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NDsolve with a quasi random scource

  • To: mathgroup at smc.vnet.net
  • Subject: [mg107595] NDsolve with a quasi random scource
  • From: Clint Zeringue <info at scienceskillz.com>
  • Date: Fri, 19 Feb 2010 03:33:10 -0500 (EST)

Hello,

I have a quick question regarding the use of a pseudo-random scource inside NDsolve.

Suppose you have the following:

scource[z_,]:= RandomReal[{-5,5}]

Then in NDsolve we have 

NDsolve[f'[z] + f[z] == scource[z],f,{z,0.5}]

My question is as the integrator works to solve this system within NDsolve is it really putting in a random number at each z-step? or is it just evaluated scource[z] once and returning a number, and then going into the integrator?'

Nevertheless, How can I keep the algorithm that is actually solving this system to pull random numbers at each z step?

Thanks,

-Clint


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