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  Generation of spatiotemporal correlated noise in 1+1 dimensions

Traulsen, A., Lippert, K., & Behn, U. (2004). Generation of spatiotemporal correlated noise in 1+1 dimensions. Physical review E, 69(2). doi:10.1103/PhysRevE.69.026116.

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Item Permalink: http://hdl.handle.net/11858/00-001M-0000-0010-1019-C Version Permalink: http://hdl.handle.net/11858/00-001M-0000-0010-101A-A
Genre: Journal Article

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Traulsen, A.1, Author              
Lippert, K.2, Author
Behn, U.2, Author
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1External, ou_persistent22              
2external, ou_persistent22              

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 Abstract: We propose a generalization of the Ornstein-Uhlenbeck process in 1+1 dimensions which is the product of a temporal Ornstein-Uhlenbeck process with a spatial one and has exponentially decaying autocorrelation. The generalized Langevin equation of the process, the corresponding Fokker-Planck equation, and a discrete integral algorithm for numerical simulation are given. The process is an alternative to a recently proposed spatiotemporal correlated model process [J. Garcia-Ojalvo , Phys. Rev. A 46, 4670 (1992)] for which we calculate explicitly the hitherto unknown autocorrelation function in real space.

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 Dates: 2004-022004-02
 Publication Status: Published in print
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Title: Physical review E
Source Genre: Journal
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Publ. Info: Melville, NY : Published by the American Physical Society through the American Institute of Physics
Pages: - Volume / Issue: 69 (2) Sequence Number: - Start / End Page: - Identifier: ISSN: 1539-3755
CoNE: /journals/resource/954925225012