Timeline for Feynman Kac representation for nonlinear heat equation
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 2, 2021 at 20:42 | comment | added | Daniele Tampieri | Immaginavo, ma ho voluto tentare. Again Buona Pasqua, @Chaos. | |
| Apr 2, 2021 at 20:37 | comment | added | Chaos | @DanieleTampieri Ciao Daniele! I have Freidlin's book but I wasn't able to find a Feynman Kac representation for an equation in which the source was actually nonlinear! The linear case although it could have relevance from a PDE perspective, is not interesting for my purposes | |
| Apr 2, 2021 at 20:34 | comment | added | Chaos | @CarloBeenakker my main question was regarding the existence of a Feynman Kac representation, in addition I was asking for a confirmation on whether such an expression is actually correct. | |
| Apr 2, 2021 at 20:32 | comment | added | Daniele Tampieri | Perhaps you may find this reference interesting: Mark Freidlin, Functional integration and partial differential equations, (English) Annals of Mathematics Studies, No. 109. Princeton, New Jersey: Princeton University Press, pp. IX+545 (1985), MR0833742, Zbl 0568.60057. | |
| Apr 2, 2021 at 20:30 | comment | added | Carlo Beenakker | if it is useful for your purpose, you could certainly do it, but what is then the question? | |
| Apr 2, 2021 at 20:17 | comment | added | Chaos | @CarloBeenakker indeed, this is just another way to write down the equation, but in my case (there's a lot of context i didn't introduced in the question) this way of writing things down can be useful | |
| Apr 2, 2021 at 18:58 | comment | added | Carlo Beenakker | in your last equation, you want to treat $b[u(t,x)]$ as a given source term $B(t,x)$ and then you can just apply the usual path integral solution; but that would not be very helpful, since this source is not actually given. | |
| Apr 2, 2021 at 16:00 | history | asked | Chaos | CC BY-SA 4.0 |