Finite sampling interval effects in Kramers-Moyal analysis

DOI10.1016/j.physleta.2009.08.029zbMath1233.82033arXiv0905.4324MaRDI QIDQ665416

Steven J. Lade

Publication date: 5 March 2012

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.4324

zbMATH Keywords

Fokker-Planck equation; adjoint operator; molecular motors; finite sampling interval; Kramers-Moyal coefficients; tethered diffusion

Mathematics Subject Classification ID

92C40: Biochemistry, molecular biology

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

82C70: Transport processes in time-dependent statistical mechanics

37M10: Time series analysis of dynamical systems

Related Items

Robust identification of harmonic oscillator parameters using the adjoint Fokker–Planck equation, Enhancing the accuracy of a data-driven reconstruction of bivariate jump-diffusion models with corrections for higher orders of the sampling interval, Finite sampling interval effects in Kramers-Moyal analysis, Data-driven stochastic modeling of coarse-grained dynamics with finite-size effects using Langevin regression

Cites Work

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