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

2006-04-01
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.
PHYSICAL REVIEW E

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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.