The linear PDE given by: $$\begin{cases} u_t - k\Delta u = 0 \\ u(x,0) = u_0(x) \text{ (the noisy image) } \end{cases}$$ This solution can be also done discretizing ...

This MATLAB code implements the classical Monte Carlo method for solving partial differential equations (PDEs). The code uses the log function of the norm of a random vector as an example PDE and ...