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CPS 111 -
A Glimpse of Brownian Motion
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A Glimpse of Brownian MotionSteve GuFeb 8, 2008Brief History of Brownian Motion• Robert Brown: observed in 1827• Einstein: 1905, derived diffusion constants based on fundamental parameters..• Black-Sholes Model: 1973– Nobel Prize in Economics– Perhaps the most frequently used formula with embedded probabilities in human history!1 Dimensional Brownian Motion2 Dimensional Brownian Motion2 Dimensional Brownian Motion3 Dimensional Brownian MotionVideo Demo• http://www.ap.stmarys.ca/demos/content/thermodynamics/brownian_motion/brownian_motion.htmlMore demos online• http://www.math.tamu.edu/~thomas.schlumprecht/jf/brownian_motion1.html• http://mutuslab.cs.uwindsor.ca/schurko/animations/brownian/gas2d.htm•
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