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

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


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The over-passing probability across an inverted parabolic potential barrier is investigated according to the classical and quantal generalized Langevin equations. It is shown that, in the classical case, the asymptotic value of the over-passing probability is determined by a single dominant root of the "characteristic function," and it is given by a simple expression. The expression for the over-passing probability is quite general, and details of dissipation mechanism and memory effects enter into the expr...
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SIJACIC, DD; EBERT, U; Rafatov, İsmail (American Physical Society (APS), 2004-11-01)
Short planar glow discharges coupled to a resistive layer exhibit a wealth of spontaneous spatiotemporal patterns. Due to similarities with other pattern forming systems that are described by reaction-diffusion models, several authors have tried to derive such models from discharge physics. We investigate the temporal oscillations of the discharge system and find a cascade of period doubling events. This shows that the inner structure of the discharge is more complex than can be described by a two-component...
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Yurtseven, Hasan Hamit (World Scientific Pub Co Pte Lt, 2016-02-20)
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An experimental study on the physical limits of the rotation velocity of magnetized plasmas is presented. Experiments are performed in the Maryland Centrifugal Experiment (MCX) [R. F. Ellis , Phys. Plasmas 12, 055704 (2005)], a mirror magnetic field plasma rotating azimuthally. The externally applied parameters that control the plasma characteristics-applied voltage, external magnetic field, and fill pressure-are scanned across the entire available range of values. It is found that the plasma rotation veloc...
Yurtseven, Hasan Hamit; Kiraci, A. (World Scientific Pub Co Pte Lt, 2011-06-20)
The temperature dependence of the damping constant is calculated for various Raman modes in (NH4)(2)SO4 by the expressions derived from the soft mode hard mode coupling model and the energy fluctuation model. The expressions for the damping constant are fitted to the measured Raman bandwidths and then the activation energies are extracted, which are equal to similar to 0.2 eV for the Raman modes studied. The damping constant of a soft mode is also calculated and the activation energy (similar to 0.1 eV) is ...
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: