Broad-band colored noise: Digital simulation and dynamical effects

Authors
Citation
Jd. Bao et Sj. Liu, Broad-band colored noise: Digital simulation and dynamical effects, PHYS REV E, 60(6), 1999, pp. 7572-7575
Citations number
15
Categorie Soggetti
Physics
Journal title
PHYSICAL REVIEW E
ISSN journal
1063651X → ACNP
Volume
60
Issue
6
Year of publication
1999
Part
B
Pages
7572 - 7575
Database
ISI
SICI code
1063-651X(199912)60:6<7572:BCNDSA>2.0.ZU;2-W
Abstract
We propose a broad-band colored noise, which allows the transition between ''red'' and "green" noises. A double-integral algorithm for solving the Lan gevin equation with this noise is developed. The steady currents of an over damped particle moving in the correlation and diffusion ratchets are calcul ated. It is shown that the flow reverses sign when the external noise is fi ltered off in the region of low frequencies to a sufficient extent. The pre sent noise is also compared with the Ornstein-Uhlenbeck colored noise and t he harmonic noise. [S1063-651X(99)12112-3].