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Random walk and the heat equation

The heat equation can be derived by averaging over a very large number of particles. Traditionally, the resulting PDE is studied as a deterministic equation, an approach that has brought many significant results and a deep understanding of the equation and its solutions. By studying the heat equatio...

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Detalles Bibliográficos
Autor principal: Lawler, Gregory F
Lenguaje:eng
Publicado: American Mathematical Society 2010
Materias:
Acceso en línea:http://cds.cern.ch/record/2623046