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Generation of spatiotemporal colored noise
García Ojalvo, Jordi; Sancho, José M.; Ramírez Piscina, Laureano
Universitat de Barcelona
We develop an algorithm to simulate a Gaussian stochastic process that is non-¿-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.
Fluctuacions (Física)
Mecànica estadística
Fluctuations (Physics)
Probability theory
(c) The American Physical Society, 1992
The American Physical Society

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