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Documentation for how to use a single noise realization multiple times #425

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eviatarbach opened this issue Jul 9, 2021 · 1 comment

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@eviatarbach
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I think it would be useful to have documentation on how to use a single noise realization multiple times, as described here. This is important, for example, in computing snapshot attractors of random dynamical systems, which involves integrating different initial conditions with the same noise realization.

@frankschae
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Maybe, it would be a good idea to add also the pCN function:
https://github.com/SciML/DiffEqNoiseProcess.jl/blob/master/src/pCN.jl
(which allows one to generate a correlated noise process given an initial noise realization)

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