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Question 4 Not yet answered Marked out of 1.00 P Flag question To solve y+y 2y = 2t with the initial values y(0)=0 and
Question 4 Not yet answered Marked out of 1.00 P Flag question To solve y"+y 2y = 2t with the initial values y(0)=0 and we first find the -2t Ye Ce + Det. To get the solution, we assume Since neither assumption will work. Substituting y in the differential equation we obtain and D=1. y=cos A+B particular complementary y=At+B At y (0)=1 y'(0)=2 C=1/2 y(0)=-1 C=1/2 solution nor B are solutions of the homogeneous equation this and B=-1/2. Next, we use the initial conditions and obtain y=A+Bt y(0)=-1) A=-1 A=1
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An Introduction to the Mathematics of financial Derivatives
Authors: Salih N. Neftci
2nd Edition
978-0125153928, 9780080478647, 125153929, 978-0123846822
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