The Fundamental Solution for the Heat Equation on the half-line with Drift and Dirichlet Boundary Condition
Probability
2020-10-06 v2
Abstract
By a probabilistic method we provide an explicit fundamental solution of the Cauchy problem associated to the heat equation on the half-line with constant drift and Dirichlet boundary condition at zero.
Keywords
Cite
@article{arxiv.2010.00690,
title = {The Fundamental Solution for the Heat Equation on the half-line with Drift and Dirichlet Boundary Condition},
author = {Tertuliano Franco and Patrícia Gonçalves and Nicolas Perkowski and Marielle Simon},
journal= {arXiv preprint arXiv:2010.00690},
year = {2020}
}
Comments
We have been warned by Hugo Panzo (Technion) that this result was already known