지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국전산응용수학회 Journal of applied mathematics & computing Journal of applied mathematics & computing 제20권 제1호
- 발행연도
- 2006.1
- 수록면
- 445 - 454 (10page)
이용수
초록· 키워드
오류제보하기
We describe a solution to the Ornstein-Uhlenbeck equation $\frac{dI}{dt}-\frac{1}{\tau}$I(t)=cV(t) where V(t) is a constant multiple of a Gaussian white noise. Our solution is based on a discrete set of Gaussian white noise obtained by taking sample points from a sum of single frequency harmonics that have random amplitudes, random frequencies, and random phases. Hence, it is different from the solution by the standard random walk using random numbers generated by the Box-Mueller algorithm. We prove that the power of the signal has the additive property, from which we derive that the Lyapunov characteristic exponent for our solution is positive. This compares with the solution by other methods where the noise is kept to be in an error range so that its Lyapunov exponent is negative.
목차
등록된 정보가 없습니다.
참고문헌 (0)
참고문헌 신청함께 읽어보면 좋을 논문
논문 유사도에 따라 DBpia 가 추천하는 논문입니다. 함께 보면 좋을 연관 논문을 확인해보세요!
-
THE RANDOM SIGNALS SATISFYING THE PROPERTIES OF THE GAUSSIAN WHITE NOISE
JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS
2005 .06
-
Sub-gaussian Techniques in Obtaining Laws of Large Numbers in $L^1$(R)
JKSS(Journal of the Korean Statistical Society)
1994 .01
-
A GAUSSIAN WHITE NOISE GENERATOR AND ITS APPLICATION TO THE FLUCTUATION-DISSIPATION FORMULA
Journal of applied mathematics & computing
2004 .01
-
Computations of the Lyapunov exponents from time series
한국데이터정보과학회지
2012 .06
-
Random Noises in Stochastic Parabolic Equations
한국산업응용수학회 학술대회 논문집
2012 .11
-
On the sensitivity of the solution of the generalized Lyapunov equation
한국수학논문집
2013 .01
-
An extension of random summations of independent and identically distributed random variables
대한수학회논문집
2018 .01
-
The existence of random attractors for plate equations with memory and additive white noise
한국수학논문집
2016 .01
-
Laws of large numbers for T-related L-R fuzzy random numbers
한국전산응용수학회 학술발표회
2002 .01
-
NEW EXACT SOLUTIONS OF SOME NONLINEAR EVOLUTION EQUATIONS BY SUB-ODE METHOD
호남수학학술지
2013 .01
-
Some results related to distribution functions of chi-square type random variables with random degrees of freedom
대한수학회보
2008 .01
-
FOR THE HYERS-ULAM-RASSIAS STABILITY OF A QUADRATIC FUNCTIONAL EQUATION
Journal of applied mathematics & computing
2004 .01
-
A law of the iterated logarithm for $l^{\,^p}$-valued Gaussian random fields
대한수학회지
2007 .01
-
Differential Equations related to Random Graph Process
한국전산응용수학회 학술발표회
2002 .01
-
THE NUMBER OF SOLUTIONS TO THE EQUATION (x + 1) = x + 1
Journal of applied mathematics & informatics
2013 .01
-
FREQUENTLY CONVERGENT SOLUTIONS OF A DIFFERENCE EQUATION
충청수학회지
2014 .01
-
On a Stopping Rule for the Random Walks with Time Stationary Random Distribution Function
JKSS(Journal of the Korean Statistical Society)
1995 .01
-
On Presentable Approximation for Nonlinear Noise
충청수학회지
1992 .01
-
STOCHASTIC DIFFERENTIAL EQUATION FOR WHITE NOISE FUNCTIONALS
충청수학회지
2016 .01
이 논문의 저자 정보
최근 본 자료
댓글(0)
0