Analysis of data sets of stochastic systems
Condensed Matter
2009-10-31 v1
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
Cite
@article{arxiv.cond-mat/9803250,
title = {Analysis of data sets of stochastic systems},
author = {S. Siegert and R. Friedrich and J. Peinke},
journal= {arXiv preprint arXiv:cond-mat/9803250},
year = {2009}
}
Comments
7 pages, 9 figures