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Re: White Noise in Simulation

• To: mathgroup at smc.vnet.net
• Subject: [mg103576] Re: White Noise in Simulation
• From: SlipperyWeasel <slipperyweasel at gmail.com>
• Date: Tue, 29 Sep 2009 07:36:17 -0400 (EDT)
• References: <h9p69i$vu$1@smc.vnet.net>

On Sep 27, 10:16 pm, SlipperyWeasel <slipperywea... at gmail.com> wrote:
> I am trying to add random noise to a function inside an NDSolve
> function.  Is there a good way to add a "noise function" in my model?

for example, my system is:  x'[t] == x[t] + Sin[t] + v
where v is Gaussian white noise.

v has to be a continuous function of t in order to use NDSolve on the
ODE, but it also should be uncorrelated.  How can I make this a
continuous function while still making it uncorrelated?

• Follow-Ups:
  • Re: Re: White Noise in Simulation
    • From: DrMajorBob <btreat1@austin.rr.com>
  • Re: Re: White Noise in Simulation
    • From: Daniel Lichtblau <danl@wolfram.com>
  • Re: Re: White Noise in Simulation
    • From: Dan Dubin <ddubin@ucsd.edu>