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Tagged with bounds-of-integration partial-differential-equations
3
questions
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Uniform initial conditions make Fokker-Planck/Kolmogorov Equation boundary conditions inconsistent
When considering the time evolution of a distribution over a state variable $x$, one of the cases that seems fundamental is when knowledge about $x$ begins uniform. However, modelling the process as ...
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An upper bound for an integral
I saw many references using the following estimate but I couldn't prove it.
Given $T>0$ and $0 < b \leq \frac{1}{2}$, exist $C(b)$ constant that depends only on $b$ such that
\begin{equation}
\...
- 119
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Fixing the bounds of an indefinite integral
Question:
$$\frac{\partial^2 u}{\partial x^2}-\frac{\partial^2 u}{\partial t^2}=f(x,t) \qquad \qquad u(x,0)=\frac{\partial u}{\partial t}(x,0)=0$$
Solve this equation, writing the solution in the ...
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