create a stochastic variable

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peter
peter on 19 Dec 2011
i would like to create the stochastic variable I which are part of the equation dx/dt=-x+I(t)
I(t)=0.075,t=t1
I(t)=-0.072,t=t2
which t1,t2 follow poisson distribution.
i follow the next M-file but there is a mistake!
h=0.0001;
t1=0;
k=0;
while t1<0.3
k=k+1;
t1=t1-0.015*log(rand(1));t1s(k)=t1;
end
t2=0;
c=0;
while t2<0.3
c=c+1;
t2=t2-0.015*log(rand(1)); t2s(c)=t2
end
t=0;
z=0;
while t<0.3
z=z+1;
t=t+h;
ts(z)=t;
end
I=0;
for l=1:z
for j=1:c
for i=1:k
if abs(ts(l)-t1s(i))<1e-5
I=I+0.075*h;
elseif abs(ts(l)-t2s(j))<1e-5
I=I-0.072*h;
end
end
end
end
  1 Comment
Walter Roberson
Walter Roberson on 19 Dec 2011
What "mistake" do you observe? Is there an error message?

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