Reposted by Dr. Martin Skrodzki
@visualpde.com Is such an awesome website. Explaining geometric Brownian motion in a lecture tomorrow, and this tool here will help me illustrate the corresponding forward Kolmogorov equation: visualpde.com/sim?mini=JOD...
visualpde.com
Interactive simulation | VisualPDE
An interactive simulation of a partial differential equation, live in your browser with VisualPDE.