GENERATION OF SPATIOTEMPORAL COLORED NOISE

被引：50
|
作者：
GARCIAOJALVO, J
SANCHO, JM
RAMIREZPISCINA, L
机构：
[1] UNIV POLITECN CATALUNYA, DEPT FIS & ENGN NUCL, E-08028 BARCELONA, SPAIN
[2] UNIV POLITECN CATALUNYA, DEPT FIS APLICADA, E-08034 BARCELONA, SPAIN
来源：
PHYSICAL REVIEW A | 1992年 / 46卷 / 08期
关键词：
D O I：
10.1103/PhysRevA.46.4670
中图分类号：
O43 [光学];
学科分类号：
070207 ; 0803 ;
摘要：
We develop an algorithm to simulate a Gaussian stochastic process that is non-delta-correlated in both space and time coordinates. The colored noise obeys a linear reaction-diffusion Langevin equation with Gaussian white noise. This equation is exactly simulated in a discrete Fourier space.
引用
收藏
页码：4670 / 4675
页数：6
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