Python get_BB_series_from_BM 예제들

예제 #1

파일: test_SRW.py 프로젝트: bodboy/scripts

dt = T / nt

ts  = brownian.get_t_series(nt, dt)

if   which_process == 'bm':
	Bts = sackmat_m.make_zero_matrix(nX, nt)
	for i in xrange(0, nX):
		brownian.get_SRW_series(Bts[i], dt)
	values = Bts
elif which_process == 'bbbm':
	Bts = sackmat_m.make_zero_matrix(nX, nt)
	Xts = sackmat_m.make_zero_matrix(nX, nt)
	for i in xrange(0, nX):
		brownian.get_SRW_series(Bts[i], dt)
		brownian.get_BB_series_from_BM(Xts[i], Bts[i], X0, XT, dt)
	values = Xts

if   which_process == 'bm':    values = Bts
elif which_process == 'bbbm':  values = Xts

# ----------------------------------------------------------------
# Print time-series data.

if which_action == 'plot':
	for i in xrange(0, nt):
		t = ts[i]

		if which_process == 'bm':
			mean_t = 0.0
			stddev_t = sqrt(t)

예제 #2

    elif re.match(r'^nR=', arg): nR = int(arg[3:])
    elif re.match(r'^nt=', arg): nt = int(arg[3:])
    elif re.match(r'^X0=', arg): X0 = float(arg[3:])
    elif re.match(r'^Y0=', arg): Y0 = float(arg[3:])
    elif re.match(r'^XT=', arg): XT = float(arg[3:])
    elif re.match(r'^YT=', arg): YT = float(arg[3:])

    else: usage()

dt = T / nt

ts = brownian.get_t_series(nt, dt)

BtXs = sackmat_m.make_zero_matrix(nR, nt)
BtYs = sackmat_m.make_zero_matrix(nR, nt)
Xts = sackmat_m.make_zero_matrix(nR, nt)
Yts = sackmat_m.make_zero_matrix(nR, nt)
for i in xrange(0, nR):
    brownian.get_BM_series(BtXs[i], dt)
    brownian.get_BM_series(BtYs[i], dt)
    brownian.get_BB_series_from_BM(Xts[i], BtXs[i], X0, XT, dt)
    brownian.get_BB_series_from_BM(Yts[i], BtYs[i], Y0, YT, dt)

# ----------------------------------------------------------------
# Print time-series data.

for i in xrange(0, nt):
    for j in xrange(0, nR):
        print ' %11.7f %11.7f' % (Xts[j][i], Yts[j][i]),
    print

예제 #3

dt = T / nt

ts = brownian.get_t_series(nt, dt)

if which_process == 'bm':
    Bts = sackmat_m.make_zero_matrix(nX, nt)
    for i in xrange(0, nX):
        brownian.get_SRW_series(Bts[i], dt)
    values = Bts
elif which_process == 'bbbm':
    Bts = sackmat_m.make_zero_matrix(nX, nt)
    Xts = sackmat_m.make_zero_matrix(nX, nt)
    for i in xrange(0, nX):
        brownian.get_SRW_series(Bts[i], dt)
        brownian.get_BB_series_from_BM(Xts[i], Bts[i], X0, XT, dt)
    values = Xts

if which_process == 'bm': values = Bts
elif which_process == 'bbbm': values = Xts

# ----------------------------------------------------------------
# Print time-series data.

if which_action == 'plot':
    for i in xrange(0, nt):
        t = ts[i]

        if which_process == 'bm':
            mean_t = 0.0
            stddev_t = sqrt(t)

예제 #4

파일: test_bridge_2d.py 프로젝트: bodboy/scripts

	elif re.match(r'^nR=', arg): nR = int  (arg[3:])
	elif re.match(r'^nt=', arg): nt = int  (arg[3:])
	elif re.match(r'^X0=', arg): X0 = float(arg[3:])
	elif re.match(r'^Y0=', arg): Y0 = float(arg[3:])
	elif re.match(r'^XT=', arg): XT = float(arg[3:])
	elif re.match(r'^YT=', arg): YT = float(arg[3:])

	else: usage()

dt = T / nt

ts  = brownian.get_t_series(nt, dt)

BtXs = sackmat_m.make_zero_matrix(nR, nt)
BtYs = sackmat_m.make_zero_matrix(nR, nt)
Xts  = sackmat_m.make_zero_matrix(nR, nt)
Yts  = sackmat_m.make_zero_matrix(nR, nt)
for i in xrange(0, nR):
	brownian.get_BM_series(BtXs[i], dt)
	brownian.get_BM_series(BtYs[i], dt)
	brownian.get_BB_series_from_BM(Xts[i], BtXs[i], X0, XT, dt)
	brownian.get_BB_series_from_BM(Yts[i], BtYs[i], Y0, YT, dt)

# ----------------------------------------------------------------
# Print time-series data.

for i in xrange(0, nt):
	for j in xrange(0, nR):
		print ' %11.7f %11.7f' % (Xts[j][i], Yts[j][i]),
	print