Related papers: Model-based fit procedure for power-law-like spect…
Starting from the developed generalized point process model of $1/f$ noise (B. Kaulakys et al, Phys. Rev. E 71 (2005) 051105; cond-mat/0504025) we derive the nonlinear stochastic differential equations for the signal exhibiting 1/f^{\beta}$…
We consider a class of nonlinear stochastic differential equations, giving the power-law behavior of the power spectral density in any desirably wide range of frequency. Such equations were obtained starting from the point process models of…
In a recent paper I have introduced a package for the exact simulation of power-law noises and other colored noises (E. Milotti, Comput. Phys. Commun. {\bf 175} (2006) 212): in particular the algorithm generates $1/f^\alpha$ noises with $0…
The origin of the low-frequency noise with power spectrum $1/f^\beta$ (also known as $1/f$ fluctuations or flicker noise) remains a challenge. Recently, the nonlinear stochastic differential equations for modeling $1/f^\beta$ noise have…
There are several mathematical models yielding 1/f noise. For example, 1/f spectrum can be obtained from stochastic sequence of pulses having power-law distribution of pulse durations or from nonlinear stochastic differential equations. We…
We consider the response of a memoryless nonlinear device that converts an input signal $\xi(t)$ into an output $\eta(t)$ that only depends on the value of the input at the same time, $t$. For input Gaussian noise with power spectrum…
We demonstrate that the measurement of $1/f^{\alpha}$ noise at the single molecule or nano-object limit is remarkably distinct from the macroscopic measurement over a large sample. The single particle measurements yield a conditional…
Using the well-known Olami-Feder-Christensen model as our paradigm, we show how to modify uniform driven self-organized critical models to generate $1/f^\alpha$ noise. Our model can reproduce all the main features of $1/f^\alpha$ noise: (1)…
Power-law noises abound in nature and have been observed extensively in both time series and spatially varying environmental parameters. Although, recent years have seen the extension of traditional stochastic partial differential equations…
A method for simulating power law noise in clocks and oscillators is presented based on modification of the spectrum of white phase noise, then Fourier transforming to the time domain. Symmetric real matrices are introduced whose…
We present a simple point process model of $1/f^{\beta}$ noise, covering different values of the exponent $\beta$. The signal of the model consists of pulses or events. The interpulse, interevent, interarrival, recurrence or waiting times…
Many simulations of stochastic processes require colored noises: I describe here an exact numerical method to simulate power-law noises: the method can be extended to more general colored noises, and is exact for all time steps, even when…
Simple analytically solvable models are proposed exhibiting 1/f spectrum in wide range of frequency. The signals of the models consist of pulses (point process) which interevent times fluctuate about some average value, obeying an…
We present analytical and numerical results of modeling of flows represented as the correlated non-Poissonian point process and as the Poissonian sequence of pulses of the different size. Both models may generate signals with the power-law…
Noise power spectra in spatially extended dynamical systems are investigated, using as a model the Complex Ginzburg-Landau equation with a stochastic term. Analytical and numerical investigations show that the temporal noise spectra are of…
We present and analyze the simple analytically solvable model of 1/f noise, which can be relevant for the understanding of the origin, main properties and parameter dependencies of the flicker noise. In the model, the currents or signals…
The collective behavior of a two-dimensional wet granular cluster under horizontal swirling motions is investigated experimentally. Depending on the balance between the energy injection and dissipation, the cluster evolves into various…
Discovering the mechanism underlying the ubiquity of $"1/f^{\alpha}"$ noise has been a long--standing problem. The wide range of systems in which the fluctuations show the implied long--time correlations suggests the existence of some…
It is speculated that there is a relationship between 1/f noise and computational universality in cellular automata. We use genetic algorithms to search for one-dimensional and two-state, five-neighbor cellular automata which have 1/f-type…
We introduce a model able to reproduce the main features of 1/f noise: hyper-universality (the power-law exponents are independent on the dimension of the system; we show here results in d=1,2) and apparent lack of a low-frequency cutoff in…