Elementary simulation of tethered Brownian motion

We describe a simple numerical simulation, suitable for an undergraduate project (or graduate problem set), of the Brownian motion of a particle in a Hooke-law potential well. Understanding this physical situation is a practical necessity in many experimental contexts, for instance in single molecule biophysics; and its simulation helps the student to appreciate the dynamical character of thermal equilibrium. We show that the simulation succeeds in capturing behavior seen in experimental data on tethered particle motion.