Kolmogorov problem for the heat equation and its probabilistic counterpart
نویسنده
چکیده
This paper analyses a pontwise limit of solutions to the first boundary value problem for the heat (or diffusion) equation in a sequence of unboundedly expanded domains of RN+1. The result implies asymptotic probability law for the standard N -dimensional Brownian motion. 2005 Elsevier Ltd. All rights reserved.
منابع مشابه
Nonlocal transformations of Kolmogorov equations into the backward heat equation
We extend and solve the classical Kolmogorov problem of finding general classes of Kolmogorov equations that can be transformed to the backward heat equation. These new classes include Kolmogorov equations with time-independent and time-dependent coefficients. Our main idea is to include nonlocal transformations. We describe a step-by-step algorithm for determining such transformations. We also...
متن کاملBoundary temperature reconstruction in an inverse heat conduction problem using boundary integral equation method
In this paper, we consider an inverse boundary value problem for two-dimensional heat equation in an annular domain. This problem consists of determining the temperature on the interior boundary curve from the Cauchy data (boundary temperature and heat flux) on the exterior boundary curve. To this end, the boundary integral equation method is used. Since the resulting system of linea...
متن کاملExtension of Cube Attack with Probabilistic Equations and its Application on Cryptanalysis of KATAN Cipher
Cube Attack is a successful case of Algebraic Attack. Cube Attack consists of two phases, linear equation extraction and solving the extracted equation system. Due to the high complexity of equation extraction phase in finding linear equations, we can extract nonlinear ones that could be approximated to linear equations with high probability. The probabilistic equations could be considered as l...
متن کاملNumerical Solution of a Free Boundary Problem from Heat Transfer by the Second Kind Chebyshev Wavelets
In this paper we reduce a free boundary problem from heat transfer to a weakly Singular Volterra integral equation of the first kind. Since the first kind integral equation is ill posed, and an appropriate method for such ill posed problems is based on wavelets, then we apply the Chebyshev wavelets to solve the integral equation. Numerical implementation of the method is illustrated by two ben...
متن کاملSolving Some Initial-Boundary Value Problems Including Non-classical Cases of Heat Equation By Spectral and Countour Integral Methods
In this paper, we consider some initial-boundary value problems which contain one-dimensional heat equation in non-classical case. For this problem, we can not use the classical methods such as Fourier, Laplace transformation and Fourier-Birkhoff methods. Because the eigenvalues of their spectral problems are not strictly and they are repeated or we have no eigenvalue. The presentation of the s...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2005