On random walk models with space varying diffusivity (Q1902675)

Random walk models with constant diffusivity are often used to model dispersion processes in the environment. In this case it is easy to show that the results of a random walk model are equivalent with the solution of an advection diffusion equation. Deriving random walk models for more general cases is not trivial. A procedure is described to derive the correct random walk model also for a very general advection diffusion equation, e.g. one with a space varying diffusivity.