(a_ 0,a_ 1,a_ 2,...,a_ n\), \[ (3)\quad P(s)=a_ 0+\sum^{n}_{k=1}a_ ks^ k,\quad s\in R \] and F,G,H the Laplace transforms of f,g,h \[ (4)\quad F(u)=\int^{\infty}_{0}e^{- ux}f(x)dx,\quad u>u_ 0;\quad G(v)=\int^{\infty}_{0}e^{- vy}z(y)dy,\quad v>v_ 0 \] \[ (5)\quad H(u,v)=\int^{\infty}_{0}\int^{\infty}_{0}e^{-ux-vy}h(x,y)\quad dxdy,\quad u>u_ 0,v>v_ 0. \] The author proves three theorems about existence, uniqueness of a solution of equation (1) with initial conditions (2), as well as explicit formulas for the solution. The solution is expressed in terms of the functions (3),(4),(5). The paper ends with an example for an illustration of the results obtained.
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