IJPAM: Volume 14, No. 1 (2004)
DIMENSIONAL DIFFUSION PROBLEM
AND RANDOM WALKS
College of Art and Sciences
Dakota State University
820 North Washington Ave.
Madison, South Dakota 57042-1799, USA
Abstract.We find the solution of the partial difference equation
with initial condition , which corresponds to the discrete two dimensional diffusion equation, by using a Green's function determined through a random walk.
Received: April 19, 2004
AMS Subject Classification: 39A12, 37H10
Key Words and Phrases: partial difference equations, Green's function, random walks
Source: International Journal of Pure and Applied Mathematics