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Generation of spatiotemporal correlated noise in 1+1 dimensions

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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.


Cite as: http://hdl.handle.net/11858/00-001M-0000-0010-1019-C
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.