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 Author Comment/Response John Barber 10/29/01 10:45am Thanks! Actually, I think the random function CAN be defined numerically in advance. Since Random[NormalDistribution[0,Sqrt[1/(1+q[t]^2)]]] is statistically the same as Random[NormalDistribution[0,1]]/Sqrt[1+q[t]^2], I can write my set of ODE's as: q'[t]==p[t] p'[t]==-(1+ (Q[t]^2)/(1+q[t]^2))q[t] where Q[t]=Random[NormalDistribution[0,1]] at each instant in time. I generated Q[t] in advance by creating a table of such random numbers at many time values, and then invoking Interpolation[...]. The solutions generated look just like those in the attachement of the above reply, but NDSolve only needs to be called once. See this attached notebook. Attachment: StochasticODE.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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