clear Nrealiz=1 kappa=0.1 dt=0.01 endt=10 Nt=floor(endt/dt)+1 figure hold on tic for i=1:Nrealiz x=zeros(Nt,1); t=zeros(Nt,1); x(1)=0; % initial condition t(1)=0; r=randn(Nt,1); for n=1:(Nt-1) x(n+1)=x(n)+(-x(n)^3+x(n))*dt+sqrt(2*kappa*dt)*r(n); t(n+1)=t(n)+dt; end plot(t,x,'k-'); end toc