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MathGroup Archive 2004

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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


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