Arif Ullah

5 Questions 9 Answers 0 Followers

Questions related from Arif Ullah

How to decrease number of noises in stochastic differential equation?

I have a Quantum SDE containing both white and color noises (open quantum system). (Pleas click this link for the equation,...

21 January 2019 7,697 1 View

How to improve the convergence of a stochastic differential equation?

I have a stochastic differential equation, i.e, (for equation please click this link)...

21 January 2019 4,733 4 View

How to use Runge Kutta method for stochastic quantum master equation having two colored noises ?

I have stochastic quantum master equation in the following form dX= a(X) dt + b(X) v1 dt + c(X)v2 dt Here a, b & c coefficients depend on the process. v1 & v2 are two correlated noises....

13 August 2016 364 5 View

Circulant Embedding method, generation of two correlated random series?

i have to generate two correlated random series X and Y from the given Correlation functions. I have auto correlation function for XX and YY. Similarly i have cross correlation functions...

13 May 2016 8,474 1 View

Range Kutta method for SDE's ?

I have a two dimensional stochastic equation like this dX=AXdt+BXdV1+CXdV2 Where A B and C are matrices, dV1 and dV2 are correlated with each other and called color noises. My question is , if i...

01 January 1970 792 7 View