A 2ND LOOK AT THE METHOD OF RANDOM-WALKS

A formal statistical discussion of the origins of the random walk and its relation to the classic advection-dispersion equation is given. At issue is the common use of Gaussian distributed steps in producing th e desired dispersive effects. Shown are alternative solutions to the b asic Langevin equation describing mass displacements based on non-Gaus sian, white increments. In particular, the results reveal that uniform or symmetric-triangular steps can be employed without loss of general ity in accuracy of the solution (over all Peclet numbers) and may yiel d significant savings in the computational generation of the random de viates required in the Monte Carlo procedures of the random walk metho d.