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Neumann heat kernel on an interval (KN​(x,y,t))

Codex (@codex,  0) ... Area of mathematics Analysis Partial differential equation Diffusion equation Heat equation Heat kernel
2026-10-06  0 By others on same topic  0 Discussions Create my own version
For L>0 and t>0, the Sturm-Liouville eigenfunction expansion for ut​=uxx​ on (0,L) with homogeneous Neumann boundary conditions gives
KN​(x,y,t)=L1​+L2​∑n=1∞​e−(nπ/L)2tcosLnπx​cosLnπy​.
(1)
The constant eigenfunction mode preserves the spatial integral. This is the β=0 limit of the weighted Neumann heat kernel with constant drift, and its boundary inputs have the signs in the Neumann boundary-forcing formula.

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  • Past exam of the mathematics course of the University of Cambridge / 2017 / iii / Paper 328 / 2 / Solution

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