Random walk is a path that does not have a clear direction, but is determined by a series of completely random solutions. Imagine that an ant has gone mad and takes each new step in a random direction ...

To use it, put in the python path or in the same directory of the python script, and do, for example: import pydif import numpy as np rndWalk = pydif.RandomWalk(sigma, dt**.5, nthreads, ...