The Riccati differential equation and a diffusion-type equation
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Publication:554283
Maximum principles in context of PDEs (35B50) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Solutions to PDEs in closed form (35C05) Heat kernel (35K08) Initial value problems for second-order parabolic equations (35K15) Fundamental solutions to PDEs (35A08)
Abstract: We construct an explicit solution of the Cauchy initial value problem for certain diffusion-type equations with variable coefficients on the entire real line. The corresponding Green function (heat kernel) is given in terms of elementary functions and certain integrals involving a characteristic function, which should be found as an analytic or numerical solution of the second order linear differential equation with time-dependent coefficients. Some special and limiting cases are outlined. Solution of the corresponding non-homogeneous equation is also found.
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