brownian_motion_simulation_test

brownian_motion_simulation_test, a MATLAB code which calls brownian_motion_simulation(), which simulates Brownian motion in an M-dimensional region.

Licensing:

The information on this web page is distributed under the MIT license.

Related Data and Programs:

brownian_motion_simulation, a MATLAB code which simulates Brownian motion in an M-dimensional region.

Source Code:

• brownian_motion_simulation_test.m, calls all the tests.
• brownian_motion_simulation_test.sh, runs all the tests.
• brownian_motion_simulation_test.txt, the output file.

• motion_1d.png, a plot of a Brownian motion trajectory in 1D, with time as second dimension.
• motion_2d.png, a plot of a Brownian motion trajectory in 2D.
• motion_3d.png, a plot of a Brownian motion trajectory in 3D.
• displacement_1d.png, a plot of squared displacements, averaged over several 1D Brownian motions.
• displacement_2d.png, a plot of squared displacements, averaged over several 2D Brownian motions.
• displacement_3d.png, a plot of squared displacements, averaged over several 3D Brownian motions.