Python, Physics, Math, Statistics, Computer Science.
boundary conditions are that p(t,x_max) = p(t,x_min) = 0 , which means that the probability of the particle is at x_max, x_min is 0. This means that the particle will never reach that point, so we need to choose x_max, x_min accordingly (usually 8*sigma away is enough). We assume that we know the