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Solving the heat equation | DE3
Exact unsteady solution to 1D diffusion equation
Lecture 8: Properties of solutions to the diffusion equation
The Diffusion Equation Part 3: Green’s Functions
Solutions to Diffusion equations - 1
Diffusion equation (separation of variables) | Lecture 53 | Differential Equations for Engineers
Diffusion equation | Lecture 52 | Differential Equations for Engineers
Lecture 10: Calculating solutions to the diffusion equation
Solution to the diffusion equation using complex calculus and the Laplace transform
Transformation to the diffusion equation and Black-Scholes formulae
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Last Updated: September 22, 2026
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After looking at the Laplace equation and the wave equation, it's time to move on to the EOAS - UBC Numeric Course, Lab 1. Explains the derivation of the Fundamental Boundary conditions, and set up for how Fourier series are useful. Help fund future projects: ... Script by Lorcan Nicholls Watch the whole Steady state condition, Thin film geometry- instantaneous source Laplace Transform, Leibniz integral rule. ... including the connection between the black Scholes equation