Analysis of data sets of stochastic systems

被引：230

作者：

Siegert, S

Friedrich, R

Peinke, J

机构：

[1] Univ Stuttgart, Inst Theoret Phys, D-70550 Stuttgart, Germany

[2] Univ Bayreuth, D-95447 Bayreuth, Germany

来源：

PHYSICS LETTERS A | 1998年 / 243卷 / 5-6期

关键词：

D O I：

10.1016/S0375-9601(98)00283-7

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

This paper deals with the analysis of data sets 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. (C) 1998 Published by Elsevier Science B.V.

引用

页码：275 / 280

页数：6

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