Mixed endpoint Green kernel for a first-derivative drift

ID: mixed-endpoint-green-kernel-for-a-first-derivative-drift

Multiplying the equation for by the integrating factor gives . Integrating once more and reversing the order of integration gives the Green's function
It is continuous across , its first derivative has jump , and it satisfies the mixed Dirichlet boundary condition and Neumann boundary condition. Both homogeneous solutions, and , are eliminated by these two conditions, giving uniqueness. For the solution is .

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