Discrete time elephant walk noise: A noise process with full memory

Authors

  • Miguel Antonio D. Fudolig National Institute of Physics, University of the Philippines Diliman
  • Jose Perico H. Esguerra National Institute of Physics, University of the Philippines Diliman

Abstract

We use the Elephant Random Walk in order to model a stochastic noise process that it will incorporate complete memory in to the system. We call this process Elephant Walk Noise. We solve for the discrete time Langevin equation for a particle under the influence of a driving/drag force in the presence of complete memory. The solution of the Langevin equation showed four possible cases corresponding to different values of the friction coefficient.  These cases were then studied and analyzed.

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Issue

Article ID

SPP-2015-PB-49

Section

Poster Session PB

Published

2015-06-03

How to Cite

[1]
MAD Fudolig and JPH Esguerra, Discrete time elephant walk noise: A noise process with full memory, Proceedings of the Samahang Pisika ng Pilipinas 33, SPP-2015-PB-49 (2015). URL: https://proceedings.spp-online.org/article/view/1255.