PINK NOISE, 1/fαNOISE, AND THEIR EFFECT ON SOLUTIONS OF DIFFERENTIAL EQUATIONS

DOI10.1615/Int.J.UncertaintyQuantification.2011003089zbMath1229.65028MaRDI QIDQ3173747

Miro Stoyanov, John Burkardt, Max D. Gunzburger

Publication date: 10 October 2011

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

zbMATH Keywords

numerical examplesrandom fieldscolored noisestochastic finite element methodpink noise

Mathematics Subject Classification ID

Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Uses Software

• Matlab