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MR2358337 (2008k:35261) 35K57 (35A35 35B40)
Cortazar, Carmen; Elgueta, Manuel; Rossi, Julio D.; Wolanski, Noemi How to approximate the heat equation with Neumann boundary conditions by nonlocal diffusion problems. Arch. Ration. Mech. Anal. 187 (2008), no. 1, 137–156.
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