Simulation of Brownian Motion in M Dimensions

BROWNIAN_MOTION_SIMULATION, a C 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 FORTRAN90 version and a MATLAB version and a Python version.

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Source Code:

Last revised on 11 June 2019.