QVector<QPollarF> BrownianMotion::BrownianMotionSimulation() {
double dt;
QPollarF dx;
int j;
double norm_dx;
double s;
QVector<QPollarF> x(Nts + 1);
dt = totaltime / (double) (Nts - 1);
x[0].setX(0.0);
x[0].setY(0.0);
for (j = 1; j < Nts; j++) {
s = sqrt(diffusionCoef * dt) * gsl_ran_ugaussian_pdf(rng->randd());
dx = gaussianUniform01();
norm_dx = 0.0;
norm_dx = norm_dx + pow(dx.x(), 2);
norm_dx = norm_dx + pow(dx.y(), 2);
norm_dx = sqrt(norm_dx);
dx.setX(s * dx.x() / norm_dx);
dx.setY(s * dx.y() / norm_dx);
x[j].setX(x[j - 1].x() + dx.x());
x[j].setY(x[j - 1].y() + dx.y());
}
return x;
}
void test_normal()
{
gen g_uni[] = {builtin, devurandom, kalkulator, mersenne,
#if N <= (1 << 12)
randorg,
#endif
0};
test t[] = {chisq, kolsmir, 0};
task* prob = task_new(0, g_uni, t, 0 );
gsl_histogram* h = gsl_histogram_alloc(B);
gsl_histogram_set_ranges_uniform(h, 0, 1);
gsl_histogram_shift(h, AVG);
prob->density = h;
gsl_histogram2d* hd = gsl_histogram2d_alloc(B2, B2);
gsl_histogram2d_set_ranges_uniform(hd, 0, 1, 0, 1);
gsl_histogram2d_shift(hd, AVG2/2);
prob->density2d = hd;
prob->min = 0;
prob->max = 1;
task_perform(prob);
task_free(prob);
gen g_gauss[] = {gauss_bm, gauss_zig, gauss_ratio, 0};
prob = task_new(2, g_gauss, t, 0);
prob->max = 3;
prob->min = -prob->max;
h = gsl_histogram_alloc(B);
gsl_histogram_set_ranges_uniform(h, prob->min, prob->max);
int j;
for (j=0; j<B; ++j)
{
double min, max;
gsl_histogram_get_range(h, j, &min, &max);
double x = (max + min)/2;
gsl_histogram_accumulate(h, x, N*gsl_ran_ugaussian_pdf(x) / B * (prob->max - prob->min));
}
hd = gsl_histogram2d_alloc(B2, B2);
gsl_histogram2d_set_ranges_uniform(hd, prob->min, prob->max, prob->min, prob->max);
int k;
for (j=0; j < B2; ++j)
for (k=0; k<B2; ++k)
{
double min, max;
gsl_histogram2d_get_xrange(hd, j, &min, &max);
double x = (max + min)/2;
gsl_histogram2d_get_yrange(hd, k, &min, &max);
double y = (max + min)/2;
gsl_histogram2d_accumulate(hd, x, y, gsl_ran_ugaussian_pdf(x) * gsl_ran_ugaussian_pdf(y));
}
gsl_histogram2d_scale( hd, N/2/gsl_histogram2d_sum(hd) );
prob->density = h;
prob->density2d = hd;
task_perform(prob);
task_free(prob);
}
double
test_ugaussian_ratio_method_pdf (double x)
{
return gsl_ran_ugaussian_pdf (x);
}
double
test_ugaussian_pdf (double x)
{
return gsl_ran_ugaussian_pdf (x);
}
QPollarF BrownianMotion::gaussianUniform01() {
return QPollarF(gsl_ran_ugaussian_pdf(rng->randd()), gsl_ran_ugaussian_pdf(rng->randd()));
}
