A sample code for calculating autocorrelation function of Brownian motion using FFTW.
C++ Gnuplot Makefile
Switch branches/tags
Nothing to show
Clone or download
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Permalink
Failed to load latest commit information.
LICENSE
README.md
acf.dat
acf.plt
acf.png
main.cc
makefile

README.md

Autocorrelation Function of Brownian Motion

Summary

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.

Usage

$ make clean
$ make graph

You will obtain a graph which shows a comparison between ACF and the theoretical value.

Files

  • main.cc: A source file
  • acf.dat: Data file of ACF.
  • acf.plt: Plot file for gnuplot
  • acf.png: Plot image by gnuplot