Sign In Start Free Trial
Account

Add to playlist

Create a Playlist

Modal Close icon
You need to login to use this feature.
  • Book Overview & Buying IPython Interactive Computing and Visualization Cookbook
  • Table Of Contents Toc
  • Feedback & Rating feedback
IPython Interactive Computing and Visualization Cookbook

IPython Interactive Computing and Visualization Cookbook

By : Cyrille Rossant
4.5 (13)
close
close
IPython Interactive Computing and Visualization Cookbook

IPython Interactive Computing and Visualization Cookbook

4.5 (13)
By: Cyrille Rossant

Overview of this book

Intended to anyone interested in numerical computing and data science: students, researchers, teachers, engineers, analysts, hobbyists... Basic knowledge of Python/NumPy is recommended. Some skills in mathematics will help you understand the theory behind the computational methods.
Table of Contents (22 chapters)
close
close
IPython Interactive Computing and Visualization Cookbook
Credits
About the Author
About the Reviewers
www.PacktPub.com
Preface
Index

Simulating a Brownian motion


The Brownian motion (or Wiener process) is a fundamental object in mathematics, physics, and many other scientific and engineering disciplines. This model describes the movement of a particle suspended in a fluid resulting from random collisions with the quick molecules in the fluid (diffusion). More generally, the Brownian motion models a continuous-time random walk, where a particle evolves in space by making independent random steps in all directions.

Mathematically, the Brownian motion is a particular Markov continuous stochastic process. The Brownian motion is at the core of mathematical domains such as stochastic calculus and the theory of stochastic processes, but it is also central in applied fields such as quantitative finance, ecology, and neuroscience.

In this recipe, we will show how to simulate and plot a Brownian motion in two dimensions.

How to do it...

  1. Let's import NumPy and matplotlib:

    In [1]: import numpy as np
            import matplotlib.pyplot as...

Limited Time Offer

$10p/m for 3 months

Get online access to our library of over 7000 practical eBooks and videos, constantly updated with the latest in tech and supported with AI assistants
notes
bookmark Notes and Bookmarks search Search in title playlist Add to playlist font-size Font size

Change the font size

margin-width Margin width

Change margin width

day-mode Day/Sepia/Night Modes

Change background colour

Close icon Search
Country selected

Close icon Your notes and bookmarks

Confirmation

Modal Close icon
claim successful

Buy this book with your credits?

Modal Close icon
Are you sure you want to buy this book with one of your credits?
Close
YES, BUY

Submit Your Feedback

Modal Close icon

Create a Note

Modal Close icon
You need to login to use this feature.

Delete Bookmark

Modal Close icon
Are you sure you want to delete it?
Cancel
Yes, Delete

Delete Note

Modal Close icon
Are you sure you want to delete it?
Cancel
Yes, Delete

Edit Note

Modal Close icon
Write a note (max 255 characters)
Cancel
Update Note