Generation of short and long range temporal correlated noises

Details Generation of short and long range temporal correlated noises Generation of short and long range temporal correlated noises

1999-03-17

arxiv.org/abs/cond-mat/9903267v1

Physics

Condensed Matter

Statistical Mechanics

7 pages, 6 figs, submitted to J. Comp. Phys

Scientific paper

10.1006/jcph.1999.6347

We present the implementation of an algorithm to generate Gaussian random
noises with prescribed time correlations that can be either long or short
ranged. Examples of Langevin dynamics with short and long range noises are
presented and discussed.

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