Publications and Research
Document Type
Poster
Publication Date
12-4-2019
Abstract
We study the deterministic characteristics of stochastic processes through investigation of random walks and the heat equation. The relationship is confirmed by discretizing the heat equation in time and space and determining the probability distribution function for random walks in dimension d = 1, 2. The existence of the relationship is presented both through theoretical analysis and numerical computation.
Included in
Numerical Analysis and Computation Commons, Partial Differential Equations Commons, Statistics and Probability Commons
Comments
This poster was presented at the 31st Semi-Annual Honors and Undergraduate Research Scholars Poster Presentation at New York City College of Technology, December 4th, 2019.
Mentor: Prof. Lin Zhou (Mathematics).