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Re: Faster Random Walk Simulation ?!?


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


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