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MathGroup Archive 2004

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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.


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