Random Walk, Normal Distribution, Rayleigh, Maxwell Boltzmann, Diffusion Equation.
the Laplace equations are numerically solved by the random walk [1]. The simplest example of a drunkard’s walk takes place on the horizontal line of integers, where a drunkard starts at the origin and moves +1 (to the right) or -1 (to the left) with equal probability at each step. It is similar to