Difference between revisions of "Matlab: Simulating Brownian motion"
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=Simulating Single Particle Trajectories= | =Simulating Single Particle Trajectories= | ||
| − | This exercise shows how to simulate the motion of a single particle in one and two dimensions . | + | This exercise shows how to simulate the motion of a single particle in one and two dimensions. |
==One Dimensional Brownian Motion== | ==One Dimensional Brownian Motion== | ||
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The first step in simulating this process is to generate a vector of random displacements. The commands to do this are shown below. N is the number of samples to generate. | The first step in simulating this process is to generate a vector of random displacements. The commands to do this are shown below. N is the number of samples to generate. | ||
| − | < | + | <code> |
N = 1000; | N = 1000; | ||
displacement = randn(1,N); | displacement = randn(1,N); | ||
plot(displacement); | plot(displacement); | ||
| − | </ | + | </code> |
==Distribution of Displacements== | ==Distribution of Displacements== | ||
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</pre> | </pre> | ||
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