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Random Walk and the Heat Equation (Student Mathematical Library)

Gregory F. Lawler




[PDF.sr23] Random Walk and the Heat Equation (Student Mathematical Library)

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 | #679509 in Books |  2010-11-22 | Original language:English |  8.25 x5.50 x.25l,.45 | File type: PDF | 156 pages

||0 of 1 people found the following review helpful.| Key to connecting two fundamental ideas!|By David Fowler|This is something I've wanted to know for a long time: how does the Heat Equation connect with The Drunkard's Path? The key seems to be Stirling's Formula. Now I have a framework to help me understand this.|1 of 3 people found the following review helpful.| Excellent book|By Evge

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 equation by considering the individual random particles, however, one gains further intuition into the problem. While this is now standard for many researchers, this approach is gene...

You can specify the type of files you want, for your device.Random Walk and the Heat Equation (Student Mathematical Library)   |  Gregory F. Lawler.Not only was the story interesting, engaging and relatable, it also teaches lessons.

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