**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 computer code and data files described and made available on this web page are 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

c_simulation, a C code which uses simulation to study card games, contests, and other processes which have a random element. Usually, the purpose is to try to predict the average behavior of the system over many trials.

- brownian_motion_simulation.c, the source code.
- brownian_motion_simulation.sh, compiles the source code.
- brownian_motion_simulation.h, the include file.