Editing Diffusion equation (section)

== Discretization ==
{{see also|Discrete Gaussian kernel}}

The diffusion equation is continuous in both space and time. One may discretize space, time, or both space and time, which arise in application. Discretizing time alone just corresponds to taking time slices of the continuous system, and no new phenomena arise.
In discretizing space alone, the [[Green's function]] becomes the [[discrete Gaussian kernel]], rather than the continuous [[Gaussian kernel]]. In discretizing both time and space, one obtains the [[random walk]].