Stochastic differential equations

*To*: mathgroup at smc.vnet.net*Subject*: [mg19467] Stochastic differential equations*From*: Dimitris Kugiumtzis <dimitris at mpipks-dresden.mpg.de>*Date*: Sat, 28 Aug 1999 15:53:00 -0400*Organization*: Max-Planck Institute*Sender*: owner-wri-mathgroup at wolfram.com

I am not a regular reader of this newsgroup, so no flames if you find the question too simple or often repeated. I could not find in Mathematica how one can insert random components in the differential equations, when one uses NDSolve (giving rise to stochastic equations or as often referred to dynamic noise in the generated data). I am thinking something like for example x'[t]== -(y[t] + z[t])+Random where, the derivatives of y and z are defined accordingly (imagine for example the Lorenz equations in Mathematica with noise). If anyone can add something I would appreciate. Dimitris Dimitris Kugiumtzis Max-Planck-Institute for Physics of Complex Systems Noethnitzer Str. 38, 01187 Dresden, Germany office tel: +49-351-8712211, fax: +49-351-8711199 home tel : +49-351-4702378, mob: +49-171-1646864 official e-mail: dimitris at mpipks-dresden.mpg.de lifetime e-mail: dimitris.kugiumtzis at iname.com http://www.mpipks-dresden.mpg.de/~dimitris