brownian_motion_simulation, a MATLAB code which simulates Brownian motion in an M-dimensional region.
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.
x = brownian_motion_simulation ( n, m, d, t )where
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
matlab_simulation, a MATLAB code which use 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.