A new framework for extracting coarse-grained models from time series with multiscale structure
From MaRDI portal
Publication:727752
DOI10.1016/j.jcp.2015.05.002zbMath1352.62136arXiv1409.1787MaRDI QIDQ727752
Serafim Kalliadasis, Grigorios A. Pavliotis, Sebastian Krumscheid
Publication date: 20 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.1787
chaotic dynamicsstochastic differential equationshomogenizationparametric inferencecoarse-grainingmultiscale diffusion
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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