Generation of spatiotemporal correlated noise in 1+1 dimensions
Arne Traulsen, Karen Lippert, Ulrich Behn
Abstract
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 is given. The process is an alternative to a recently proposed spatiotemporal correlated model process [J. Garcia-Ojalvo et al., Phys. Rev. A 46, 4670 (1992)] for which we calculate explicitely the hitherto not known autocorrelation function in real space.
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