Differential Equation with Random Noise Input

*To*: mathgroup at smc.vnet.net*Subject*: [mg49197] Differential Equation with Random Noise Input*From*: Lee Fisher <lfis at helix.nih.gov>*Date*: Wed, 7 Jul 2004 01:42:33 -0400 (EDT)*Sender*: owner-wri-mathgroup at wolfram.com

I'm having trouble debugging this code. <<Statistics`NormalDistribution` <<Statistics`MultiDescriptiveStatistics` Res=1; Cap=.1; time=2; input[x_]:=Random[NormalDistribution[0,1]] listinput=Table[input[x/sample],{x,0,time*sample}] inputfun=Interpolation[listinput]; result=NDSolve[{Res*Cap*V'[t]+V[t]==inputfun[t],V[0]==0},V,{t,0,time}] This should be solving the differential equation using Gaussian white noise as the input, but I get the error: InterpolatingFunction::dmval: Input value {0.} lies outside the range of data in the interpolating function. Extrapolation will be used. Thanks in advance for any help.

**Follow-Ups**:**Re: Differential Equation with Random Noise Input***From:*Yasvir Tesiram <yat@omrf.ouhsc.edu>