GitHub topics: brownian-motion

Repositories

soeren802/Brownian-cluster-dynamics

Simulation of Brownian dynamics based on cluster dynamics. This implementation is usable for one dimensional systems of hard rods with and without adhesive contact interaction. For a detailed description see https://doi.org/10.1103/PhysRevE.106.054606 and https://www.doi.org/10.1016/j.cpc.2024.109474.

Language: C++ - Size: 55.7 KB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 2 - Forks: 0

SciML/DiffEqNoiseProcess.jl

A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)

Language: Julia - Size: 2.14 MB - Last synced at: 3 days ago - Pushed at: 7 days ago - Stars: 63 - Forks: 30

btschwertfeger/Brownian-Motion-Multiple-Particle-Website

Website and notebook for visualization of Brownian motion with different configurations.

Language: HTML - Size: 2 MB - Last synced at: 10 days ago - Pushed at: 10 days ago - Stars: 0 - Forks: 0

GabrielFernandezFernandez/kistep

KISTEP modular pipeline for the characterization of anomalous diffusion trajectories.

Language: Jupyter Notebook - Size: 257 MB - Last synced at: 11 days ago - Pushed at: 11 days ago - Stars: 1 - Forks: 0

Kettukaa/brown-noise

generate brown noise in python

Language: Python - Size: 209 KB - Last synced at: 1 day ago - Pushed at: 12 months ago - Stars: 4 - Forks: 0

cantaro86/Financial-Models-Numerical-Methods

Collection of notebooks about quantitative finance, with interactive python code.

Language: Jupyter Notebook - Size: 23.3 MB - Last synced at: 14 days ago - Pushed at: 7 months ago - Stars: 5,836 - Forks: 1,054

PriyanshuNainsi/Brownian_Motion

Based in the brownian motion.

Language: Python - Size: 5.86 KB - Last synced at: 17 days ago - Pushed at: 17 days ago - Stars: 0 - Forks: 0

ian0671/Brownian-Motion

How to perform a brownian motion in Python.

Language: Jupyter Notebook - Size: 563 KB - Last synced at: 27 days ago - Pushed at: 27 days ago - Stars: 0 - Forks: 0

NirupamKhanal/Radioactive

Mathematics, Physics undergraduate degree plan at the University of Southern Mississippi.

Language: Python - Size: 8.28 MB - Last synced at: 29 days ago - Pushed at: 29 days ago - Stars: 0 - Forks: 0

kingaa/ouch

Ornstein-Uhlenbeck models for phylogenetic comparative hypotheses

Language: R - Size: 1.52 MB - Last synced at: about 8 hours ago - Pushed at: 6 months ago - Stars: 15 - Forks: 4

Quwarm/Random-Walk-OHLCV

OHLCV Brownian Motion Generator (random walk)

Language: HTML - Size: 2.93 KB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0

lcec-unb/simmsus

Numerical simulation of magnetic particles

Language: Fortran - Size: 29.5 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0

0xnu/fms

FMS implements a financial model for stock market simulation.

Language: OCaml - Size: 74.2 KB - Last synced at: 3 days ago - Pushed at: 7 months ago - Stars: 0 - Forks: 0

ChaoranHu/smam

R package for Statistical Modeling of Animal Movements

Language: C++ - Size: 1.65 MB - Last synced at: 8 days ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 2

AlbertoCuadra/fbm

Generate patterns using the fractional Brownian motion

Language: MATLAB - Size: 6.44 MB - Last synced at: 2 months ago - Pushed at: almost 2 years ago - Stars: 4 - Forks: 1

ratwolfzero/DLA

Diffusion-Limited Aggregation (DLA)

Language: Python - Size: 55.7 KB - Last synced at: 5 days ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0

TatevKaren/Finance-Projects

Case Studies in Finance: Stock Price Valuation using Black-Scholes using Brownian Motions, Investment Project comparing Stocks and Bonds, Determining Pension Fund's Premium. (Case Study Papers and Code)

Language: MATLAB - Size: 1.82 MB - Last synced at: about 1 month ago - Pushed at: about 4 years ago - Stars: 18 - Forks: 2

Rodolfo-Gallegos/Brownian-Dynamics-Simulation-OpenACC-OpenMP

This is my thesis work for the Bachelor's degree in Physics. / Este es mi trabajo de titulación para la Licenciatura en Física.

Language: C++ - Size: 5.55 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 1 - Forks: 0

Depermitto/brownian-motion

Simulation of brownian movements in a live pygame demo application

Language: Jupyter Notebook - Size: 6.68 MB - Last synced at: 2 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0

GabrielFernandezFernandez/SPIVAE

Stochastic processes insights from VAE. Code for the paper: Learning minimal representations of stochastic processes with variational autoencoders.

Language: Jupyter Notebook - Size: 18.9 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 7 - Forks: 0

mschauer/Bridge.jl

A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.

Language: Jupyter Notebook - Size: 10.2 MB - Last synced at: 19 days ago - Pushed at: over 3 years ago - Stars: 112 - Forks: 19

shermanlo77/oxwasp_exchange_mcmc

Java and Processing implementations for visualising various MCMC methods.

Language: Java - Size: 3.2 MB - Last synced at: about 2 months ago - Pushed at: about 4 years ago - Stars: 1 - Forks: 0

ewdlop/Green

Ｅａｒｔｈ　＝　ＵＮＩＶＥＲＳＥ

Language: C# - Size: 32.2 KB - Last synced at: 3 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0

OpenSMFS/PyBroMo Fork of tritemio/PyBroMo

A simulator for single molecule FRET experiments of freely diffusing particles.

Language: Python - Size: 2.61 MB - Last synced at: 11 days ago - Pushed at: almost 6 years ago - Stars: 6 - Forks: 3

zaman13/Brownian-dynamics-in-a-time-varying-force-field

A python code to calculate the Brownian motion of colloidal particles in a time varying force field.

Language: Python - Size: 3.52 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 19 - Forks: 4

rchristie95/SSEPathSampling

This repository contains code for the research paper "Transition Path and Interface Sampling of Stochastic Schrödinger Dynamics (2024)".

Language: MATLAB - Size: 38.1 KB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 0 - Forks: 0

Nowfallen/brownian-motion

Brownian motion simulations using both random walk models and the overdamped Langevin equation

Language: Python - Size: 337 KB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 0 - Forks: 0

wpbonelli/dla

diffusion-limited aggregation on a square grid

Language: Python - Size: 34.2 KB - Last synced at: 7 days ago - Pushed at: almost 3 years ago - Stars: 1 - Forks: 0

shreeganeshasharma/Withpores

Brownian Motion in heterogeneous media with porous boundary

Language: Python - Size: 99.5 MB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 1 - Forks: 0

fix8mt/fix8pro_example

Simple client/server example that can be used as a starting point for development using Fix8Pro

Language: C++ - Size: 2.79 MB - Last synced at: about 1 month ago - Pushed at: over 1 year ago - Stars: 4 - Forks: 3

PontusHovb/Stock

Module to retrieve and process stock information using yfinance. Used in other projects such as Option Pricing and Brinson-Fachler return attritbution.

Language: Python - Size: 222 KB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 1 - Forks: 0

dnguyend/jax-rb

riemanian brownian motion using jax

Language: Python - Size: 5.47 MB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 1 - Forks: 1

louisaslett/BrownianMotion

An R package for exact simulation of Brownian motion

Language: R - Size: 209 KB - Last synced at: about 1 month ago - Pushed at: 10 months ago - Stars: 1 - Forks: 0

EsterHlav/Black-Scholes-Option-Pricing-Model

Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.

Language: Java - Size: 28.7 MB - Last synced at: 12 months ago - Pushed at: over 5 years ago - Stars: 44 - Forks: 16

harshucheri/Java-algo-trading-and-Option-greeks-calculator

Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.

Language: Java - Size: 28.3 MB - Last synced at: 16 days ago - Pushed at: almost 4 years ago - Stars: 3 - Forks: 2

scionaltera/agony-noise

Procedural generation sandbox.

Language: Java - Size: 321 KB - Last synced at: about 1 year ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0

axelnine/Brownian-Motion-Simulation

A simulation of brownian motion on stock data in R

Language: R - Size: 2.93 KB - Last synced at: about 1 year ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 0

jacobbriones1/Brownian-Motion

From Random Walks to Brownian Motion.

Language: Python - Size: 123 KB - Last synced at: about 1 year ago - Pushed at: over 4 years ago - Stars: 2 - Forks: 2

lyndskg/black-scholes-cpp

A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).

Language: C++ - Size: 3.73 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 9 - Forks: 3

Savaw/StochasticProcessesCourse

Assignments and projects of stochastic processes course - Fall 2022

Language: Jupyter Notebook - Size: 5.17 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 2 - Forks: 1

open-source-modelling/correlated_brownian_motion_matlab

n dimensional Brownian motion with an arbitrary mean and Variance Covariance matrix.

Language: MATLAB - Size: 15.6 KB - Last synced at: about 1 year ago - Pushed at: over 2 years ago - Stars: 6 - Forks: 1

abhisekde96/bounce-networks

Language: C++ - Size: 20.5 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

Tristan-Amadei/Multilevel_MonteCarlo

The aim of this project is to compare different pricing methods for an Asian option. Comparisons will be made in terms of MSE, CPU time and (empirical) variance of estimators.

Language: Jupyter Notebook - Size: 15.2 MB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 2 - Forks: 0

linudz/caastools

CAAStools is a bioinformatics toolbox that allows the user to identify and validate CAAS on MSA of orthologous proteins.

Language: Python - Size: 4.75 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 8 - Forks: 1

ShprAlex/browniancosmos

A visualization of Brownian motion density patterns.

Language: JavaScript - Size: 1.42 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 0

stingraze/brownian-motion-mp4-maker

Creates a MP4 video of Brownian motion simulation

Language: Python - Size: 4.88 KB - Last synced at: 7 days ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

bkb3/Brownian-motion

A demonstration of Brownian motion using simple Monte Carlo simulation

Language: Mathematica - Size: 30.3 KB - Last synced at: over 1 year ago - Pushed at: almost 8 years ago - Stars: 2 - Forks: 1

johnaparker/stoked

Simulation and visualization of Stokesian dynamics for N interacting particles

Language: Python - Size: 120 KB - Last synced at: about 2 months ago - Pushed at: over 4 years ago - Stars: 3 - Forks: 0

shah314/forecasting

Comparison of Stochastic Forecasting Methods

Language: R - Size: 954 KB - Last synced at: over 1 year ago - Pushed at: almost 4 years ago - Stars: 2 - Forks: 2

catseye/noit-o-mnain-worb

MIRROR of https://codeberg.org/catseye/noit-o-mnain-worb : A pressure-based probabilistic particle automaton

Language: JavaScript - Size: 113 KB - Last synced at: 2 months ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

UNEDSoftMatter/BDL

Brownian Disk Lab (BDL) is a Java-based application for the real-time generation and visualization of the motion of two-dimensional Brownian disks using Brownian Dynamics (BD) simulations

Size: 4.56 MB - Last synced at: over 1 year ago - Pushed at: over 5 years ago - Stars: 0 - Forks: 0

inespancorbo/Statistical-Computing

Mainly Non-Theory (Coding) Homework; Mainly Python

Language: Jupyter Notebook - Size: 23 MB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 1

314arhaam/brownie

2D Brownian Motion in Python

Language: Python - Size: 3.77 MB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 2 - Forks: 0

derekharrison/BrownianMotionRev

Simulation of Brownian motion of a system of particles in 2D

Language: Python - Size: 1010 KB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 5 - Forks: 0

strzecha/Brownian-Motion

Physics simulation of Brownian motion with parameters

Language: Python - Size: 64.5 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

PastaFosil/Phage-bacteria-simulation

Langevin dynamics simulation of bacteriophage-bacteria interaction

Language: Python - Size: 66.4 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

ThoranTschoepe/FinancialMathmaticsNotebooks

Financial Mathmatics Concepts with theory & visualizations

Language: Jupyter Notebook - Size: 4.38 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0

vrn-sn/brownian-motion-research

Brief analysis of the mechanics of Brownian motion using a Jupyter notebook.

Language: Jupyter Notebook - Size: 374 KB - Last synced at: 9 days ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0

adityajramdasi/Brownian-Motion-Summer-2022

Overview, code and project report of my summer 2022 work on Brownian Motion

Language: Jupyter Notebook - Size: 1.22 MB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

Yangliu20/physics-simulation

Simulate 2d Brownian Motion from hard-sphere collision

Language: HTML - Size: 18.7 MB - Last synced at: about 2 months ago - Pushed at: over 4 years ago - Stars: 1 - Forks: 0

bradleyboyuyang/Statistical-Arbitrage

High-frequency statistical arbitrage

Language: Jupyter Notebook - Size: 84.4 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 32 - Forks: 7

antoinefalck/option-basket-pricing

Price a basket option using a Monte Carlo estimator or the antithetic method

Language: C++ - Size: 13.7 KB - Last synced at: almost 2 years ago - Pushed at: over 7 years ago - Stars: 3 - Forks: 2

LaurieBetancourt/Fondo-Inversion-Simulacion

Proyecto final materia de simulación en seguros y fianzas

Size: 487 KB - Last synced at: almost 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

lennart-finke/brownian-motion

A small demonstration of five-dimensional Brownian Motion in the browser

Language: HTML - Size: 16.6 KB - Last synced at: about 2 months ago - Pushed at: about 3 years ago - Stars: 1 - Forks: 0

vidushiMaheshwari/Financial-Modeling

Analyzing and Simulating Financial phenomena for pricing securities

Language: Jupyter Notebook - Size: 500 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

Francesco-Zeno-Costanzo/animation

Language: Python - Size: 37.1 KB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0

charlesreid1/statistical-mechanics

Lorenz attractors, statistical mechanics, nonlinear dynamical systems, computational physics.

Language: Jupyter Notebook - Size: 11.5 MB - Last synced at: almost 2 years ago - Pushed at: over 7 years ago - Stars: 19 - Forks: 11

juanmbellini/brownian-motion 📦

Third System Simulations project: Brownian Motion

Language: Java - Size: 42 KB - Last synced at: almost 2 years ago - Pushed at: almost 7 years ago - Stars: 0 - Forks: 1

torstenroeder/turbopascal

Vintage collection of some early programming work in Turbo Pascal

Language: Pascal - Size: 477 KB - Last synced at: almost 2 years ago - Pushed at: about 4 years ago - Stars: 3 - Forks: 0

zett42/plasmafractal-gl

Oldschool PlasmaFractal revival with Perlin Noise and WebGL

Language: JavaScript - Size: 10.9 MB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 5 - Forks: 2

JarLACHSle/Brownsche-Bewegung

simulation of elastic collisions between many particles of different weights and sizes; tracing paths and time spent in horizontal layers. Project documentation and explanation (in german) on the website.

Language: Python - Size: 7.07 MB - Last synced at: about 1 year ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 0

open-source-modelling/correlated_brownian_motion_python

Generate correlated Brownian motions in JavaScript.

Language: Python - Size: 38.1 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 2 - Forks: 1

wang-adam/BrownianMotionVisual

Brownian Motion Visual with particles.

Language: Python - Size: 36.8 MB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 1 - Forks: 0

AidarKhaibulov/Chaos-Cubes-Art

Computer graphics artwork. It's raster graphics which simulates Brownian motion.

Language: Python - Size: 73.2 KB - Last synced at: about 2 months ago - Pushed at: about 2 years ago - Stars: 3 - Forks: 0

royceda/Math-finance

Scilab

Language: Scilab - Size: 2.58 MB - Last synced at: about 2 years ago - Pushed at: over 9 years ago - Stars: 0 - Forks: 0

GonzaloHirsch/sds-3-brownian-motion

This repository contains an implementation of a brownian motion simulation created for the Simulación de Sistemas course at ITBA. It allows users to simulate the random motion of particles in a fluid and analyze the behavior of various physical systems under the influence of Brownian motion.

Language: Python - Size: 223 KB - Last synced at: almost 2 years ago - Pushed at: over 4 years ago - Stars: 1 - Forks: 1

fraile-tok/Movimiento-Browniano

Pequeño simulador de Movimiento Browniano en 2D.

Language: Jupyter Notebook - Size: 42 KB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0

klvoje/adePEM

Assessing adequacy of phyletic-evolution models

Language: R - Size: 356 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 0

Victorletzelter/brownian_motion

This project has been realised in cooperation with two students : Hugo BESSON and Adrien CORTES. We tried to understand the analogy between the Brownian Motion used in physics, and the geometric Brownian used in financial mathematics. For those who are interested in the field, we provide you with our technical report.

Language: R - Size: 29.5 MB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 1 - Forks: 0

hjstobart/quant-finance-series

A collection of my own Quantitative Finance guides covering various topics.

Language: TeX - Size: 1.82 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 1 - Forks: 2

gusamarante/QuantFin

Resources for Quantitative Finance

Language: Jupyter Notebook - Size: 19.7 MB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 9 - Forks: 4

BrutPitt/DLAf-optimized

Fast and slight DLA3D / DLA2D (Diffusion Limited Aggregation)

Language: C++ - Size: 54.7 KB - Last synced at: about 2 years ago - Pushed at: almost 5 years ago - Stars: 14 - Forks: 2

Mathias007/brownian-motion

Projekt programu symulującego zjawisko fizyczne znane jako Ruchy Browna, napisany w języku JavaScript.

Language: JavaScript - Size: 8.79 KB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

Staszek15/Risk-process-and-Brownian-motion

Analyzing risk process data and computing its parameters. Simulating 100 new trajectories of this process. Calculating probability of bankruptcy. The second part describes Brownian motion and its behaviour, e.g. exiting time of an interval. [2022 PL]

Language: Jupyter Notebook - Size: 6.3 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

zelenkastiot/brownian

Project funded by DFG. A jupyter-book that explores mearly a chunk of the field of nonlinear dynamics, specifically diffusion and random search in heterogeneous media. The book has various simulations for the stochastic process known as Brownian motion. The motion dynamics are simulated by solving the Langevin equation numerically for the different initial parameters. After an ensemble finishes, the trajectories of Brownian particles together with the probability density function and the mean square displacement are plotted. The book has chapters on Brownian search, Backbone problems, and Stochastic resetting.

Language: Jupyter Notebook - Size: 11.8 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 4 - Forks: 3

jirotubuyaki/Jdmbs

An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies

Language: R - Size: 33 MB - Last synced at: about 2 years ago - Pushed at: almost 5 years ago - Stars: 22 - Forks: 7

Szymex49/Proces-Ryzyka-ruch-Browna-raport

Raport składał się z dwóch zadań. Pierwsze polegało na dopasowaniu modelu procesu Ryzyka do pewnych danych, a następnie oszacowaniu prawdopodobieństwa ruiny za pomocą wielokrotnej symulacji tego procesu. Celem drugiego zadania było oszacowanie średniego czasu wyjścia ruchu Browna z zadanego przedziału.

Language: Jupyter Notebook - Size: 23.8 MB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 0 - Forks: 0