Physical review. A, General physics · 1988 · 415 citations · 6 references
ComputingComputer SciencePhysicsScientific ComputingNumerical AlgorithmsNumerical AnalysisNumerical Methods For Differential EquationsSimulation MethodsColored NoiseNumerical Methods For Integral EquationsNumerical Methods For Stochastic Differential EquationsNumerical SimulationStochastic Simulation Algorithms
The normal procedure for numerical simulation of exponentially correlated colored noise is superseded by the novel algorithm presented here. A differential algorithm is replaced by an integral algorithm which is faster, more accurate, and permits the use of longer step sizes.
6
The Art of Computer Programming
W.J. Worlton · Nuclear Science and Engineering · 1968 · 2.3K citations
Analytical and numerical studies of multiplicative noise
J. M. Sancho, M. San Miguel, S. L. Katz et al. · Physical review. A, General physics · 1982 · 603 citations · Full text
Statistical fluctuations in laser transients
Shijun Zhu, Anthony W. Yu, Rajarshi Roy · Physical review. A, General physics · 1986 · 151 citations
Natural Sciences, Physics, Optics +16