Similarity Solutions of Partial Differential Equations in Probability
作者： Mario Lefebvre
DOI: 10.1155/2011/689427
关键词: Separation of variables 、 Concentric 、 Numerical partial differential equations 、 Similarity (network science) 、 Mathematics 、 Partial differential equation 、 Boundary (topology) 、 Separable partial differential equation 、 Mathematical analysis 、 Generalized Fourier series
摘要: Two-dimensional diffusion processes are considered between concentric circles and in angular sectors. The aim of the paper is to compute probability that process will hit a given part boundary stopping region first. appropriate partial differential equations solved explicitly by using method similarity solutions separation variables. Some expressed as generalized Fourier series.
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