English

Generation of short and long range temporal correlated noises

Statistical Mechanics 2009-10-31 v1 Disordered Systems and Neural Networks

Abstract

We present the implementation of an algorithm to generate Gaussian random noises with prescribed time correlations that can be either long or short ranged. Examples of Langevin dynamics with short and long range noises are presented and discussed.

Keywords

Cite

@article{arxiv.cond-mat/9903267,
  title  = {Generation of short and long range temporal correlated noises},
  author = {Aldo H. Romero and Jose M. Sancho},
  journal= {arXiv preprint arXiv:cond-mat/9903267},
  year   = {2009}
}

Comments

7 pages, 6 figs, submitted to J. Comp. Phys