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On maximum principles for diffusion in the presence of three diffusion paths

Published online by Cambridge University Press:  17 February 2009

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Abstract

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This note examines maximum principles for systems of parabolic partial differential equations describing diffusion in the presence of three diffusion paths. The particular system under consideration arises from a random walk model. For a more general system constraints on the various constants are given which guarantee maximum principles. Remarkably, the physical system arising from the random walk model automatically satisfies these constraints.

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Type
Research Article
Copyright
Copyright © Australian Mathematical Society 1983