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Numerical solutions to integrodifferential equations which interpolate heat and wave equations

Piotr Rozmej, Anna Karczewska

math.NAarXiv:math/0508564

Abstract

In the paper we study some numerical solutions to Volterra equations which interpolate heat and wave equations. We present a scheme for construction of approximate numerical solutions for one and two spatial dimensions. Some solutions to the stochastic version of such equations (for one spatial dimension) are presented as well.

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