Abstract

In this article sharp asymptotics for the solution of nonhomogeneous Kolmogorov, Petrovskii and Pisciunov equation depending on a small parameter are considered when the initial condition is the characteristic function of a set A∈ R d . We show how to extend the Ben Arous and Rouault's result that dealt with d=1 and the initial condition as the characteristic function of A={ x⩽0}. The dependance of the asymptotics on the geometry of the boundary of A is precisely described for the problem with constraints.

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