Generation of spatiotemporal colored noise

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Title:	Generation of spatiotemporal colored noise
Author:	García Ojalvo, Jordi; Ramírez de la Piscina Millán, Laureano; Sancho, Jose Maria
Other authors:	Universitat Politècnica de Catalunya. Departament de Física Aplicada; Universitat Politècnica de Catalunya. DONLL - Dinàmica no Lineal, Òptica no Lineal i Làsers
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.
Abstract:	Peer Reviewed
Subject(s):	-Àrees temàtiques de la UPC::Física -Fluctuations (Physics) -Probability theory -Fluctuations -Correlated noise -Langevin equation -Digital simulation -Fluctuacions (Física) -Probabilitats -Mecànica estadística
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Document type:	Article - Draft Article
Published by:	American Physical Society
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