A Combinatorial Approach to Discrete Diffusion on a Segment
نویسنده
چکیده
We find the solution of the partial difference equation u(x, t + 1) = l u(x + 1, t)+ r u(x − 1, t) for x ∈ [1,m] subject to the absorbing boundary conditions at x = 0 and x = m+1. Green’s function will be determined using random walk techniques applying the reflective and inclusion-exclusion principles. AMS subject classification: 39A12, 37H10.
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