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Student Support Forum: 'Stochastic ODE' topicStudent Support Forum > General > "Stochastic ODE"

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Author Comment/Response
Henry Lamb
10/28/01 01:17am

Here is an amended version of my notebook, which addresses your concerns.
The results look much better.

You could define your random function in advance if the variance were constant
or could be calculated before calling NDSolve. In your case, the variance depends
on q[t], which is one of the functions you are trying to solve. So you have a
different random function each time, not just a different random number.


Attachment: StochasticDE.nb, URL: ,

Subject (listing for 'Stochastic ODE')
Author Date Posted
Stochastic ODE John Barber 09/13/01 3:47pm
Re: Stochastic ODE Forum Modera... 10/05/01 3:26pm
Re: Stochastic ODE John Barber 10/05/01 7:15pm
Re: Stochastic ODE Henry Lamb 10/15/01 03:45am
Re: Stochastic ODE John Barber 10/25/01 11:30am
Re: Stochastic ODE Henry Lamb 10/28/01 01:17am
Re: Stochastic ODE John Barber 10/29/01 10:45am
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