In stochastic processes, the Brownian motion should appear throughout the entire function, but in my figure, it only appears at the top. What could be causing this mistake? I consulted an expert in stochastic processes, and they confirmed that this is an error. How can I fix it? i am looking for a plot like that
xi = linspace(-20, 20, 2000);
t = linspace(-20, 20, 2000);
W = cumsum(sqrt(dt) * randn(size(t)));
u_deterministic = abs(((tanh(0.192e3 ./ 0.35e2 .* t' + xi) - 0.1e1) .^ (0.1e1 ./ 0.4e1)) .* exp(i * (-0.3e1 .* xi - 0.8e1 * t' + (3 .* W' ))));
if size(u_deterministic, 1) ~= length(t) || size(u_deterministic, 2) ~= length(xi)
error('Mismatch in dimensions of u_deterministic. Check calculations.');
u_stochastic = zeros(length(t), length(xi));
u_stochastic(n, :) = u_deterministic(n, :) * noise_factor;
surfc(xi, t, u_stochastic, 'EdgeColor', 'none');
xlabel('Transformed Space (\xi)');
title('Stochastic Kudryashov Soliton Solution with Multiplicative Noise (Wiener Process)');