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ExitTimesOfBrownianMotionIn3D.nbp | 78.93Kb | application/mathematica | ||
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| Title: | Exit times of brownian motion in 3D |
| Type of Resource: | Animação/simulação |
| Objective: | Observe the exit times of Brownian Motion in 3D |
| Abstract: | The expected first exit time of a particle in Brownian motion starting from a point with position vector r from a ball of radius R in n dimensions.We demonstrate this for n=3 . Choose the radius of the ball, the position of the initial point, and the number of paths; vary the duration of motion until all the paths hit the boundary. The expected exit time and the average of the exit times for the particular sample generated are displayed in the lower left corner. Once a Brownian path hits the boundary, it no longer changes and further increasing the duration of motion has no effect.In the Demonstration one can choose the initial point outside the ball, but, of course, in this case no conclusions about the expected entrance time can be drawn from the simulation |
| Observation: | This demonstration needs MathematicaPlayer.EXE to run found in http://objetoseducacionais2.mec.gov.br/handle/mec/4737 |
| Curriculum Component: | Educação Superior::Ciências Exatas e da Terra::Física |
| Theme: | Educação Superior::Ciências Exatas e da Terra::Física::Física Clássica e Física Quântica; Mecânica e Campos Educação Superior::Ciências Exatas e da Terra::Física::Teorias Específicas e Modelos de Interação; Sistemática de Partículas; Raios Cósmicos |
| Author: | Kozlowski, Andrzej |
| Language: | English (en) |
| Country: | United States (us) |
| Description: | Knowledge in quantum physics |
| Web Address: | http://demonstrations.wolfram.com/ExitTimesOfBrownianMotionIn3D/ |
| Date: | 2008-11-05 |
| Rightsholder: | The Wolfram Demonstrations Project & Contributors |
| License: | Demonstration freeware using Mathematica Player |
| Submitter: | Universidade Federal de São Carlos (UFSCAR) |
| URI: | http://objetoseducacionais2.mec.gov.br/handle/mec/8149 |
| This Educational Object appears in the following Types of resources: | Educação Superior: Ciências Exatas e da Terra: Física: Animações/Simulações |