lecture02 - CS357#2 Objectives 1 Design a numerical...

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CS357 #2
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Objectives 1. Design a numerical experiment in Python+numpy+scipy 2. Write efficient Python+numpy by avoiding loops 3. Study how arrays of data scale in Python 4. Observe the limits of precision
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1. An experiment Brownian motion Brownian motion is the random motion of particles suspended in a fluid (a liquid or a gas) resulting from their collision with the quick atoms or molecules in the gas or liquid. The term "Brownian motion" can also refer to the mathematical model used to describe such random movements, which is often called a particle theory. -Wikipedia x ( t + Δ t ) = x ( t ) + N (0 , σ 2 Δ t ; t, t + Δ t ) update particle position random amount
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1. An experiment Brownian motion x ( t + Δ t ) = x ( t ) + N (0 , σ 2 Δ t ; t, t + Δ t ) mean variance independence
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1. An experiment Write an algorithm! How does the distance from the origin depend on n, the number of steps? Is our algorithm efficient? Can we repeat the algorithm?
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2. Loops Is Python slow?
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