Numerical method for colored-noise generation and its application to a bistable system
Author:
Publisher
American Physical Society (APS)
Subject
Atomic and Molecular Physics, and Optics
Link
http://harvest.aps.org/v2/journals/articles/10.1103/PhysRevA.42.7492/fulltext
Reference31 articles.
1. Analytical and numerical studies of multiplicative noise
2. Fast, accurate algorithm for numerical simulation of exponentially correlated colored noise
3. Fast and precise algorithm for computer simulation of stochastic differential equations
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