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>
- Differential Equation with Random Noise Input