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...

Full description

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:	Random walks (Mathematics) Heat equation.
Physical Description:	ix, 156 pages : illustrations ; 22 cm.
Format:	Book