Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

I have this following PDE to solve for $u(x,t): x\in(-\infty,\infty), t\in(0,T)$

$$u_t+\frac{1}{2}u_{xx} = f(x)u$$ Where $f(x) = \gamma x^2$.

I purposed the Boundary conditions: $$u(\infty, t) = u(-\infty, t) = 0, u(x, 0) = C, u(x,T) = 1$$

Would this be solvable? I just have no idea how to work with $\infty$.

share|cite|improve this question

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.