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pith:DUYW7S6T

pith:2025:DUYW7S6THGN24KJFJ6Z3M6X6ME
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Kolmogorov equations for evaluating the boundary hitting of degenerate diffusion with unsteady drift

Hidekazu Yoshioka

The finite difference method for linear and nonlinear Kolmogorov equations of unsteady Jacobi diffusion yields unique numerical solutions due to discrete ellipticity when the discount is positive.

arxiv:2501.02729 v5 · 2025-01-06 · math.NA · cs.NA

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\pithnumber{DUYW7S6THGN24KJFJ6Z3M6X6ME}

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3 Author claim open · sign in to claim
4 Citations open
5 Replications open
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Claims

C1strongest claim

The finite difference method for the linear and nonlinear Kolmogorov equations yields a unique numerical solution because of discrete ellipticity if the discount is positive.

C2weakest assumption

The accuracy of the finite difference method critically depends on the regularity of the boundary condition, and the use of high-order discretization is not always effective.

C3one line summary

Develops Kolmogorov equations and finite difference methods for boundary hitting in degenerate Jacobi diffusions with unsteady drift, with a mean-field tourism application.

Receipt and verification
First computed 2026-06-03T01:05:03.935692Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

1d316fcbd3399bae29254fb3b67afe6130c553282f491775c5bcdfe6c2bf3ca2

Aliases

arxiv: 2501.02729 · arxiv_version: 2501.02729v5 · doi: 10.48550/arxiv.2501.02729 · pith_short_12: DUYW7S6THGN2 · pith_short_16: DUYW7S6THGN24KJF · pith_short_8: DUYW7S6T
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Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/DUYW7S6THGN24KJFJ6Z3M6X6ME \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 1d316fcbd3399bae29254fb3b67afe6130c553282f491775c5bcdfe6c2bf3ca2
Canonical record JSON
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    "cross_cats_sorted": [
      "cs.NA"
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    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "math.NA",
    "submitted_at": "2025-01-06T02:57:44Z",
    "title_canon_sha256": "1595eec001b9f6932ebb2e9f69cee5f6055215d70c651b2976ff86106c297db4"
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