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Partial differential equations (PDEs): Existence and uniqueness, regularity, boundary conditions, linear and non-linear operators, stability, soliton theory, integrable PDEs, conservation laws, qualitative dynamics.
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General solution to ODE [closed]
Considering the following ODE : find $f(x)$ such that
$$\frac{\sigma^{2}}{2}\frac{d^2}{dx^2}f(x)+a(b-x)\frac{d}{dx}f(x)-(\rho+\lambda)f(x)=-\lambda g(x) $$
Where, $a,b,\rho,\lambda,\sigma\in(0,+\inft …