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The Diffusion Equation

  • J. Michael Steele
Part of the Applications of Mathematics book series (SMAP, volume 45)

Abstract

In its protean form, the diffusion equation is one of the simplest partial differential equations:
$$\frac{{\partial u}}{{\partial t}} = \lambda \frac{{{\partial ^{2}}u}}{{\partial {x^{2}}}} $$
(11.1)
.

Keywords

Harmonic Function Maximum Principle Diffusion Equation Heat Kernel Uniqueness Theorem 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York, Inc. 2001

Authors and Affiliations

  • J. Michael Steele
    • 1
  1. 1.The Wharton School, Department of StatisticsUniversity of PennsylvaniaPhiladelphiaUSA

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