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The Black-Scholes equation resembles the kinds of differential equations physicists use to represent heat diffusion and other random processes in nature.
The penetration distance is correlated with the heat diffusion distance.
Temperature transients caused by heat diffusion are used as example.
In fact, the linear scale-space is equivalent to a linear heat diffusion equation [13, 14].
Kim et al. in [15] solved multiple-class-based co-segmentation problem by anisotropic heat diffusion.
The theory was modified by Toda who used a classical heat diffusion equation (Toda 1994).
When τ T /τ q ≥ 1, however, heat diffusion dominants and Eq. 14 is parabolic [68].
We will denote the heat diffusion coefficient and the temperature by λ and T, respectively.
However, for macroscopic devices, the relatively slow heat diffusion in solids strongly limits their performances.
The ODE subsystem assumes a triangular structure while the PDE element is of heat diffusion type.
A one-dimensional theoretical model was developed to assess the heat diffusion process in the layers.
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