I have the following 2D dynamical system that I solve with NDSolve:
q[v_,x_]:=-v+c Tanh[3*v]-Sign[x];
sol = NDSolve[{x'[t] == v[t],
v'[t] == q[x[t],v[t]], x[0] == 0.01,
v[0] == 0.01}, {x[t], v[t]}, {t, 0, 100}];
The plot of the solution:
Plot[{Evaluate[x[t] /. sol], Evaluate[v[t] /. sol]}, {t, 0, 100}]
Now I wish to add uncorrelated Noise to the second equation, this is what I have so far:
A[v_]:=1/Cosh[3*v];
proc = ItoProcess[{\[DifferentialD]x[t] == -v[t]\[DifferentialD]t, \[DifferentialD]v[
t] == -q[x[t], v[t]] \[DifferentialD]t +
A[v[t]] \[DifferentialD]w[t]}, {x[t], v[t]}, {{x, v}, {0.01, 0.01}},
t, w \[Distributed] WienerProcess[]]
and for the plot:
RandomFunction[proc, {0., 100., 0.01}]
I get the message:
"The specification "description" is not a random process recognizedby the system"
what is the source of the error and what is the proper way to write the 2d SDE to obtain both trajectories of x[t] and v[t]?
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should be==
. 2 missing adt
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