BROWNIAN_MOTION_SIMULATION is a FORTRAN77 library which simulates Brownian motion in an M-dimensional region, creating graphics files for processing by gnuplot.
Brownian motion is a physical phenomenon which can be observed, for instance, when a small particle is immersed in a liquid. The particle will move as though under the influence of random forces of varying direction and magnitude.
There is a mathematical idealization of this motion, and from there a computational discretization that allows us to simulate the successive positions of a particle undergoing Brownian motion.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
BROWNIAN_MOTION_SIMULATON is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.
CORRELATION, a FORTRAN77 library which contains examples of statistical correlation functions.
DUEL_SIMULATION, a FORTRAN77 program which simulates N repetitions of a duel between two players, each of whom has a known firing accuracy.
FAIR_DICE_SIMULATION, a FORTRAN77 program which simulates N tosses of 2 dice, making a histogram of the results.
GNUPLOT, FORTRAN77 programs which illustrate how a program can write data and command files so that gnuplot can create plots of the program results.
HIGH_CARD_SIMULATION, a FORTRAN77 program which simulates a situation in which you see the cards in a deck one by one, and must select the one you think is the highest and stop; the program uses GNUPLOT for graphics.
ISING_2D_SIMULATION, a FORTRAN77 program which carries out a Monte Carlo simulation of an Ising model. a 2D array of positive and negative charges, each of which is likely to flip to be in agreement with neighbors.
POISSON_SIMULATION, a FORTRAN77 library which simulates a Poisson process in which events randomly occur with an average waiting time of Lambda.
REACTOR_SIMULATION, a FORTRAN77 program which a simple Monte Carlo simulation of the shielding effect of a slab of a certain thickness in front of a neutron source. This program was provided as an example with the book "Numerical Methods and Software."
THREE_BODY_SIMULATION, a FORTRAN77 program which simulates the behavior of three planets, constrained to lie in a plane, and moving under the influence of gravity, by Walter Gander and Jiri Hrebicek.
Some data files and plots are made by the test program.
You can go up one level to the FORTRAN77 source codes.