Tagged Questions
10
votes
1answer
180 views
Simulating discrete time stochastic dynamic systems
What is the canonical way of simulating discrete time stochastic dynamical systems in Mathematica using the new functionality of Random processes?
To take a concrete example, lets consider the ...
6
votes
1answer
189 views
1D Random Walk with Excluded Sites and Variable Time-Step
Here is the physical problem I would like to simulate:
Consider the following variations to the 1d random walk:
allow for certain, random sites to be excluded with probability 1/2.
allow for the ...
14
votes
1answer
254 views
Simulating Theatre puzzle
I have been trying to simulate the process of the theatre puzzle from the Joy of X (Strogatz).
The puzzle, and some relevant material are here.
My simplistic coding for this process follows:
...
9
votes
2answers
265 views
Fast Simulations with Compile
this post relates to another post that I didn't follow up propely. If I wanted to simulate
a system of stochastic proesses like the following, and loop over this run many many times
would writing the ...
8
votes
2answers
330 views
Fluorescence Correlation Spectroscopy Simulation
I am simulating Fluorescence Correlation Spectroscopy which basically involves tracking the random motion of particles in a box with periodic boundary conditions and then calculating their intensity ...
5
votes
4answers
491 views
3D Random Walk with Periodic Boundary Conditions
I am working on a 3D random walk with periodic boundary conditions and have written a program that will do this for me but it is extremely slow. Does anyone have any suggestions on how I could speed ...
11
votes
1answer
322 views
Simulating Stochastic Processes the MMA way
This question is really a specific problem and a methodological one concerning MMA best practices. I want to simulate a system of stochastic processes. If this were a geometric Brownian motion or ...
