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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.

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