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MathGroup Archive 2006

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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: <e39k1n$cmn$1@smc.vnet.net>
  • 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


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