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We study the initial-value problem for parabolic equations with mixed partial derivatives and constant coefficients, and with nonlinear and nonlocal right-hand sides. Nonlocal terms appear in the unknown function and its gradient. We analyze convergence of explicit finite difference schemes by means of discrete fundamental solutions.
The phenomenon of thermal ablation is described by Pennes' bioheat equation. This model is based on Newton's law of cooling. Many approximate methods have been considered because of the importance of this issue. We propose an implicit numerical scheme which has better stability properties than other approaches.
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