loop in a loop

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Hugo B
Hugo B 2022-2-25
编辑: Stephen23 2022-2-25
Hello!
I want to repeat the inner loop 10 times but it doesn't work. How do I solve that?
(Part of a bigger project)
hold on;
for k=1:10
for i=1:n-1
y(i+1)=y(i)+f(y(i))*dt+g(y(i)).*(B(i+1)-B(i));
end
plot(t,y)
end
  10 个评论
Torsten
Torsten 2022-2-25
B = sqrt(dt)*randn(n,1)
instead of
for i=2:n
b = b + sqrt(dt)*randn(1);
B = [B;b];
end
Otherwise, the B in the inner loop will still be unchanged.
Hugo B
Hugo B 2022-2-25
编辑:Stephen23 2022-2-25
Answer in comment from Torsten works. Thank you everyone!

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回答(2 个)

Torsten
Torsten 2022-2-25
编辑:Torsten 2022-2-25
The outer loop is superfluous - so I deleted it.
dt = ...;
B = ...;
f = @(y) ...;
g = @(y) ...;
t = ...;
y = zeros(size(t));
y(1) = ...;
for i = 2:numel(t)
y(i) = y(i-1) + f(y(i-1))*dt + g(y(i-1))*(B(i)-B(i-1));
end
plot(t,y)
  1 个评论
Hugo B
Hugo B 2022-2-25
I want the outer loop to be able to repeat the inner loop 10 times. Since Brownian motion is included in earlier steps, this loop will change every time, which I want and to be able to plot it.

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Voss
Voss 2022-2-25
figure();
n = 100;
t = linspace(0,1,n);
dt = t(2);
f = @some_function;
g = @some_function;
B = randn(1,100);
hold on;
for k=1:10
y = zeros(1,n); % (re-)initialize y to be all zeros for each plot
for i=1:n-1
y(i+1)=y(i)+f(y(i))*dt+g(y(i)).*(B(i+1)-B(i));
end
plot(t,y);
end
function out = some_function(in);
out = in+randn(size(in));
end
  1 个评论
Hugo B
Hugo B 2022-2-25
I think this could work but now the inital values does not work. How do I add this again? initial for y I mean

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