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Tagged with ap.analysis-of-pdes linear-pde
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characteristic surface
Hello,
I have the following 4 PDEs which I am trying to solve for $G(x,y,z)$ :
(1) $G_{xy}=0$
(2) $G_{xz}=0$
(3) $G_{yz}=0$
(4) $G_{xx}-G_{yy}=0$.
It is not hard to see that the general ...
- 3
2
votes
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General solutions for HJB equations in a special case.
I am reading the book of Wendell Flemming in control theorem to learn the HJB equation
Here is the setting that interests me: Let $g_i: i=1,2$ be $C^2 =C^{2}(-\infty,\infty)$ functions such that $0\...
- 281
3
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Long time behavior of the heat equation on R
Let $\mu\in\mathcal{S}'(R)$ be a Schwartz distribution. The solution of a heat equation with $\mu$ as the initial data is
$$
u(t,x)= \int_R \frac{e^{-\frac{(x-y)^2}{2t}}}{\sqrt{2\pi t}} \mu(d y)
$$
...
- 2,715