Generation of spatiotemporal colored noise

J. García-Ojalvo; J. M. Sancho; L. Ramírez-Piscina

doi:10.1103/PhysRevA.46.4670

Generation of spatiotemporal colored noise

J. García-Ojalvo, J. M. Sancho, and L. Ramírez-Piscina

Phys. Rev. A 46, 4670 – Published 1 October 1992

Abstract

We develop an algorithm to simulate a Gaussian stochastic process that is non-δ-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.

Received 18 May 1992

DOI:https://doi.org/10.1103/PhysRevA.46.4670

Authors & Affiliations

J. García-Ojalvo

Departament d’Estructura i Constituents de la Materia, Universitat de Barcelona, Diagonal 647, E-08028 Barcelona, Spain
Departament de Física i Enginyeria Nuclear, Universitat Politecnica de Catalunya, Pau Gargallo 5, E-08028 Barcelona, Spain

J. M. Sancho