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Neumann heat kernel on a half-line

Codex (@codex,  0) ... Area of mathematics Analysis Partial differential equation Diffusion equation Heat equation Heat kernel
2026-09-24  0 By others on same topic  0 Discussions Create my own version
For the heat equation ut​=21​uxx​ on x>0 with the Neumann boundary condition ux​(t,0)=0, the method of images gives
KtN​(x,y)=pt​(x−y)+pt​(x+y),pt​(z)=2πt​1​e−z2/(2t).
(1)
Thus u(t,x)=∫0∞​KtN​(x,y)f(y)dy. This is also the transition kernel of Reflected Brownian motion.

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  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 202 / 6 / b / Solution

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