MathGroup Archive 1999

[Date Index] [Thread Index] [Author Index]

Search the Archive

Stochastic Differentail equations

  • To: mathgroup at
  • Subject: [mg19502] Stochastic Differentail equations
  • From: Dimitris Kugiumtzis <dimitris at>
  • Date: Sat, 28 Aug 1999 15:53:21 -0400
  • Organization: Max-Planck Institute
  • Sender: owner-wri-mathgroup at

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 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
lifetime e-mail: dimitris.kugiumtzis at

  • Prev by Date: Stochastic differential equations
  • Next by Date: Re: ReplaceAll in If Statement
  • Previous by thread: Stochastic differential equations
  • Next by thread: Re: Stochastic Differentail equations