Sim.DiffProc (version 2.0)

RadialP2D_2PC: Two-Dimensional Attractive Model in Polar Coordinates Model(S >= 2,Sigma)

Description

Simulation 2-dimensional attractive model (S >= 2) in polar coordinates.

Usage

RadialP2D_2PC(N, R0, t0, T, ThetaMax, K, s, sigma, output = FALSE)

Arguments

N

size of process.

R0

initial valueR0 > 0 at time t0.

t0

initial time.

T

final time.

ThetaMax

polar coordinates, example ThetaMax = 2*pi.

K

constant K > 0.

s

constant s >= 2.

sigma

constant sigma > 0.

output

if Output = TRUE write a Output to an Excel 2007.

Value

• data.frame(time,R(t),theta(t)) and plot of process 2-D in polar coordinates.

Details

see details RadialP2D_1PC, and for more detail consulted References.

References

1. K.Boukhetala, Estimation of the first passage time distribution for a simulated diffusion process, Maghreb Math.Rev, Vol.7, No 1, Jun 1998, pp. 1-25.
2. K.Boukhetala, Simulation study of a dispersion about an attractive centre. In proceedings of 11th Symposium Computational Statistics, edited by R.Dutter and W.Grossman, Wien , Austria, 1994, pp. 128-130.
3. K.Boukhetala,Modelling and simulation of a dispersion pollutant with attractive centre, Edited by Computational Mechanics Publications, Southampton ,U.K and Computational Mechanics Inc, Boston, USA, pp. 245-252.
4. K.Boukhetala, Kernel density of the exit time in a simulated diffusion, les Annales Maghrebines De L ingenieur, Vol , 12, N Hors Serie. Novembre 1998, Tome II, pp 587-589.

See Also

snssde2D, PredCorr2D, RadialP2D_1PC, RadialP3D_1, tho_M1, fctgeneral, hist_general, Kern_meth.

Examples

RadialP2D_2PC(N=1000, R0=3, t0=0, T=1, ThetaMax=2*pi, K=2, s=2,
              sigma=0.2,output = FALSE)