Diffusion Maps, Reduction Coordinates, and Low Dimensional Representation of Stochastic Systems

DOI10.1137/070696325zbMath1175.60058OpenAlexW1987236926MaRDI QIDQ3183347

Stéphane Lafon, Ioannis G. Kevrekidis, Boaz Nadler, Mauro Maggioni, Ronald R. Coifman

Publication date: 19 October 2009

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/070696325

zbMATH Keywords

dimensional reductionmetastable statesdiffusion mapsstochastic dynamical systemsFokker-Planck operatornormalized graph Laplacian

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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