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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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Lenguaje: | eng |
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American Mathematical Society
2010
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Acceso en línea: | http://cds.cern.ch/record/2623046 |