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PHD: Comparision of different Brownian motions
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README.md

Brownian Motion Integrator Implementation

This is a sample Implementation for different BD Algorithm

  1. Classic Euler algorithm
  2. Heun algorithm
  3. Exact solution
  4. BDAS - RotationMatrix
  5. MBD

The current implementation allows only the use for a 2D case

build

To build this project you need to install

  • conan pip3 install --user conan
  • CMake

To generate the build files

cmake -S . -B build

For build configuration use

ccmake build

and to build the program

cmake --build build