Diffusion

Diffusion turns curvatures in distributions into changes in time. The effect on a point on a curve is to take a little away from the point, and add a little from what is on both sides of it. This can be expressed as

{ { \partial F(x,t) } \over { \partial t } } ~ = ~ d { { \partial^2 F(x,t) } \over { \partial x^2 } }

Where F(x,t) is a function in space and time and d is the diffusion constant.

As a difference equation, this can be reformulated as:

{{F(x,t+\delta t) - F(x,t)}\over{\delta t}} ~ = ~ D {{ F(x + \delta x, t) +F(x - \delta x, t) - 2*F(x,t)}\over{\delta x^2}}

So, what is D? Let's figure it out for Rutherford diffusion.