lognormal_sde

This is supplementary downloadable material, provided by the authors of the paper:

D. Bykhovsky, "Channel Simulator for Weak-Turbulence Free-Space Optical Communications," Appl. Opt. 54, 9055-9059 (2015).

The goal of this work is to generate lognormal distributed values with approximately exponential auto-covariance function and is based on a solution of first order stochastic differential equation (SDE). The provided code produces an example of such values, including probability density function (PDF) and auto-correlation function (ACF). This code includes two Matlab files:

a) logn_sde.m – this file runs without any dependencies.

b) logn_sde2.m – this time the same code uses the numerical solution provided by “A Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations (SDEs)” from https://github.com/horchler/SDETools.

This code includes one Mathematica file (v. 10+) with similar functionality.

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