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Jun 18, 2021 at 11:59 comment added Alex Trounev @titanium Gaussian distribution defined on $-\infty <x<\infty$. It is not periodic function on $0\le x\le 2 \pi$
Jun 17, 2021 at 22:29 comment added titanium Thanks for catching that. I corrected the problem. My point was after running the code for long enough, the distribution of p[x,100] should be a Gaussian distribution which integrates to 1 in the range of 0, 2Pi. This is because p is the probability density. At the moment I cannot recover this.
Jun 17, 2021 at 22:26 comment added SuperCiocia Well it's a diffusion equation, the width is supposed to get larger. Also your equation does not have a $P$ on the $\alpha$ term, but your Mathematica code does?
Jun 17, 2021 at 22:18 comment added titanium Even if I do so, plot of p[x, 100] looks really weird; its amplitude is way too small.
Jun 17, 2021 at 22:11 history answered SuperCiocia CC BY-SA 4.0