Generating sample paths of stochastic differential equations (SDE) using the Monte Carlo method finds wide applications in financial engineering. Discretization is a popular approximate approach to ...

Self-assembly of binary charged colloidal particles under a constant electric field (see text). (a) Bundlelike aggregates aligned in the field direction observed in BD simulations at ϕ=5%. (b) ...

First observed by botanist Robert Brown in 1827, Brownian Motion describes the continuous, chaotic movement of tiny particles, such as pollen grains, suspended in a medium. This motion results from ...