$$
\newcommand{\uex}{{u_{\small\mbox{e}}}}
\newcommand{\Aex}{{A_{\small\mbox{e}}}}
\newcommand{\half}{\frac{1}{2}}
\newcommand{\tp}{\thinspace .}
\newcommand{\Oof}[1]{\mathcal{O}(#1)}
\newcommand{\dfc}{\alpha} % diffusion coefficient
$$
Study guide: Finite difference schemes for diffusion processes
Hans Petter Langtangen [1, 2]
[1] Center for Biomedical Computing, Simula Research Laboratory
[2] Department of Informatics, University of Oslo
Nov 18, 2014
