program main !*****************************************************************************80 ! !! MAIN is the main program for BROWNIAN_MOTION_SIMULATION_TEST. ! ! Discussion: ! ! BROWNIAN_MOTION_SIMULATION_TEST tests the BROWNIAN_MOTION_SIMULATION library. ! ! Licensing: ! ! This code is distributed under the GNU LGPL license. ! ! Modified: ! ! 08 September 2018 ! ! Author: ! ! John Burkardt ! implicit none real ( kind = 8 ) d real ( kind = 8 ), allocatable :: dsq(:,:) character ( len = 255 ) header integer ( kind = 4 ) k integer ( kind = 4 ) m integer ( kind = 4 ) n integer ( kind = 4 ) seed real ( kind = 8 ) t real ( kind = 8 ), allocatable :: x(:,:) call timestamp ( ) write ( *, '(a)' ) '' write ( *, '(a)' ) 'BROWNIAN_MOTION_SIMULATION_TEST' write ( *, '(a)' ) ' FORTRAN90 version' write ( *, '(a)' ) ' Test the BROWNIAN_MOTION_SIMULATION library.' ! ! Compute the path of a particle undergoing Brownian motion. ! do m = 1, 2 n = 1001 d = 10.0D+00 t = 1.0D+00 seed = 123456789 allocate ( x(1:m,1:n) ) call brownian_motion_simulation ( m, n, d, t, seed, x ) if ( m == 1 ) then header = 'motion_1d' else if ( m == 2 ) then header = 'motion_2d' end if call brownian_motion_display ( m, n, x, header ) deallocate ( x ) end do ! ! Estimate the average displacement of the particle from the origin ! as a function of time. ! do m = 1, 3 k = 40 n = 1001 d = 10.0D+00 t = 1.0D+00 seed = 123456789 allocate ( dsq(1:k,1:n) ) call brownian_displacement_simulation ( k, n, m, d, t, seed, dsq ) if ( m == 1 ) then header = 'displacement_1d' else if ( m == 2 ) then header = 'displacement_2d' else if ( m == 3 ) then header = 'displacement_3d' end if call brownian_displacement_display ( k, n, m, d, t, dsq, header ) deallocate ( dsq ) end do ! ! Terminate. ! write ( *, '(a)' ) '' write ( *, '(a)' ) 'BROWNIAN_MOTION_SIMULATION_TEST' write ( *, '(a)' ) ' Normal end of execution.' write ( *, '(a)' ) '' call timestamp ( ); stop 0 end