Diffusion at finite speed and random walks
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Contributed by Joseph B. Keller, November 12, 2003
Abstract
Diffusion, which occurs with infinite speed, results from a random walk with steps of finite speed. We resolve this paradox and derive a modified diffusion equation with finite speed.
Footnotes
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↵ * E-mail: keller{at}math.standford.edu.
- Copyright © 2004, The National Academy of Sciences





