Empirical evaluated SDE modelling for dimensionality-reduced systems and its predictability estimates

DOI10.1007/S13160-017-0296-2MaRDI QIDQ1756720zbMATH OpenOpenAlexFDO

Authors Naoto Nakano, Masaru Inatsu, Seiichiro Kusuoka, Yoshitaka Saiki

Publication date 21 December 2018

Published in Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13160-017-0296-2

zbMATH Keywords

dimensionality reductioninverse problemnonlinear dynamical systemspredictabilitystochastic differential equation

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cites work

• A note on estimating drift and diffusion parameters from time series
• Analysis of data sets of stochastic systems
• Dependent central limit theorems and invariance principles
• Elimination of fast chaotic degrees of freedom: on the accuracy of the Born approximation
• Evaluation of Mean Values for a Forced Pendulum with a Projection Operator Method
• Fast chaos versus white noise: Entropy analysis and a Fokker-Planck model for the slow dynamics
• Quantifying local predictability in phase space
• Stochastic modelling of intermittency
• Stochastic modelling: replacing fast degrees of freedom by noise.
• The Fokker-Planck equation. Methods of solution and applications.
• Transport, Collective Motion, and Brownian Motion
• Turbulence, coherent structures, dynamical systems and symmetry.

Cited in

(1)

• Reduced order models for the prediction of the time of occurrence of extreme episodes

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