We develop an algorithm to simulate a Gaussian stochastic process that is non-δ-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.
CitationGarcía-Ojalvo,J. ;Ramírez de la Piscina, L.; Sancho,J.M. (1992). Generation of spatiotemporal colored noise. Physical Review A, 46(8): 4670-4675
All rights reserved. This work is protected by the corresponding intellectual and industrial property rights. Without prejudice to any existing legal exemptions, reproduction, distribution, public communication or transformation of this work are prohibited without permission of the copyright holder. If you wish to make any use of the work not provided for in the law, please contact: firstname.lastname@example.org