if you have matlab, try this awesome simulation of Brownian Motion!!!!! I was... researching how to include animation for my final project but had to try this out. It kicks ass!

n = 20
s = 0.2
nframes = 50;
x = rand(n,1) -0.5;
y = rand(n,1) -0.5;
h = plot(x,y,'.');
set(h,'MarkerSize',18);
axis([-1 1 -1 1])
axis square
grid off
for k= 1:nframes
x = x + s*randn(n,1);
y = y + s*randn(n,1);
set(h, 'XData', x, 'YData', y)
M(k) = getframe;
end

movie(M,30)