Dynamical Inference for Transitions in Stochastic Systems with $\alpha-$stable L\'evy Noise
Dynamical Systems
2016-06-29 v1
Abstract
A goal of data assimilation is to infer stochastic dynamical behaviors with available observations. We consider transition phenomena between metastable states for a stochastic system with (non-Gaussian) stable L\'evy noise. With either discrete time or continuous time observations, we infer such transitions by computing the corresponding nonlocal Zakai equation (and its discrete time counterpart) and examining the most probable orbits for the state system. Examples are presented to demonstrate this approach.
Keywords
Cite
@article{arxiv.1512.00812,
title = {Dynamical Inference for Transitions in Stochastic Systems with $\alpha-$stable L\'evy Noise},
author = {Ting Gao and Jinqiao Duan and Xingye Kan},
journal= {arXiv preprint arXiv:1512.00812},
year = {2016}
}