# Thread Subject: How to correctly add random noise to equations while solving ode

 Subject: How to correctly add random noise to equations while solving ode From: alan Date: 6 Feb, 2012 17:19:09 Message: 1 of 4 Hi all,    I am not sure how to add a gaussian random noise to a system of ode correctly in matlab. Basically, what I want to do is the following: to solve dx/dt=f(x)+n(t) while n(t) is a gaussian random noise satisfying =T*delta(t-t'), where T is the noise temperature so that the noise at each time step is uncorrelated. Thanks!
 Subject: How to correctly add random noise to equations while solving ode From: Bas-Jan Date: 9 Feb, 2012 10:53:11 Message: 2 of 4 Dear Alan, I have the same question. I know you can do it easily using Simulink in Matlab (just use the noise input block), but I don't like using this environment. I tried adding a random term in f(x), but then the ode routines fail. Would be nice if someone had a simple solution. Regards, Bas-Jan
 Subject: How to correctly add random noise to equations while solving ode From: Torsten Date: 9 Feb, 2012 12:17:10 Message: 3 of 4 On 9 Feb., 11:53, "Bas-Jan " wrote: > Dear Alan, > > I have the same question. > > I know you can do it easily using Simulink in Matlab (just use the noise input block), but I don't like using this environment. > I tried adding a random term in f(x), but then the ode routines fail. > > Would be nice if someone had a simple solution. > > Regards, > Bas-Jan Try http://sdetoolbox.sourceforge.net/ Best wishes Torsten.
 Subject: How to correctly add random noise to equations while solving ode From: Bas-Jan Date: 5 Jul, 2012 19:42:08 Message: 4 of 4 Thanks very much! I think it is exactly what I needed. (For some reason I did not get a message of you having replied, but the answer is still very useful for me.)

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