Method for numerical simulation of two-term exponentially correlated colored noise

Date

2006-04-01

Author

Yilmaz, B
Ayik, S
Abe, Y
Gokalp, A
Yılmaz, Osman

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A method for numerical simulation of two-term exponentially correlated colored noise is proposed. The method is an extension of traditional method for one-term exponentially correlated colored noise. The validity of the algorithm is tested by comparing numerical simulations with analytical results in two physical applications.

Subject Keywords

Statistics and Probability, Statistical and Nonlinear Physics, Condensed Matter Physics

URI

https://hdl.handle.net/11511/62994

Journal

PHYSICAL REVIEW E

DOI

https://doi.org/10.1103/physreve.73.046114

Collections

Department of Physics, Article

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Citation Formats

B. Yilmaz, S. Ayik, Y. Abe, A. Gokalp, and O. Yılmaz, “Method for numerical simulation of two-term exponentially correlated colored noise,” PHYSICAL REVIEW E, pp. 0–0, 2006, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/62994.