INFIDEL> I suspect you're overblowing the significance of the truncated boundary to the Cauchy Problem -- I think linear parabolic operators don't care > where you put a prescribed curve in the domain, as long as 0<T<infinity: they'll just make sure they'll adjust the solution surface so that it goes > through C(S,T)=f(S). The solution has to go to zero at infinity, and this fact together with the one prescribed curve should be enough to > determine C(S,0).I am trying to think what this means. Are you saying that we don't worry about what's happening far away at all and just solve on a Quarter plane?That is (0 to infinity in S direction) and (0 to T in time direction)?This would be useful because we do not get info from far field.