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View/ Open ExitTimesOfBrownianMotionIn3D.nbp 78.93Kb application/mathematica
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