Questions about the noise vector for the noise trajectory.

[fumer100]

Should every element of the noise vector have the same noise? Or should I draw a different noise for each element like this?:

[charlesrocabert]

You should use:

epsilon = np.random.normal(0, sigma, size=nj-1). epsilon is then a vector of random values.

with $n_j$ the length of vector f ($n_j-1$ is because next_f is actually next_f_trunc)

[charlesrocabert]

Then, next_f = f_trunc + (GCC_f + epsilon)*dt

[charlesrocabert]

I am not completely sure of the faisability of this algorithm. Let me know ;)

[fumer100]

I will try it out! Thank you!

[charlesrocabert]

Be especially careful of the value sigma. It should be small enough

[fumer100]

Could the noise be negative?

[charlesrocabert]

Yes, there is no constraint on the sign of GCC_f. Which makes me realize that your stop criterium is false. You must test if the absolute value of GCC_f is close to zero, not GCC_f directly.

However, I would simply remove this test, and simply keep your stop criterium on mu.

[fumer100]

Ok, I thought I had tested the absolute of Gcc_f.... But I deleted it. It doesn't impact the result, so it's not necessary as you said. Thank you for the hint!

And I think the noisy trajectory is working now.

[charlesrocabert]

I am really curious to see what kind of trajectory you obtain

[fumer100]

You can test it now :)