Analysis of data sets of stochastic systems
From MaRDI portal
Publication:1966734
DOI10.1016/S0375-9601(98)00283-7zbMath0940.82047arXivcond-mat/9803250MaRDI QIDQ1966734
S. Siegert, Rudolf Friedrich, Joachim Peinke
Publication date: 8 March 2000
Published in: Physics Letters. A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/9803250
Fokker-Planck equationLangevin equationstochastic systemsdrift diffusionanalysis of data setsdeterministic lawsfluctuating forcesnoisy data sets
Related Items (45)
Systematic physics constrained parameter estimation of stochastic differential equations ⋮ A quantitative synchronization model for smooth pursuit target tracking ⋮ Deterministic and stochastic features of rhythmic human movement ⋮ A stochastic limit cycle oscillator model of the EEG ⋮ Nonparametric inference for diffusion processes in systems with smooth evolution ⋮ Accuracy and efficiency of reduced stochastic models for chaotic Hamiltonian systems with time-scale separation ⋮ A nonparametric method of estimating nonlinear dynamical system models ⋮ Multifractal analysis of visibility graph-based Ito-related connectivity time series ⋮ Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance ⋮ On a general link between anomalous diffusion and nonextensivity ⋮ Stochastic physics-informed neural ordinary differential equations ⋮ Spontaneous and explicit symmetry breaking of thermoacoustic eigenmodes in imperfect annular geometries ⋮ Stochastic time series with strong, correlated measurement noise: Markov analysis in \(N\) dimensions ⋮ Data-driven inference for stationary jump-diffusion processes with application to membrane voltage fluctuations in pyramidal neurons ⋮ Reconstruction of the modified discrete Langevin equation from persistent time series ⋮ Identifying noise sources of time-delayed feedback systems ⋮ Parametric estimation from approximate data: non-Gaussian diffusions ⋮ Influence of dynamical noise on time series generated by nonlinear maps ⋮ TIME SERIES ANALYSIS OF MULTIVARIATE TIME-DELAYED SYSTEMS WITH NOISE: APPLICATIONS TO LASER PHYSICS AND HUMAN MOVEMENT ⋮ Kernel-based regression of drift and diffusion coefficients of stochastic processes ⋮ Stability and hierarchy of quasi-stationary states: financial markets as an example ⋮ A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems ⋮ Bi-SOC-states in one-dimensional random cellular automaton ⋮ Empirical evaluated SDE modelling for dimensionality-reduced systems and its predictability estimates ⋮ Identifying and comparing states of time-delayed systems: phase diagrams and applications to human motor control systems ⋮ NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS ⋮ NONPARAMETRIC STATISTICAL MODELING OF SPATIOTEMPORAL DYNAMICS BASED ON RECORDED DATA ⋮ From a cellular automaton model of tumor-immune interactions to its macroscopic dynamical equation: a drift-diffusion data analysis approach ⋮ Markov properties of electrical discharge current fluctuations in plasma ⋮ Estimating Kramers-Moyal coefficients in short and non-stationary data sets ⋮ PREDICTING THE SYNCHRONIZATION OF A NETWORK OF ELECTRONIC REPRESSILATORS ⋮ Drift bifurcation of dissipative solitons due to a change of shape: experiment and theory ⋮ Bivariate time-periodic Fokker-Planck model for freeway traffic ⋮ Maximum likelihood estimation of drift and diffusion functions ⋮ Can log-periodic power law structures arise from random fluctuations? ⋮ A closed solution to the Fokker-Planck equation applied to forecasting ⋮ Analysis of data from periodically forced stochastic processes ⋮ Nonlinear determinism in time series measurements of two-dimensional turbulence ⋮ TIME SERIES ANALYSIS IN RECONSTRUCTED STATE SPACES ⋮ Data-driven stochastic modeling of coarse-grained dynamics with finite-size effects using Langevin regression ⋮ Discrete Langevin-type equation for p-order persistent time series and procedure of its reconstruction ⋮ Multivariate nonlinear Fokker-Planck equations and generalized thermostatistics ⋮ Parameter estimation in nonlinear stochastic differential equations ⋮ A note on estimating drift and diffusion parameters from time series ⋮ One-shot learning of stochastic differential equations with data adapted kernels
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Statistical properties of a turbulent cascade
- Advanced synergetics. Instability hierarchies of self-organizing systems and devices
- The Fokker-Planck equation. Methods of solution and applications.
- Information and self organization. A macroscopic approach to complex systems
- THE RECONSTRUCTION OF THE FOKKER-PLANCK AND MASTER EQUATIONS ON THE BASIS OF EXPERIMENTAL DATA: H-THEOREM AND S-THEOREM
This page was built for publication: Analysis of data sets of stochastic systems
