Diffusion-Equation

Diffusion Equation as shown in the course of Models of Theoretical Physics:

$$ \mathbf{\partial_t p(x, t) = D\partial^2_xp(x,t)} $$

We set $x_i = l\cdot i$ with $i\in\mathbb{Z}$, we obtain an example of diffusion model on the top and the verification of the cental limit theorem at the bottom.

Diffusion

Probability distribution