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.

brownian_motion_simulation_test

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