BROWNIAN_MOTION_SIMULATION
Simulation of Brownian Motion in M Dimensions


BROWNIAN_MOTION_SIMULATION is a FORTRAN90 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.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

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.

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THREE_BODY_SIMULATION, a FORTRAN90 program which simulates the behavior of three planets, constrained to lie in a plane, and moving under the influence of gravity, by Walter Gander and Jiri Hrebicek.

TWO_BODY_SIMULATION, a FORTRAN90 program which simulates the behavior of two bodies, constrained to lie in a plane, moving under the influence of gravity, with one body much more massive than the other, creating graphics files for processing by gnuplot.

Source Code:

Examples and Tests:

Some data files and plots are made by the test program.

You can go up one level to the FORTRAN90 source codes.


Last revised on 30 September 2012.