Analysis of data sets of stochastic systems

Details Analysis of data sets of stochastic systems Analysis of data sets of stochastic systems

1998-03-20

arxiv.org/abs/cond-mat/9803250v1

Physics

Condensed Matter

7 pages, 9 figures

Scientific paper

10.1016/S0375-9601(98)00283-7

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.

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