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PRODID:-//Memento EPFL//
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SUMMARY:Side boundary conditions for a Kolmogorov Diffusion
DTSTART:20231218T150000
DTEND:20231218T160000
DTSTAMP:20260509T155047Z
UID:1973036cc77e0525399956bccc4330f4bb45b3fb8aef8ebc6d97b005
CATEGORIES:Conferences - Seminars
DESCRIPTION:Richard Sowers (Illinois)\nAbstract: \n\nWe consider a Kolmog
 orov-type PDE corresponding to a particle under white noise force.  We ar
 e interested in stopping the process at a fixed position\, i.e.\, imposing
  Dirichlet conditions at a side boundary.  We construct a simple Gaussian
  heat kernel inside the domain\, and investigate a boundary-layer kernel\,
  connected to some work by McKean.  We show that this boundary layer heat
  kernel has a novel jump condition.  We outline a polynomial expansion of
  for the heat kernels\, and then construct a Volterra equation for solving
  the original problem.  The novel jump leads to a periodic structure of t
 he Volterra equation.\n\n 
LOCATION:Bernoulli center https://maps.app.goo.gl/LGa7ei1hQkCkkHN1A
STATUS:CONFIRMED
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