Is there an easy derivation of this? I don't understand page 13
u(0, τ)=0 This problem has now become that of the ﬂow of heat in an inﬁnite bar. However, there is a slightly new condition in u(0, τ) = 0. This essentially says that at any time t, the temperature is 0 at x = 0.
wouldn't it be y=b where b is the barrier price? x=0 doesn't make sense when I try to visualize the problem. The barrier is on the y axis