paper

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

arXiv:2010.00690

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.

We have been warned by Hugo Panzo (Technion) that this result was already known

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