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code

Perhaps you grab the source from the "edit" page without the wikiformating.

GNU R

This creates the paths and saves them into textfiles that can be read by blender. There are also paths for BMs on a torus.

# calculate a Brownian motion on the sphere; the output is a list
# consisting of:
# Z ... BM on the sphere
# Y ... tangential BM, see Price&Williams
# b ... independent 1D BM (see Price & Williams)
# B ... generating 3D BM
# n ... number of time-steps in the discretization
# T ... the above processes are given on a uniform mesh of size
#       n on [0,T]
euler = function(x0, T, n) {
  # initialize objects
  dt = T/(n-1);
  dB = matrix(rep(0,3*(n-1)),ncol=3, nrow=n-1);
  dB[,1] = rnorm(n-1, 0, sqrt(dt));
  dB[,2] = rnorm(n-1, 0, sqrt(dt));
  dB[,3] = rnorm(n-1, 0, sqrt(dt));
  Z = matrix(rep(0,3*n), ncol=3, nrow=n);
  dZ = matrix(rep(0,3*(n-1)), ncol=3, nrow=n-1);
  Y = matrix(rep(0,3*n), ncol=3, nrow=n);
  B = matrix(rep(0,3*n), ncol=3, nrow=n);
  b = rep(0, n);
  Z[1,] = x0;

  #do the computation
  for(k in 2:n){
    B[k,] = B[k-1,] + dB[k-1,];
    dZ[k-1,] = cross(Z[k-1,],dB[k-1,]) - Z[k-1,]*dt;
    Z[k,] = Z[k-1,] + dZ[k-1,];
    Y[k,] = Y[k-1,] - cross(Z[k-1,],dZ[k-1,]);
    b[k] = b[k-1] + dot(Z[k-1,],dB[k-1,]);
  }
  return(list(Z = Z, Y = Y, b = b, B = B, n = n, T = T));
}

# write the output from euler in csv-files
euler.write = function(bms, files=c("Z.csv","Y.csv","b.csv","B.csv"),steps=bms$n){
  bigsteps=round(seq(1,bms$n,length=steps))
  write.table(bms$Z[bigsteps,],file=files[1],col.names=F,row.names=F,sep=",",dec=".");
  write.table(bms$Y[bigsteps,],file=files[2],col.names=F,row.names=F,sep=",",dec=".");
  write.table(bms$b[bigsteps],file=files[3],col.names=F,row.names=F,sep=",",dec=".");
  write.table(bms$B[bigsteps,],file=files[4],col.names=F,row.names=F,sep=",",dec=".");
}

# calculate a Brownian motion on a 3-d torus with outer
# radius R and inner radius r
eulerTorus = function(x0, r, R, t, n) {
  # initialize objects
  dt = t/(n-1);
  dB = matrix(rep(0,3*(n-1)),ncol=3, nrow=n-1);
  dB[,1] = rnorm(n-1, 0, sqrt(dt));
  dB[,2] = rnorm(n-1, 0, sqrt(dt));
  dB[,3] = rnorm(n-1, 0, sqrt(dt));
  Z = matrix(rep(0,3*n), ncol=3, nrow=n);
  B = matrix(rep(0,3*n), ncol=3, nrow=n);
  dZ = matrix(rep(0,3*(n-1)), ncol=3, nrow=n-1);
  Z[1,] = x0;
  nT = rep(0,3);

  #do the computation
  for(k in 2:n){
    B[k,] = B[k-1,] + dB[k-1,];
    nT = nTorus(Z[k-1,],r,R);
    dZ[k-1,] = cross(nT, dB[k-1,]) + HTorus(Z[k-1,],r,R)*nT*dt;
    Z[k,] = Z[k-1,] + dZ[k-1,];
  }
  return(list(Z = Z, B = B, n = n, t = t));
}

# write the output from euler in csv-files
torus.write = function(bmt, files=c("tZ.csv","tB.csv"),steps=bmt$n){
  bigsteps=round(seq(1,bmt$n,length=steps))
  write.table(bmt$Z[bigsteps,],file=files[1],col.names=F,row.names=F,sep=",",dec=".");
  write.table(bmt$B[bigsteps,],file=files[2],col.names=F,row.names=F,sep=",",dec=".");
}

# "defining" function of a torus
fTorus = function(x,r,R){
  return((x[1]^2+x[2]^2+x[3]^2+R^2-r^2)^2 - 4*R^2*(x[1]^2+x[2]^2));
}

# normal vector of a 3-d torus with outer radius R and inner radius r
nTorus = function(x, r, R) {
  c1 = x[1]*(x[1]^2+x[2]^2+x[3]^2-R^2-r^2)/(3*x[1]^4*x[2]^2+3*x[3]^4*x[2]^2
    +3*x[3]^4*x[1]^2+6*x[3]^2*x[1]^2*x[2]^2+3*x[1]^2*x[2]^4+3*x[3]^2*x[2]^4
    -2*x[3]^2*R^2*r^2-4*x[1]^2*x[2]^2*R^2+x[1]^6+x[2]^6+x[3]^6+3*x[3]^2*x[1]^4
    -4*x[1]^2*x[2]^2*r^2-4*x[1]^2*x[3]^2*r^2+2*R^2*x[1]^2*r^2
    -4*x[2]^2*x[3]^2*r^2+2*R^2*x[2]^2*r^2-2*x[1]^4*R^2-2*x[1]^4*r^2
    +R^4*x[1]^2+x[1]^2*r^4-2*x[2]^4*R^2-2*x[2]^4*r^2+R^4*x[2]^2+x[2]^2*r^4
    +x[3]^2*R^4+x[3]^2*r^4-2*x[3]^4*r^2+2*x[3]^4*R^2)^(1/2);
  c2 = x[2]*(x[1]^2+x[2]^2+x[3]^2-R^2-r^2)/(3*x[1]^4*x[2]^2+3*x[3]^4*x[2]^2
    +3*x[3]^4*x[1]^2+6*x[3]^2*x[1]^2*x[2]^2+3*x[1]^2*x[2]^4+3*x[3]^2*x[2]^4
    -2*x[3]^2*R^2*r^2-4*x[1]^2*x[2]^2*R^2+x[1]^6+x[2]^6+x[3]^6
    +3*x[3]^2*x[1]^4-4*x[1]^2*x[2]^2*r^2-4*x[1]^2*x[3]^2*r^2+2*R^2*x[1]^2*r^2
    -4*x[2]^2*x[3]^2*r^2+2*R^2*x[2]^2*r^2-2*x[1]^4*R^2-2*x[1]^4*r^2+R^4*x[1]^2
    +x[1]^2*r^4-2*x[2]^4*R^2-2*x[2]^4*r^2+R^4*x[2]^2+x[2]^2*r^4+x[3]^2*R^4
    +x[3]^2*r^4-2*x[3]^4*r^2+2*x[3]^4*R^2)^(1/2);
  c3 = (x[1]^2+x[2]^2+x[3]^2+R^2-r^2)*x[3]/(3*x[1]^4*x[2]^2+3*x[3]^4*x[2]^2
                                            +3*x[3]^4*x[1]^2
                                            +6*x[3]^2*x[1]^2*x[2]^2
                                            +3*x[1]^2*x[2]^4+3*x[3]^2*x[2]^4
                                            -2*x[3]^2*R^2*r^2
                                            -4*x[1]^2*x[2]^2*R^2+x[1]^6
                                            +x[2]^6+x[3]^6+3*x[3]^2*x[1]^4
                                            -4*x[1]^2*x[2]^2*r^2
                                            -4*x[1]^2*x[3]^2*r^2
                                            +2*R^2*x[1]^2*r^2
                                            -4*x[2]^2*x[3]^2*r^2
                                            +2*R^2*x[2]^2*r^2-2*x[1]^4*R^2
                                            -2*x[1]^4*r^2+R^4*x[1]^2
                                            +x[1]^2*r^4-2*x[2]^4*R^2
                                            -2*x[2]^4*r^2+R^4*x[2]^2
                                            +x[2]^2*r^4+x[3]^2*R^4
                                            +x[3]^2*r^4-2*x[3]^4*r^2
                                            +2*x[3]^4*R^2)^(1/2);
  return(c(c1,c2,c3));
}

# mean curvature of a 3-d torus with outer radius R and inner radius r
HTorus = function(x, r, R){
  return( -(3*x[1]^4*r^4+4*x[2]^6*x[3]^2+4*x[1]^6*x[2]^2-3*x[2]^4*x[3]^2*R^2
            -2*x[1]^6*R^2+4*x[1]^2*x[3]^6+x[3]^6*R^2+4*x[2]^4*R^2*r^2-x[1]^2*r^6
            -x[2]^2*r^6+x[2]^4*R^4+4*x[2]^2*x[3]^2*R^4+6*x[2]^2*x[3]^2*r^4
            -2*x[1]^2*R^2*r^4-x[1]^2*R^4*r^2-9*x[1]^4*x[2]^2*r^2
            -9*x[1]^4*x[3]^2*r^2+4*x[1]^4*R^2*r^2+12*x[1]^2*x[3]^4*x[2]^2
            -3*x[2]^6*r^2+4*x[1]^6*x[3]^2+3*x[3]^4*r^4-x[3]^4*R^4
            -9*x[2]^4*x[3]^2*r^2+2*x[2]^2*x[3]^2*R^2*r^2+4*x[1]^2*x[2]^6
            -6*x[1]^2*x[3]^2*x[2]^2*R^2-x[3]^2*r^6+6*x[2]^4*x[3]^4+x[3]^8
            +x[1]^8+x[2]^8-3*x[1]^6*r^2+6*x[1]^4*x[3]^4+12*x[1]^2*x[3]^2*x[2]^4
            -6*x[1]^2*x[2]^4*R^2-2*x[3]^4*R^2*r^2-2*x[2]^2*R^2*r^4-x[2]^2*R^4*r^2
            -9*x[2]^2*x[3]^4*r^2+x[3]^2*R^2*r^4+x[3]^2*R^4*r^2-9*x[1]^2*x[2]^4*r^2
            +2*x[1]^2*R^4*x[2]^2+6*x[1]^2*x[2]^2*r^4-3*x[1]^4*x[3]^2*R^2
            -6*x[1]^4*x[2]^2*R^2+4*x[1]^2*x[3]^2*R^4+6*x[1]^2*x[3]^2*r^4
            -9*x[1]^2*x[3]^4*r^2+8*x[1]^2*R^2*x[2]^2*r^2+2*x[1]^2*x[3]^2*R^2*r^2
            +x[1]^4*R^4-3*x[3]^6*r^2-2*x[2]^6*R^2+6*x[1]^4*x[2]^4-x[3]^2*R^6
            -18*x[1]^2*x[2]^2*x[3]^2*r^2+4*x[2]^2*x[3]^6+12*x[1]^4*x[3]^2*x[2]^2
            +3*x[2]^4*r^4)/(3*x[1]^4*x[2]^2+3*x[3]^4*x[2]^2+3*x[3]^4*x[1]^2
                            +6*x[3]^2*x[1]^2*x[2]^2+3*x[1]^2*x[2]^4+3*x[3]^2*x[2]^4
                            -2*x[3]^2*R^2*r^2-4*x[1]^2*x[2]^2*R^2+x[1]^6+x[2]^6
                            +x[3]^6+3*x[3]^2*x[1]^4-4*x[1]^2*x[2]^2*r^2
                            -4*x[1]^2*x[3]^2*r^2+2*R^2*x[1]^2*r^2
                            -4*x[2]^2*x[3]^2*r^2+2*R^2*x[2]^2*r^2-2*x[1]^4*R^2
                            -2*x[1]^4*r^2+R^4*x[1]^2+x[1]^2*r^4-2*x[2]^4*R^2
                            -2*x[2]^4*r^2+R^4*x[2]^2+x[2]^2*r^4+x[3]^2*R^4
                            +x[3]^2*r^4-2*x[3]^4*r^2+2*x[3]^4*R^2)^(3/2));
}

# calculate the cross product of the two 3-dim vectors
# x and y. No argument-checking for performance reasons
cross = function(x,y){
  res = rep(0,3);
  res[1] = x[2]*y[3] - x[3]*y[2];
  res[2] = -x[1]*y[3] + x[3]*y[1];
  res[3] = x[1]*y[2] - x[2]*y[1];
  return(res);
}

# calculate the inner product of two vectors of dim 3
# returns a number, not a 1x1-matrix!
dot = function(x,y){
  return(sum(x*y));
}

# calculate the cross product of the two 3-dim vectors
# x and y. No argument-checking for performance reasons
cross = function(x,y){
  res = rep(0,3);
  res[1] = x[2]*y[3] - x[3]*y[2];
  res[2] = -x[1]*y[3] + x[3]*y[1];
  res[3] = x[1]*y[2] - x[2]*y[1];
  return(res);
}

#############
### main-teil
set.seed(280180)
et=eulerTorus(c(3,0,0),3,5,19,10000)
torus.write(et,steps=9000)
#
#bms=euler(c(1,0,0),4,70000)
#euler.write(bms,steps=10000)

blender3d

The blender (python) code to create a image that looks almost like this one. Play around...

## import data from matlab-text-file and draw BM on the S^2

## (c) 2007 by Christan Bayer and Thomas Steiner

from Blender import Curve, Object, Scene, Window, BezTriple, Mesh, Material, Camera,
World
from math import *

##import der BM auf der Kugel aus einem csv-file
def importcurve(inpath="Z.csv"):
        infile = open(inpath,'r')
        lines = infile.readlines()
        vec=[]
        for i in lines:
                li=i.split(',')
                vec.append([float(li[0]),float(li[1]),float(li[2].strip())])
        infile.close()
        return(vec)

##function um aus einem vektor (mit den x,y,z Koordinaten) eine Kurve zu machen
def vec2Cur(curPts,name="BMonSphere"):
        bztr=[]
        bztr.append(BezTriple.New(curPts[0]))
        bztr[0].handleTypes=(BezTriple.HandleTypes.VECT,BezTriple.HandleTypes.VECT)
        cur=Curve.New(name) ##TODO wenn es das Objekt schon gibt, dann nicht neu erzeugen
        cur.appendNurb(bztr[0])
        for i in range(1,len(curPts)):
                bztr.append(BezTriple.New(curPts[i]))
                bztr[i].handleTypes=(BezTriple.HandleTypes.VECT,BezTriple.HandleTypes.VECT)
                cur[0].append(bztr[i])
        return( cur )

#erzeugt einen kreis, der später die BM umgibt (liegt in y-z-Ebene)
def circle(r,name="tubus"):
        bzcir=[]
        bzcir.append(BezTriple.New(0.,-r,-4./3.*r, 0.,-r,0., 0.,-r,4./3.*r))
        bzcir[0].handleTypes=(BezTriple.HandleTypes.FREE,BezTriple.HandleTypes.FREE)
        cur=Curve.New(name) ##TODO wenn es das Objekt schon gibt, dann nicht neu erzeugen
        cur.appendNurb(bzcir[0])
        #jetzt alle weietren pkte
        bzcir.append(BezTriple.New(0.,r,4./3.*r, 0.,r,0., 0.,r,-4./3.*r))
        bzcir[1].handleTypes=(BezTriple.HandleTypes.FREE,BezTriple.HandleTypes.FREE)
        cur[0].append(bzcir[1])
        bzcir.append(BezTriple.New(0.,-r,-4./3.*r, 0.,-r,0., 0.,-r,4./3.*r))
        bzcir[2].handleTypes=(BezTriple.HandleTypes.FREE,BezTriple.HandleTypes.FREE)
        cur[0].append(bzcir[2])
        return ( cur )

#erzeuge mit skript eine (glas)kugel (UVSphere)
def sphGlass(r=1.0,name="Glaskugel",n=40,smooth=0):
        glass=Mesh.New(name) ##TODO wenn es das Objekt schon gibt, dann nicht neu erzeugen
        for i in range(0,n):
                for j in range(0,n):
                        x=sin(j*pi*2.0/(n-1))*cos(-pi/2.0+i*pi/(n-1))*1.0*r
                        y=cos(j*pi*2.0/(n-1))*(cos(-pi/2.0+i*pi/(n-1)))*1.0*r
                        z=sin(-pi/2.0+i*pi/(n-1))*1.0*r
                        glass.verts.extend(x,y,z)
        for i in range(0,n-1): 
                for j in range(0,n-1):
                        glass.faces.extend([i*n+j,i*n+j+1,(i+1)*n+j+1,(i+1)*n+j])
                        glass.faces[i*(n-1)+j].smooth=1
        return( glass )

def torus(r=0.3,R=1.4): 
        krGro=circle(r=R,name="grTorusKreis")
        

#jetzt das material ändern
def verglasen(mesh):
        matGlass = Material.New("glas") ##TODO wenn es das Objekt schon gibt, dann nicht
neu erzeugen
        #matGlass.setSpecShader(0.6)
        matGlass.setHardness(30) #für spec: 30
        matGlass.setRayMirr(0.15)
        matGlass.setFresnelMirr(4.9)
        matGlass.setFresnelMirrFac(1.8)
        matGlass.setIOR(1.52)
        matGlass.setFresnelTrans(3.9)
        matGlass.setSpecTransp(2.7)
        #glass.materials.setSpecTransp(1.0)
        matGlass.rgbCol = [0.66, 0.81, 0.85]
        matGlass.mode |= Material.Modes.ZTRANSP
        matGlass.mode |= Material.Modes.RAYTRANSP
        #matGlass.mode |= Material.Modes.RAYMIRROR
        mesh.materials=[matGlass]
        return ( mesh )

def maleBM(mesh):
        matDraht = Material.New("roterDraht") ##TODO wenn es das Objekt schon gibt, dann
nicht neu erzeugen
        matDraht.rgbCol = [1.0, 0.1, 0.1]
        mesh.materials=[matDraht]
        return( mesh )

#eine solide Mesh-Ebene (Quader)
# auf der höhe ebh, dicke d, seitenlänge (quadratisch) 2*gr
def ebene(ebh=-2.5,d=0.1,gr=6.0,name="Schattenebene"):
        quader=Mesh.New(name) ##TODO wenn es das Objekt schon gibt, dann nicht neu erzeugen
        #obere ebene
        quader.verts.extend(gr,gr,ebh)
        quader.verts.extend(-gr,gr,ebh)
        quader.verts.extend(-gr,-gr,ebh)
        quader.verts.extend(gr,-gr,ebh)
        #untere ebene
        quader.verts.extend(gr,gr,ebh-d)
        quader.verts.extend(-gr,gr,ebh-d)
        quader.verts.extend(-gr,-gr,ebh-d)
        quader.verts.extend(gr,-gr,ebh-d)
        quader.faces.extend([0,1,2,3])
        quader.faces.extend([0,4,5,1])
        quader.faces.extend([1,5,6,2])
        quader.faces.extend([2,6,7,3])
        quader.faces.extend([3,7,4,0])
        quader.faces.extend([4,7,6,5])
        #die ebene einfärben
        matEb = Material.New("ebenen_material") ##TODO wenn es das Objekt schon gibt, dann
nicht neu erzeugen
        matEb.rgbCol = [0.53, 0.51, 0.31]
        matEb.mode |= Material.Modes.TRANSPSHADOW
        matEb.mode |= Material.Modes.ZTRANSP
        quader.materials=[matEb]
        return (quader)

###################
#### main-teil ####

# wechsel in den edit-mode
editmode = Window.EditMode()
if editmode: Window.EditMode(0)

dataBMS=importcurve("C:/Dokumente und Einstellungen/thire/Desktop/bmsphere/Z.csv")
#dataBMS=importcurve("H:\MyDocs\sphere\Z.csv")
BMScur=vec2Cur(dataBMS,"BMname")
#dataStereo=importcurve("H:\MyDocs\sphere\stZ.csv")
#stereoCur=vec2Cur(dataStereo,"SterName")

cir=circle(r=0.01)

glass=sphGlass()
glass=verglasen(glass)
ebe=ebene()

#jetzt alles hinzufügen
scn=Scene.GetCurrent()
obBMScur=scn.objects.new(BMScur,"BMonSphere")
obcir=scn.objects.new(cir,"round")
obgla=scn.objects.new(glass,"Glaskugel")
obebe=scn.objects.new(ebe,"Ebene")
#obStereo=scn.objects.new(stereoCur,"StereoCurObj")

BMScur.setBevOb(obcir)
BMScur.update()
BMScur=maleBM(BMScur)

#stereoCur.setBevOb(obcir)
#stereoCur.update()

cam = Object.Get("Camera") 
#cam.setLocation(-5., 5.5, 2.9) 
#cam.setEuler(62.0,-1.,222.6)
#alternativ, besser??
cam.setLocation(-3.3, 8.4, 1.7) 
cam.setEuler(74,0,200)

world=World.GetCurrent()
world.setZen([0.81,0.82,0.61])
world.setHor([0.77,0.85,0.66])

if editmode: Window.EditMode(1)  # optional, zurück n den letzten modus

        
#ergebnis von
#set.seed(24112000)
#sbm=euler(c(0,0,-1),T=1.5,n=5000)
#euler.write(sbm)