Spatiotemporal correlation of colored noise
- 1 November 1993
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review E
- Vol. 48 (5) , 3267-3270
- https://doi.org/10.1103/physreve.48.3267
Abstract
We calculated the noise correlation in a Gaussian stochastic process that is non-δ-function-correlated in both space and time. The colored noise obeys a linear reaction-diffusion Langevin equation with Gaussian white noise. Our result is a generalization of the Ornstein-Uhlenbeck process to take into account finite correlation in space as well as in time for colored noise.Keywords
This publication has 20 references indexed in Scilit:
- Dynamics of a height-conserved surface-growth model with spatially correlated noisePhysical Review A, 1991
- Intensity scaling of stimulated Raman forward scattering in laser-produced plasmasPhysical Review Letters, 1991
- A new universality class for kinetic growth: One-dimensional molecular-beam epitaxyPhysical Review Letters, 1991
- Growth with Surface DiffusionEurophysics Letters, 1990
- Dynamics of driven interfaces with a conservation lawPhysical Review A, 1989
- Burgers equation with correlated noise: Renormalization-group analysis and applications to directed polymers and interface growthPhysical Review A, 1989
- Fluctuation and distribution of macroscopic order in formation processes of a dissipative structurePhysical Review A, 1986
- Dynamic Scaling of Growing InterfacesPhysical Review Letters, 1986
- Noise Induced TransitionsPublished by Springer Nature ,1984
- Theory of dynamic critical phenomenaReviews of Modern Physics, 1977