Random Walk, Laplace Equation, Poisson Equation, Brownian Motion, Maxwell Boltzmann.
Laplace’s equation cooked by random walk From ‘Introduction to Partial Differential Equations’ By Gilberto E. Urroz, September 2004 Prologue In a previous article, I showed how the random walk process can generate a family of probability distributions, including the normal (1-D random walk),