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Mathematical methods in classical mechanics, classical and quantum field theory, quantum mechanics, statistical mechanics, condensed matter, nuclear and atomic physics.

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From Brownian Motion to the Heat Equation

Consider a set of N balls that start at the origin. In a given unit of time, $\delta t$, the balls have a probability $p = 0.5$ of jumping a distance $\delta x$ to the right, and the same probability …
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2 votes

From Brownian Motion to the Heat Equation

This was resolved. I had made a mistake in the diffusion constant (by a factor of 2). Once it's corrected, the analytical vs. stochastic result is bang on. See here.
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