JavaScript-based app that visualizes Brownian Motion with statistically accurate algorithm.
You can also download the source code and run it locally by opening up index.html in your browser - just make sure to keep the file structure the same. (Also keep in mind you'll need internet access to run with fully random numbers.)
- Algorithms from Prof. Jose Blanchet
- Statistical computing with formula.js
- Pre-generated random numbers and live true random number generation from RANDOM.org
- Two-dimensional plotting with Flot
- Three-dimensional plotting with CanvasXpress