Method for numerical simulation of two-term exponentially correlated colored noise


Yilmaz B., Ayik S., Abe Y., Gokalp A., Yilmaz O.

PHYSICAL REVIEW E, cilt.73, 2006 (SCI İndekslerine Giren Dergi) identifier identifier identifier

Özet

A method for numerical simulation of two-term exponentially correlated colored noise is proposed. The method is an extension of traditional method for one-term exponentially correlated colored noise. The validity of the algorithm is tested by comparing numerical simulations with analytical results in two physical applications.