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#285
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Sure, just use the brownian syntax and it should be a good way to make SDEs |
Ah, I think I was not completely clear, my signal follows a random sequence in time, but that sequence is defined by the random number generator. So in a sense it's still a conventional ode but at each timestep the signal is given by That does not look like noises processes, does it? |
It does. That's exactly what an SDE is doing, with |
For my case, the signal is generally a band-limited gaussian white noise, of controlled amplitude, so |
I was looking at the code in https://github.com/SciML/ModelingToolkitStandardLibrary.jl/blob/main/src/Blocks/sources.jl and I was wondering if you were considering adding a random source générators, e.g. white noise, white bandlimited noise, red or else.
Given that there are also elements for modelling random processes in https://docs.sciml.ai/DiffEqNoiseProcess/stable/ I was wondering if such an addition was relevant or not.
In my case, I'm trying to simulate a system having a controlled random input, so it is not noise, but still a random signal.
What is your opinion on this ?
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