Arif Ullah

3 Questions 8 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,...

01 January 2019 1,300 1 View

How to find steady state (stationary) solution of a stochastic differential equation?

Hi I am trying to find steady state solution of a stochastic differential equation dy/dt=Aydt+B1ydV1+B2ydV2 where A, B1 and B2 are operators , dV1 and dV2 are color noises. is there any way...

10 October 2017 4,438 5 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 9,513 7 View