Auxiliary Materials

Monte Carlo integration in 1D
mcint1d.m
mcint1d_imp.m

Random walk in 2D
mcdiffuse2d.m
mcdiffuse2d_imp.m

Exact solutions of random walk in 2D
diffuse2d_exact_sol.m
diffuse2d_opt_imp.m

Exact solutions of random walk in 2D with potential
pot2d_exact_sol.m