Python and CUDA code for simulating 1000000 BM[0,1] paths with dt=0.001
Compile the .cu file with
nvcc -arch sm_13 -L /usr/local/cuda/lib64 -lcurand -o brmotion bm.cu
To simulate, type
./brmotion
Use summarize.py to visualize some output.
Python and CUDA code for simulating 1000000 BM[0,1] paths with dt=0.001
Compile the .cu file with
nvcc -arch sm_13 -L /usr/local/cuda/lib64 -lcurand -o brmotion bm.cu
To simulate, type
./brmotion
Use summarize.py to visualize some output.