Generation of spatiotemporal correlated noise in 1+1 dimensions

Arne Traulsen, Karen Lippert, and Ulrich Behn
Phys. Rev. E 69, 026116 – Published 26 February 2004
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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. García-Ojalvo et al., Phys. Rev. A 46, 4670 (1992)] for which we calculate explicitly the hitherto unknown autocorrelation function in real space.

  • Received 15 August 2003

DOI:https://doi.org/10.1103/PhysRevE.69.026116

©2004 American Physical Society

Authors & Affiliations

Arne Traulsen, Karen Lippert, and Ulrich Behn

  • Institut für Theoretische Physik, Universität Leipzig, Vor dem Hospitaltore 1, 04103 Leipzig, Germany

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Vol. 69, Iss. 2 — February 2004

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