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Neumann heat kernel on a half-line
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Area of mathematics
Analysis
Partial differential equation
Diffusion equation
Heat equation
Heat kernel
2026-09-24
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For the
heat equation
u
t
=
2
1
u
xx
on
x
>
0
with the
Neumann boundary condition
u
x
(
t
,
0
)
=
0
, the
method of images
gives
K
t
N
(
x
,
y
)
=
p
t
(
x
−
y
)
+
p
t
(
x
+
y
)
,
p
t
(
z
)
=
2
π
t
1
e
−
z
2
/
(
2
t
)
.
(1)
Thus
u
(
t
,
x
)
=
∫
0
∞
K
t
N
(
x
,
y
)
f
(
y
)
d
y
. This is also the transition kernel of
Reflected Brownian motion
.
Ancestors
(8)
Heat kernel
Heat equation
Diffusion equation
Partial differential equation
Analysis
Area of mathematics
Mathematics
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(1)
Past exam of the mathematics course of the University of Cambridge
/
2024
/
iii
/
Paper 202
/
6
/
b
/
Solution
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