Solution of PDE for Random Walk
Here I find the solution of the diffusion equation for a random walk in one dimension using the Fourier transform.
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Derivation of PDE for Random Walk
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Solving the heat equation | DE3
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Monte Carlo Geometry Processing
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Solving the Heat Equation with the Fourier Transform
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A Random Walker
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Random walks in 2D and 3D are fundamentally different (Markov chains approach)
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But what is the Fourier Transform? A visual introduction.
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