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

DOI10.1615/INT.J.UNCERTAINTYQUANTIFICATION.2011003089MaRDI QIDQ3173747zbMATH OpenFDO

Authors Miro Stoyanov, Max Gunzburger, John Burkardt

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 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)

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Cited in

(4)

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

Describes a project that uses

Uses Software

• Matlab

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