$$ \newcommand{\uex}{{u_{\small\mbox{e}}}} \newcommand{\Aex}{{A_{\small\mbox{e}}}} \newcommand{\half}{\frac{1}{2}} \newcommand{\tp}{\thinspace .} \newcommand{\Oof}[1]{\mathcal{O}(#1)} \newcommand{\dfc}{\alpha} % diffusion coefficient $$

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The 1D diffusion equation

The famous diffusion equation, also known as the heat equation, reads $$ \frac{\partial u}{\partial t} = \dfc \frac{\partial^2 u}{\partial x^2} $$

Here,

Alternative, compact notation: $$ u_t = \dfc u_{xx} $$

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