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Suppose that the function is $f(x)$ and its approximation is $g(x)$ and suppose that you are concerned by a given range $a\leq x \leq b$. You can define two error functions, for example $$r_1(x)=f(x)-g(x)$$ $$r_2(x)=\frac {f(x)-g(x)}{f(x)}$$ Plotting these functions over the given range would immediately show you the kind of errors (absolute and relative) ...

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After some trials and errors.. I think I solved my own question. The program allows also to use two different Brownian motions. In my case I wanted the same to be used to produce the motion on a circle. I also added a graphic of the result I got. The parameters should be easy to modify. Maurice

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This guide is for the user who is not familar with mathematica. Step 1. Implement the following code. MatrixMinimalPolynomial[a_List?MatrixQ,x_]:=Module[ { i, n=1, qu={}, mnm={Flatten[IdentityMatrix[Length[a]]]} }, While[Length[qu]==0, AppendTo[mnm,Flatten[MatrixPower[a,n]]]; qu=NullSpace[Transpose[mnm]]; ...

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