Diffusion changes mean-square spread without choosing a mean shift. Exact arithmetic here means exact results for the stated model inputs; measured inputs still carry uncertainty and significant-figure limits.

highlighted = computed this step

Diffusion widens mean-square spread

Diffusion coefficient 2 and time 3 give spread 12 square metres.

223=122\cdot2\cdot3=12
Drift and diffusion ledgerDrift moves the mean while diffusion widens the spread.meanspread

Spread widens without choosing the mean

The checked spread value is 12 square metres, while the mean remains a separate vector.

12 m212\ \text{m}^{2}
Drift and diffusion ledgerDrift moves the mean while diffusion widens the spread.meanspread