Abstract
Construct an explicit solution of the Cauchy initial value problem for certain diffusion-type equations with variable coefficients on the entire real line. The heat kernel is given in terms of elementary functions and certain integrals involving a characteristic function, which should be found as an analytic or numerical solution of a Riccati differential equation with time-dependent coefficients. Some special and limiting cases are outlined. Solution of the corresponding nonhomogeneous equation is also found.
Original language | English (US) |
---|---|
Pages (from-to) | 225-244 |
Number of pages | 20 |
Journal | New York Journal of Mathematics |
Volume | 17 A |
State | Published - 2011 |
Keywords
- Diffusion-type equation
- Fundamental solution
- Heat kernel
- Riccati differential equation
- The cauchy initial value problem
ASJC Scopus subject areas
- Mathematics(all)