MATLAB: Graph in 3D Matlab

3d plotsbrownian motionrandom walk

I would like to present a Brownian motion figure (t, W (t)) in dimension 3, so as to have the x and y axes representing the time t and the z axis representing the brownian motion W (t). Here is the code I used in dimension 2 :

tf=350; % Set time interval [0,tf]

N=350; % Set number of steps to compute at in [0,tf]

h=tf/N; % Compute the time step

dW=sqrt(h)*randn(1,N); % Generate array of brownian movements

W=cumsum(dW); % Sum the array cummulativley

t=0:h:tf; % Array of equal time steps

plot(W); % Plot the Wiener process

xlabel('t');ylabel('W(t)');title('Sample Wiener Process')

Best Answer

Seems like a random walk program should do it. I'm attaching 3 different random walk simulations. Feel free to modify any of them.

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MATLAB: How to average over a number of Histograms

Do not histogram with an equal number of bins: histogram with consistent edges to the bins. Then you can just put all the results together and mean() as appropriate.

In the below example, numedges-1 and edges(1:end-1) relates to the fact that the number of bins produced by histcounts is one fewer than the number of edges, because the final edge marks the end of the range.

   num_datasets = 100;
   edges = sort(rand(1, 14) * 5);
   numedges = length(edges);
   counts = zeros(numedges-1, num_datasets);
   for dataset_idx = 1 : 100
      counts(:, dataset_idx) = histcounts( datasets{dataset_idx}, edges );
   end
   avg_counts = mean(counts);
   bar(edges(1:end-1), avg_counts)

MATLAB: Trying to plot three sets of means into one graph/one figure

You open three different figures in your code. That is wrong. Instead, define one figure at the beginning and let anything plot on it.

figure;hold on;grid on;
for i = 1:100
  W(:,i) = brownianPath(1,200);
  l1 = mean(W,2);
  plot(l1,'g-');
end
for p = 1:1000
  W(:,p) = brownianPath(1,200);
  k = mean(W,2);
  plot(k,'r-');
end
 for g = 1:10000
    W(:,g) = brownianPath(1,200);
    h = mean(W,2);
    plot(h,'b-')
 end

Best Answer

Related Solutions

MATLAB: How to average over a number of Histograms

MATLAB: Trying to plot three sets of means into one graph/one figure

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