Autocorrelation Function of Brownian Motion
A sample code for calculating autocorrelation function (ACF) of Brownian motion. It is also a simple example on how to use fftw3. The ACF of momenta will be computed by using DFT. FFTW 3.0 or higher is required to build this sample.
$ make clean $ make graph
You will obtain a graph which shows a comparison between ACF and the theoretical value.
- main.cc: A source file
- acf.dat: Data file of ACF.
- acf.plt: Plot file for gnuplot
- acf.png: Plot image by gnuplot