Multidimensional Kolmogorov-Petrovsky test for the boundary regularity and irregularity of solutions to the heat equation
Author(s) -
Ugur G. Abdulla
Publication year - 2005
Publication title -
boundary value problems
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.579
H-Index - 38
eISSN - 1687-2770
pISSN - 1687-2762
DOI - 10.1155/bvp.2005.181
Subject(s) - mathematics , heat equation , brownian motion , partial differential equation , mathematical analysis , ordinary differential equation , boundary (topology) , diffusion , point (geometry) , boundary value problem , differential equation , statistics , geometry , physics , thermodynamics
This paper establishes necessary and sufficient condition for the regularity of a characteristic top boundary point of an arbitrary open subset of â„ÂN+1 (N≥2) for the diffusion (or heat) equation. The result implies asymptotic probability law for the standard N-dimensional Brownian motion
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