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Aug 10, 2020 at 8:32 comment added Giorgio Metafune Writing $\phi=\log v$ leads to the heat equation $v_t=v_{xx}$ but the boundary condition looks more complicate.
Aug 4, 2020 at 17:14 comment added cts12 Thanks @MichaelRenardy. The existing solution $\varphi$ that I found is a probability density (modelling the transition probability of a stochastic system to jump from state $x$ to state $y$ in $t>0$ units of time). Yes, I want the boundary at $t=T$ only.
Aug 4, 2020 at 17:11 history edited cts12 CC BY-SA 4.0
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Aug 4, 2020 at 17:01 comment added Michael Renardy Do you really want the boundary condition only at t=T? And I suppose you also want an initial condition?
Aug 4, 2020 at 16:33 history edited cts12 CC BY-SA 4.0
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Aug 4, 2020 at 15:56 history edited cts12 CC BY-SA 4.0
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Aug 4, 2020 at 15:44 history edited cts12 CC BY-SA 4.0
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Aug 4, 2020 at 15:33 history asked cts12 CC BY-SA 4.0