% m37_brownian.m - random walk (~ Brownian motion) of 1000 particles:
%     the "physics" of the heat equation.
%     Quit with ^C, and then try hist(x) or hist(y).

  hold off, shg
  N = 1000;
  x = zeros(N,1); y = zeros(N,1);
  dots = plot(x,y,'.k','markersize',10);
  axis(.6*[-1 1 -1 1]), axis square, axis off
  while 1
    x = x + .005*randn(N,1);
    y = y + .005*randn(N,1);
    set(dots,'xdata',x,'ydata',y)
    drawnow
  end