The Fundamental Solution for the Heat Equation on the half-line with Drift and Dirichlet Boundary Condition

Tertuliano Franco; Patrícia Gonçalves; Nicolas Perkowski; Marielle Simon

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arXiv · 2010.00690

The Fundamental Solution for the Heat Equation on the half-line with Drift and Dirichlet Boundary Condition

Tertuliano Franco·Patrícia Gonçalves·Nicolas Perkowski·Marielle Simon

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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.

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Tertuliano Franco, Patrícia Gonçalves, Nicolas Perkowski, Marielle Simon. 2020-10-05. The Fundamental Solution for the Heat Equation on the half-line with Drift and Dirichlet Boundary Condition. https://arxiv.org/abs/2010.00690

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