Struct BrownianMotion 

pub struct BrownianMotion {
    pub dimension: usize,
    pub dt: f64,
    pub variance: f64,
}

Standard Brownian motion (Wiener process) in arbitrary dimension.

Each coordinate performs an independent random walk with increments drawn from N(0, variance * dt).

Fields

dimension: usize

Number of spatial dimensions.

dt: f64

Time step size.

variance: f64

Per-step variance multiplier (default 1.0 for standard Wiener process).

Implementations

impl BrownianMotion

pub fn new(dimension: usize, dt: f64) -> Self

Create a new standard Brownian motion.

pub fn with_variance(dimension: usize, dt: f64, variance: f64) -> Self

Create with custom variance.

pub fn step(&self, rng: &mut Rng) -> Vec<f64>

Single step: returns the increment dW as a Vec.

pub fn path(&self, rng: &mut Rng, steps: usize) -> Vec<Vec<f64>>

Generate a full trajectory of the given number of steps, starting at the origin.

pub fn path_from( &self, rng: &mut Rng, start: &[f64], steps: usize, ) -> Vec<Vec<f64>>

Generate a path starting from a given position.