2011
DOI: 10.1615/int.j.uncertaintyquantification.2011003089
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PINK NOISE, 1/fαNOISE, AND THEIR EFFECT ON SOLUTIONS OF DIFFERENTIAL EQUATIONS

Abstract: White noise is a very common way to account for randomness in the inputs to partial differential equations, especially in cases where little is know about those inputs. On the other hand, pink noise, or more generally, colored noise having a power spectrum that decays as 1/f α , where f denotes the frequency and α ∈ (0, 2] has been found to accurately model many natural, social, economic, and other phenomena. Our goal in this paper is to study, in the context of simple linear and nonlinear two-point boundary-v… Show more

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Cited by 26 publications
(21 citation statements)
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“…Because the noise can be both large and correlated, the degree of correlation and strength of the noise signal can potentially mask the behavior of the true signal; this is called noise biasing. While white noise is uncorrelated (except for r ¼ 0), the noise within our system is correlated ("pink" noise with a 1/f power spectral density falloff) 45 and yields noise biasing (for r > 0). By performing cross-correlations of the separate data sets, the self-correlation from the noise is removed while the noise/signal effects from the cross terms are reduced.…”
Section: Resultsmentioning
confidence: 99%
“…Because the noise can be both large and correlated, the degree of correlation and strength of the noise signal can potentially mask the behavior of the true signal; this is called noise biasing. While white noise is uncorrelated (except for r ¼ 0), the noise within our system is correlated ("pink" noise with a 1/f power spectral density falloff) 45 and yields noise biasing (for r > 0). By performing cross-correlations of the separate data sets, the self-correlation from the noise is removed while the noise/signal effects from the cross terms are reduced.…”
Section: Resultsmentioning
confidence: 99%
“…f_alpha_gaussian (Stoyanov, Gunzburger, & Burkardt, 2011 To investigate the influence of similarity criteria and filter ranges in empirical data, we used 298 resting-state EEG data collected in the context of a larger assessment prior to task performance 299 and immediately following electrode preparation. 2.3 Calculation of standard and "modified" multiscale entropy 343 344…”
Section: Hypotheses and Current Study 227 228mentioning
confidence: 99%
“…To assess the performance of the detection statistics under noisy conditions, we generated independent sequences of white Gaussian noise to simulate electronic noise (using MATLAB TM , The MathWorks Inc.), and pink (1/f) Gaussian noise [13] to simulate low frequency trends observed in PPG recordings. These sequences were scaled and added to the infant PPG data to generate a Signal-to-Noise Ratio (SNR) that ranged from -20 to 20 dB.…”
Section: Robustness With Noisy Datamentioning
confidence: 99%