Generation of spatiotemporal correlated noise in 1+1 dimensions
| Autor: | Arne Traulsen, Karen Lippert, Ulrich Behn |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2003 |
| Předmět: |
Continuous-time stochastic process
Statistical Mechanics (cond-mat.stat-mech) Stochastic process Generalization Autocorrelation Mathematical analysis FOS: Physical sciences Ornstein–Uhlenbeck process Space (mathematics) Stochastic differential equation Mathematics::Probability Fokker–Planck equation Statistical physics Condensed Matter - Statistical Mechanics Mathematics |
| Popis: | 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 alternative to a recently proposed spatiotemporal correlated model process [J. Garcia-Ojalvo et al., Phys. Rev. A 46, 4670 (1992)] for which we calculate explicitely the hitherto not known autocorrelation function in real space. 9 pages, 3 figures |
| Databáze: | OpenAIRE |
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