ex5a.m

fokker-planck example

dt=1;
b=0.3;

r=randn(100,1);

t=zeros(100,1);
w=zeros(100,1);

w0=0;
dt=1;

r=randn(100,1);

t=zeros(100,1);
w=zeros(100,1);

w0=0;t(1)=1;
w(1)=w0;
k1=0.1;
s1=1;

for i=2:100
  t(i)=i;
  w(i)=w(i-1)+sqrt(dt)*r(i);
end  


 
%the numerical solution of the BOD model with the Euler scheme
x0=20.0;
x(1)=x0;
for i=2:100
  x(i)=x(i-1)-k1*x(i-1)*dt+s1*dt+sqrt(dt)*r(i);
end  

 
plot(t,x,'.');
title('Simulation of a Sample BOD realization')
xlabel('Distance')
ylabel('B(t)')