Numerical Solution of Functional Equations by Means of Laplace Transform--III : The Diffusion Equation.

by Richard Ernest Bellman, Robert E. Kalaba, Jo Ann Lockett

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One of the fundamental equations of chemistry and biology is the heat or diffusion equation. A new method for its numerical integration is presented, which hinges on the numerical inversion of Laplace transforms. One advantage over the usual finite difference schemes is that a small amount of computation yields the solution for large values of the time. 21 pp.

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