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A simple model of diffusion in a 1 dimensional strip xt(i)
is as follows
xt+1(i) =
D xt(i-1) +
(1 - 2 D) xt(i) +
D xt(i+1)
This gives the value at element i at time t+1
where D is the coefficient of diffusion, normally 0 < D << 1.
As an example, consider how a single point diffuses in time. In the following
image time runs down the screen.
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