Random walk and the heat equation / Gregory F. Lawler.

"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 equati...

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Bibliographic Details
Main Author: Lawler, Gregory F., 1955-
Language:English
Published: Providence, R.I. : American Mathematical Society, [2010], ©2010.
Series:Student mathematical library ; v. 55.
Subjects:
Physical Description:ix, 156 pages : illustrations ; 22 cm.
Format: Book
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Random walk and the heat equation

Authors: Lawler, Gregory F., 1955-
Published: American Mathematical Society, 2010
Student Mathematical Library (1999-2014): 2010 (American Mathematical Society)
Electronic eBook