BROWNIAN_MOTION_SIMULATION, a Python library 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 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.
DUEL_SIMULATION, a Python program which simulates N repetitions of a duel between two players, each of whom has a known firing accuracy.
SNAKES_AND_LADDERS, Python programs which simulate the game of Snakes and Ladders.
Some plots are made by the test program.