Analysis and Data-Based Reconstruction of Complex Nonlinear Dynamical Systems

DOI10.1007/978-3-030-18472-8MaRDI QIDQ5222841zbMATH OpenOpenAlexFDO

Authors M. Reza Rahimi Tabar

Publication date 4 July 2019

Published in Understanding Complex Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-18472-8

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Time series analysis of dynamical systems (37M10)

Recommendations

• RECONSTRUCTION OF THE DETERMINISTIC DYNAMICS OF STOCHASTIC SYSTEMS
• scientific article; zbMATH DE number 4066769
• Analysis of data sets of stochastic systems
• scientific article; zbMATH DE number 934449
• Data-based stochastic models of uncertain nonlinear systems
• scientific article; zbMATH DE number 3870345
• Data based identification and prediction of nonlinear and complex dynamical systems
• scientific article; zbMATH DE number 48840

Cited in

(20)

• Data-driven reconstruction of stochastic dynamical equations based on statistical moments
• scientific article; zbMATH DE number 1432186 (Why is no real title available?)
• Learning the temporal evolution of multivariate densities via normalizing flows
• Nonlinear stochastic modelling with Langevin regression
• A data-driven method to learn a jump diffusion process from aggregate biological gene expression data
• A second-order particle Fokker-Planck model for rarefied gas flows
• Enhancing the accuracy of a data-driven reconstruction of bivariate jump-diffusion models with corrections for higher orders of the sampling interval
• Jump events in the human heartbeat interval fluctuations
• Nonparametric inference for diffusion processes in systems with smooth evolution
• Discovering transition phenomena from data of stochastic dynamical systems with Lévy noise
• Non-monotonic dynamic correlation explored via active microrheology
• scientific article; zbMATH DE number 4031548 (Why is no real title available?)
• A data-driven approach for discovering stochastic dynamical systems with non-Gaussian Lévy noise
• L^2-exponential ergodicity of stochastic Hamiltonian systems with -stable Lévy noises
• Detecting stochastic governing laws with observation on stationary distributions
• Reconstruction of Langevin dynamics using the second-order approximation of Kramers-Moyal conditional moments and its application to model price fluctuations
• A stochastic Fokker-Planck-master model for diatomic rarefied gas flows
• Extracting governing laws from sample path data of non-Gaussian stochastic dynamical systems
• Scaling behavior in measured keystroke time series from patients with Parkinson's disease
• \texttt{MFDFA}: efficient multifractal detrended fluctuation analysis in Python

Describes a project that uses

Uses Software

• KramersMoyal
• DiffusionRimp
• JiTCSDE
• Langevin
• Sim.DiffProc
• YUIMA
• R

This page was built for publication: Analysis and Data-Based Reconstruction of Complex Nonlinear Dynamical Systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5222841)