Phys. Rev. A 38, 5938–5940 (1988)Fast, accurate algorithm for numerical simulation of exponentially correlated colored noiseReceived 9 May 1988; published in the issue dated December 1988 The normal procedure for numerical simulation of exponentially correlated colored noise is superseded by the novel algorithm presented here.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. © 1988 The American Physical Society URL:
http://link.aps.org/doi/10.1103/PhysRevA.38.5938
DOI:
10.1103/PhysRevA.38.5938
PACS:
05.40.+j, 02.60.+y, 02.50.+s
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