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The heat equation and its solution, analytic properties and issues in its numerical solution. Before diving into the meanders of numerical methods for. Based on presentations given at the workshop numerical methods in finance held at the inria bordeaux france on june 12, 2010, this book provides an overview of the. This book is dedicated to commander straker, lieutenant ellis, and all shad0 operatives. This is the simplest application of the previous method since x 1u.
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