Generation of spatiotemporal correlated noise in 1+1 dimensions.
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.
Institut für Theoretische Physik, Universität Leipzig, Vor dem Hospitaltore 1, 04103 Leipzig, Germany.
Arne
A
Traulsen
Karen
K
Lippert
Ulrich
U
Behn