Generation of spatiotemporal correlated noise in 1+1 dimensions
Statistical Mechanics
2009-11-10 v1
Abstract
We propose a generalization of the Ornstein-Uhlenbeck process in 1+1 dimensions which is the product of a temporal Ornstein-Uhlenbeck process with a spatial one and has exponentially decaying autocorrelation. The generalized Langevin equation of the process, the corresponding Fokker-Planck equation, and a discrete integral algorithm for numerical simulation is given. The process is an alternative to a recently proposed spatiotemporal correlated model process [J. Garcia-Ojalvo et al., Phys. Rev. A 46, 4670 (1992)] for which we calculate explicitely the hitherto not known autocorrelation function in real space.
Keywords
Cite
@article{arxiv.cond-mat/0308307,
title = {Generation of spatiotemporal correlated noise in 1+1 dimensions},
author = {Arne Traulsen and Karen Lippert and Ulrich Behn},
journal= {arXiv preprint arXiv:cond-mat/0308307},
year = {2009}
}
Comments
9 pages, 3 figures