Use of an analog-digital computer to simulate diffusion processes with normal reflection

Process of random hunting with continuous paths converging to a diffusion process with normal reflection at the boundary are studied., In the implementation of the processes the desired boundary condition is established statistically. The possibility of generating such processes in an analog-digital unit with high periodicity of solutions is discussed. These processes can be used in solving boundary-value problems for elliptical and parabolic equations by the Monte-Carlo technique in a hybrid computing system.