Generation of spatiotemporal correlated noise in 1+1 dimensions.
نویسندگان
چکیده
We propose a generalization of the Ornstein-Uhlenbeck process in 1+1 dimensions which is the product of a temporal Ornstein-Uhlenbeck process with a spatial one and has exponentially decaying autocorrelation. The generalized Langevin equation of the process, the corresponding Fokker-Planck equation, and a discrete integral algorithm for numerical simulation are given. The process is an alternative to a recently proposed spatiotemporal correlated model process [J. García-Ojalvo et al., Phys. Rev. A 46, 4670 (1992)] for which we calculate explicitly the hitherto unknown autocorrelation function in real space.
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1 5 A ug 2 00 3 Generation of spatiotemporal correlated noise in 1 + 1 dimensions
We propose a generalization of the Ornstein-Uhlenbeck process in 1 + 1 dimensions which is the product of a temporal Ornstein-Uhlenbeck process with a spatial one and has exponentially decaying autocorrelation. The generalized Langevin equation of the process, the corresponding Fokker-Planck equation, and a discrete integral algorithm for numerical simulation is given. The process is an alterna...
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عنوان ژورنال:
- Physical review. E, Statistical, nonlinear, and soft matter physics
دوره 69 2 Pt 2 شماره
صفحات -
تاریخ انتشار 2004