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

DOI10.1615/INT.J.UNCERTAINTYQUANTIFICATION.2011003089zbMATH Open1229.65028MaRDI QIDQ3173747FDOQ3173747

Authors: Miro Stoyanov, Max Gunzburger, John Burkardt 

Publication date: 10 October 2011

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

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• The existence of noise terms for systems of inhomogeneous differential and integral equations
• Ordinary differential equations with fractal noise
• Interaction between noise and singularities in partial differential equations
• Intermittency in relation with \(1/f\) noise and stochastic differential equations
• Effects of the noise level on nonlinear stochastic fractional heat equations
• The effect of noise on pitchfork and Hopf bifurcations

zbMATH Keywords

numerical examplesrandom fieldscolored noisestochastic finite element methodpink noise

Mathematics Subject Classification ID

Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) 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)

Cited In (4)

• Power-law noises over general spatial domains and on nonstandard meshes
• cnoise
• Numerical Approximation of Optimal Convergence for Fractional Elliptic Equations with Additive Fractional Gaussian Noise
• Neural network approach to the problem of predicting interest rate anomalies under the influence of correlated noise

Uses Software

• Matlab

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