The Diffusion Equation

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


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


Harmonic Function Maximum Principle Diffusion Equation Heat Kernel Uniqueness Theorem 
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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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