Random Walk, Laplace Equation, Poisson Equation, Brownian Motion, Maxwell Boltzmann.
generate_exit_time(v, delta_t = 0.05): w = v.copy() exit = False while not exit: rvs = np.random.normal(0,1,size=2) # normal dist. replaces binomial w += delta_t * rvs exit = check_exit_boundary(w) return analytical_solution(w), w In fact, in mathematics, the idea of using Brownian motion to solve