Skip to main content

RANDOM WALK GENERATOR


## This function
## provides us with very simple
## random walk generator compared
## to the function rand_disc_loop
## which is time-consuming, in operation,
## long, and unuseful for other than the
## coin toss simulatons
function xy=rand_disc(N); ## RW generator.
r=floor(rand(N,1)*4); ## Random coulumn vector of N
## integer elements
## multiplied by 4 to widen the
## interval from [0,1] to [0,3].
x=y=zeros(size(r)); ## The coulumn vectors
## of N elements with all elements zero.
x(find(r==0)) = 1; ## The elements of x,
## the vector function
## which takes in the row #
## of the zero elements of
## the vector r as an argument,
## is assigned to 1.
x(find(r==1)) =-1; ## The elements of x,
## the vector function
## which takes in the row # of the
## elements of 1 of the vector r
## as an argument,
## is assigned to -1.
y(find(r==2)) = 1; ## The elements of y,
## the vector function
## which takes in the row # of the
## elements of 2 of the vector r
## as an argument,
## is assigned to 1.
y(find(r==3)) =-1; ## The elements of y,
## the vector function
## which takes in the row # of the
## elements of 3 of the vector r
## as an argument,
## is assigned to -1.
xy=[x y]; ## The resulting x by y
## matrix of a random walk
## with elements 1 and -1.
endfunction

Comments

Popular posts from this blog

SIMPLE AND MODIFIED EULER METHOD

##Usage:Call Octave from terminal ##and then call EulerMethodUmitAlkus.m ##from octave and finally ##press enter. That's all. ##Simple Euler Method ##Constants and initializations x=[]; ## initial empty vector for x y=[]; ## initial empty vector for y x(1)=1; ## initial value of x y(1)=1; ## initial value of y h=1E-3; ## increment in x dery=[]; ## 1st derivative of y wrt x dery(1)=0;## 1st entry of dery n=1; ## inital loop index for while ## enter the while loop for the interval x=[1,2] while (x(n)<=2) x(n+1)=x(n)+h; dery(n+1)=x(n)*x(n)-2*y(n)/x(n); ##given y(n+1)=y(n)+h*dery(n+1); ##Euler method n++; endwhile ##exit from the 1st while loop ##Modified Euler Method ##Constant and initializations x(1)=1; ## beginnig of the interval [1,2] ymod(1)=1; ## inital value for modified y. ymid=[]; ## empty vector function evaluated at x midpoint xmid=[]; ## empty vector func. of midpoints of the interval h in x-axis. derymod=[]; ## modified derivatives of ymod

NEWTON-RAPSON METHOD-8th degree Legendre polynomial

## Newton-Rapson Method to the smallest non negative root ## of the 8th degree Legendre Polynomial ## P8(x)=(1/128)(6435x^8-12012x^6+6930x^4-1260x^2+35) ## where -1<=x<=1. ## for the smallest non negative root, we can ignore ## all the terms except the last two by truncated ## the function to be zero and find ## x=0.167 as the initial smallest non negative ## root. ##Constants and initializations x=[]; ## Empty array for the iterated x roots x(1)=0.16700000; ## Initial guess to begin the iteration for the ## smallest non-negative root. L8=[]; ## Empty array for the Legendre polynomial L8p=[]; ## Empty array for the derivative of the Legendre polynomial for i=1:100 ##The value of the function at x L8(i)=(1/128)*(6435*x(i)^8-12012*x(i)^6+6930*x(i)^4-1260*x(i)^2+35); ##The value of the derivative of the function at x L8p(i)=(1/128)*(6435*8*x(i)^7-12012*6*x(i)^5+6930*4*x(i)^3-1260*2*x(i)); x(i+1)=x(i)-L8(i)/L8p(i); ## the iteration endfor ## For plot let's