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adding noise to the solution obtained from ode45/dde23

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what is the best way to add noise to the solution obtained from the solver like ode45/dde23?

Accepted Answer

Sam Chak
Sam Chak on 12 Dec 2023
Does it work if you execute the following?
[t, y] = ode45(@odefun, tspan, y0);
noise = mynoise(t); % user-defined math function for noise
ynoise = y + noise; % additive method
  3 Comments
Sam Chak
Sam Chak on 13 Dec 2023
In theory, the approach remains the same. You store the ode45 solution in sol as a structure array, and then you need to evaluate the structure at n points in the interval to obtain the data y.
%% ODE
odefun = @(t, y) [y(2); - y(1) - 2*y(2)];
tspan = [0 10];
y0 = [1; 0];
%% Direct Method
[t, y] = ode45(odefun, tspan, y0);
whos t y
Name Size Bytes Class Attributes t 73x1 584 double y 73x2 1168 double
%% 'sol' Method
sol = ode45(odefun, tspan, y0);
t = linspace(0, 10, 73)';
y = deval(sol, t)';
whos t y sol
Name Size Bytes Class Attributes sol 1x1 5178 struct t 73x1 584 double y 73x2 1168 double

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More Answers (1)

Jalal Khan
Jalal Khan on 12 Dec 2023
The best way to add noise to the solution obtained from solvers like ode45 or dde23 depends on the specific requirements of your problem and the characteristics of the noise you want to introduce
  1 Comment
Muhammad
Muhammad on 12 Dec 2023
like if we are dealing with differential equations for ODE case lorenz equation and DDE mackey glass equation

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