Effective equations in complex systems: from Langevin to machine learning

DOI10.1088/1742-5468/AB535CzbMATH Open1459.82246arXiv1911.08419OpenAlexW3020747994MaRDI QIDQ5856058FDOQ5856058

Authors: Marco Baldovin, Angelo Vulpiani 

Publication date: 23 March 2021

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Abstract: The problem of effective equations is reviewed and discussed. Starting from the classical Langevin equation, we show how it can be generalized to Hamiltonian systems with non-standard kinetic terms. A numerical method for inferring effective equations from data is discussed; this protocol allows to check the validity of our results. In addition we show that, with a suitable treatment of time series, such protocol can be used to infer effective models from experimental data. We briefly discuss the practical and conceptual difficulties of a pure data-driven approach in the building of models.

Full work available at URL: https://arxiv.org/abs/1911.08419

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Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited In (5)

• Effective equations for reaction coordinates in polymer transport
• Enhancing the accuracy of a data-driven reconstruction of bivariate jump-diffusion models with corrections for higher orders of the sampling interval
• Artificial intelligence, chaos, prediction and understanding in science
• Data-driven parameterization of the generalized Langevin equation
• Efficient Bayesian estimation of the generalized Langevin equation from data

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