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Results tagged with differential-equations
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user 132216
Ordinary or partial differential equations. Delay differential equations, neutral equations, integro-differential equations. Well-posedness, asymptotic behavior, and related questions.
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Feynman Kac representation for nonlinear heat equation
Consider the following Cauchy problem
\begin{align}
\begin{cases}
\partial_t u=\sigma(t)\partial_{xx} u+ b(u),\; (t,x)\in[0,T]\times \mathbb R\\
u(0,x)=u_0(x)=Ce^{-x^2/2},
\end{cases}
\end{align}
wher …
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