Analysis of data sets of stochastic systems

Preprint

20 March 1998

preprint
Published by arXiv in arXiv

https://doi.org/10.48550/arXiv.cond-mat/9803250

Abstract

This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the noisy data sets, and deterministic laws and fluctuating forces of the dynamics can be identified. The method is validated by the application to simulated one- and two-dimensional noisy data sets.

Keywords

ANALYSIS OF STOCHASTIC
FORCES OF THE DYNAMICS
STOCHASTIC SYSTEMS
ANALYSIS OF DATA
NOISY DATA SETS
EXTRACTED
DIFFUSION
DRIFT

All Related Versions

Version 1, 1998-03-20, ArXiv
Published version: Physics Letters A, 243 (5-6), 275.

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