Stochastic differential equation Gompertz plotting a graph
3 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
George Hendry
am 26 Feb. 2022
Kommentiert: Torsten
am 26 Feb. 2022
I have come stuck when entering the model which has a log(x(t) into my code and when looking at the Weiner process deciding what my value of dt would need to be. Because at the moment when producing the graph using this code it is blank and I don't understand why that is happening when I introduce the log(x(t)) as I get a graph when it isn't intrdocued.I have coded
th = 0.1;
mu = 0.3;
sig = 0.1;
dt = 1e-1 ;
t = 0:dt:50; % Time vector
x = zeros(1,length(t)); % Allocate output vector, set initial condition
rng(1); % Set random seed
for i = 1:length(t)-1
x(i+1) = x(i)+th*x(i)*dt-mu*x(i)*dt-mu*log(x(i))*dt+sig*sqrt(dt)*randn;
end
figure;
plot(t,x);
0 Kommentare
Akzeptierte Antwort
Alan Stevens
am 26 Feb. 2022
You have x(1) = 0, so log(x(1)) is -Inf, which means that subsequent values of x will be NaNs.
2 Kommentare
Weitere Antworten (0)
Siehe auch
Kategorien
Mehr zu Ordinary Differential Equations finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!