Re: Differential Equation with Random Noise Input

*To*: mathgroup at smc.vnet.net*Subject*: [mg49227] Re: [mg49197] Differential Equation with Random Noise Input*From*: Yasvir Tesiram <yat at omrf.ouhsc.edu>*Date*: Thu, 8 Jul 2004 02:51:03 -0400 (EDT)*References*: <200407070542.BAA24992@smc.vnet.net>*Sender*: owner-wri-mathgroup at wolfram.com

Hi, On Jul 7, 2004, at 12:42 AM, Lee Fisher wrote: > 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}] I am surprised you got this far. Variable sample is not defined. > inputfun=Interpolation[listinput]; If sample were defined, then an Interpolating Function would have been made with bounds defined by the minimum and maximum x values. In this case it will be from 1.. > 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. > Zero then lies outside the range of the data used to make the Interpolating Function. i.e. 0. < 1. Try NDSolve with {t, 1., time} > Thanks in advance for any help. > Cheers Yas

**References**:**Differential Equation with Random Noise Input***From:*Lee Fisher <lfis@helix.nih.gov>