Author of paper: Kenichi Nanbu
Link to paper: https://doi.org/10.1143/JPSJ.52.2654
Author of notebook with (partially) reproduced results: Óscar Amaro
Abstract:Here is described the stochastic solution method of two integro-differential equations for probability density; one is the master equation appearing in the theory of stochastic processes and the other is the Kac model of the Boltzmann equation. The basic idea of the method is in that a set of mutually independent random variables sampled from the probability density can take the place of the role of the probability density function. A few examples are calculated. When the exact solution is known, it is ascertained that the solution obtained from the stochastic solution method agrees with the exact solution.