Data-driven reconstruction of stochastic dynamical equations based on statistical moments

DOI10.1088/1367-2630/ACEC63MaRDI QIDQ6559261zbMATH OpenFDO

Authors Farnik Nikakhtar, Laya Parkavousi, Muhammad Sahimi, M. Reza Rahimi Tabar, U. Feudel, Klaus Lehnertz

Publication date 21 June 2024

Published in New Journal of Physics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1088/1367-2630/ACEC63

zbMATH Keywords

Kramers-Moyal coefficientsreconstruction of stochastic dynamical equationsstatistical momentstime series analysis

Mathematics Subject Classification ID

Quantum theory (81-XX) Statistical mechanics, structure of matter (82-XX) Relativity and gravitational theory (83-XX)

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Cited in

(2)

• Data-driven discovery of slow-fast stochastic differential equations with data binning and sparse Bayesian strategy
• Non-monotonic dynamic correlation explored via active microrheology

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