Method for numerical simulation of two-term exponentially correlated colored noise

Journal Article · Sat Apr 15 00:00:00 EDT 2006 · Physical Review. E, Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics

DOI:https://doi.org/10.1103/PHYSREVE.73.0· OSTI ID:20779240

Yilmaz, B ^[1]; Ayik, S ^[2]; Abe, Y ^[3]; Gokalp, A; Yilmaz, O ^[1]

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1. Physics Department, Middle East Technical University, 06531 Ankara (Turkey)
2. Physics Department, Tennessee Technological University, Cookeville, Tennessee 38505 (United States)
3. Research Center for Nuclear Physics, Osaka University, Osaka (Japan)

A method for numerical simulation of two-term exponentially correlated colored noise is proposed. The method is an extension of traditional method for one-term exponentially correlated colored noise. The validity of the algorithm is tested by comparing numerical simulations with analytical results in two physical applications.

• OSTI ID: 20779240
• Journal Information: Physical Review. E, Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics, Vol. 73, Issue 4; Other Information: DOI: 10.1103/PhysRevE.73.046114; (c) 2006 The American Physical Society; Country of input: International Atomic Energy Agency (IAEA); ISSN 1063-651X
• Country of Publication: United States
• Language: English

Related Subjects

71 CLASSICAL AND QUANTUM MECHANICS
GENERAL PHYSICS
ALGORITHMS
NOISE
NUMERICAL ANALYSIS
RANDOMNESS
SIMULATION