brownian_motion_simulation, a C++ code 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 information on this web page is distributed under the MIT license.
brownian_motion_simulation is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.
brownian_motion_simulation_test
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