Re: Faster Random Walk Simulation ?!?
- To: mathgroup at smc.vnet.net
- Subject: [mg66200] Re: Faster Random Walk Simulation ?!?
- From: "ben" <benjamin.friedrich at gmail.com>
- Date: Thu, 4 May 2006 05:19:50 -0400 (EDT)
- References: <firstname.lastname@example.org>
- Sender: owner-wri-mathgroup at wolfram.com
Hi Mario, your random walk can be solved analytically, just check the literature (hc berg: random walks, coffrey: langevin equation, ...). In case your example is just the baby-case for a more complicated diffusion problem with absorbing boundaries, you may look at Green's-function methods employed by Marco Morelli at AMOLF. Bye Ben