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Generation of spatiotemporal colored noise

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We develop an algorithm to simulate a Gaussian stochastic process that is non-¿-correlated in both space and time coordinates. The colored noise obeys a linear reaction-diffusion Langevin equation with Gaussian white noise. This equation is exactly simulated in a discrete Fourier space.

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Reproducció digital del document publicat en format paper, proporcionada per PROLA i http://dx.doi.org/10.1103/PhysRevA.46.4670

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Articles publicats en revistes (Física Quàntica i Astrofísica)

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Generation of spatiotemporal colored noise