A random walk is a surprisingly good model

2026-07-11

Give a few hundred particles a single rule — each tick, take a step in a random direction — and something orderly falls out of the noise: they spread from a point into a cloud. That is diffusion, and the same maths shows up in ink dropping into water, heat moving through metal, and the way prices wander on a market.

Press play, then reset and watch it happen again from scratch.

This simulation needs JavaScript to run.

There is no physics engine here and no data-science library — about forty lines of arithmetic, redrawn sixty times a second. That is the whole idea behind Aria Fritta’s widgets: the model stays small enough to read, and it runs just as happily on your phone as on a laptop.