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Re: White Noise in Simulation

  • To: mathgroup at smc.vnet.net
  • Subject: [mg103568] Re: White Noise in Simulation
  • From: Vince <blueschi at gmail.com>
  • Date: Tue, 29 Sep 2009 07:34:43 -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?

If the shape of the distribution isn't critical (flatter than
Gaussian), how about a sine function for the "noise function"? Very
simple, fast, and deterministic. Just make it high enough frequency to
decorrelate quickly.

Vince Virgilio


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