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, sa.4, 2006 (SCI İndekslerine Giren Dergi) identifier identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 73 Konu: 4
  • Basım Tarihi: 2006
  • Doi Numarası: 10.1103/physreve.73.046114
  • Dergi Adı: PHYSICAL REVIEW E

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.