Chapter 7. Diffusion Equation

Chapters in this book

1. Frontmatter i
2. Preface vii
3. Contents xi
4. Chapter 0. Introduction 1
5. Chapter 1. Green’s Functions for ODE 9
6. Chapter 2. The Laplace Equation 55
7. Chapter 3. The Static Klein–Gordon Equation 130
8. Chapter 4. Higher Order Equations 167
9. Chapter 5. Multi-Point-Posed Problems 226
10. Chapter 6. PDE Matrices of Green’s type 265
11. Chapter 7. Diffusion Equation 317
12. Chapter 8. Black–Scholes Equation 362
13. Appendix. Answers to Chapter Exercises 402
14. Bibliography 421
15. Index 427