Metodo monte-carlo

rw2D.py

import numpy as np
import matplotlib.pyplot as plt
from matplotlib import rc

dx = 0.001;
dy = 0.001;
alpha = 0.025; # quando alpha e beta != 0 teremos drift, isso eh, ddeslocamento do centro de massa
beta = 0.025; #
a = 0.25; # quando a = b = 1/4, difusao eh homogenea
b = 0.25; #
u = b -beta*dy*0.5
r = a -alpha*dx*0.5
d = b +beta*dy*0.5
l = a +alpha*dx*0.5
deslocamento = np.array([u, u+d,u+d+l,u+d+l+r]);
T = 1000
x = [];
y = [];

for j in range(10000):
    x.append([0.0]);
    y.append([0.0])
    for i in range(T):
        sorteio = np.random.uniform(0,1);
        a = deslocamento.searchsorted(sorteio);
        if a == 0:
            y[j].append(y[j][-1]+dy);
            x[j].append(x[j][-1]);
        elif a == 1:
            y[j].append(y[j][-1]-dy);
            x[j].append(x[j][-1]);
        elif a == 2:
            x[j].append(x[j][-1]-dx);
            y[j].append(y[j][-1]);
        elif a == 3:
            x[j].append(x[j][-1]+dx);
            y[j].append(y[j][-1]);