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Title: Generation of short and long range temporal correlated noise

Journal Article · · Journal of Computational Physics

The authors present the implementation of an algorithm to generate Gaussian random noises with prescribed time correlations that can be either long or short ranged. Examples of Langevin dynamics with short and long range noises are presented and discussed.

Research Organization:
Univ. of California, San Diego, La Jolla, CA (US)
Sponsoring Organization:
USDOE; Comision Interministerial de Ciencia y Tecnologia of Spain
DOE Contract Number:
FG03-86ER13606
OSTI ID:
20005646
Journal Information:
Journal of Computational Physics, Vol. 156, Issue 1; Other Information: PBD: 20 Nov 1999; ISSN 0021-9991
Country of Publication:
United States
Language:
English

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