Discrete two dimensional diffusion problem on a half plane

MaRDI QIDQ5487678zbMATH OpenFDO

Authors Richard I. Avery, Glenn Berman

Publication date 11 September 2006

zbMATH Keywords

difference equationdiffusion equationGreen's functionrandom walk

Mathematics Subject Classification ID

Integral representations of solutions to PDEs (35C15) Initial value problems for second-order parabolic equations (35K15) Generation, random and stochastic difference and differential equations (37H10) Discrete version of topics in analysis (39A12) Sums of independent random variables; random walks (60G50)

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Cited in

(2)

• Recursive definition of the Green function of a difference equation
• A two-dimensional sideways problem with random discrete data

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