Abstract
In this article we discuss an extension of a method to extract Langevin equations from noisy time series to spatio-temporal data governed by stochastic partial differential equations (SPDEs). The reconstruction of the SPDEs from data is traced back to the estimation of multivariate conditional moments.
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Kamps, O., Peinke, J. (2016). Analysis of Noisy Spatio-Temporal Data. In: Wunner, G., Pelster, A. (eds) Selforganization in Complex Systems: The Past, Present, and Future of Synergetics. Understanding Complex Systems. Springer, Cham. https://doi.org/10.1007/978-3-319-27635-9_22
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DOI: https://doi.org/10.1007/978-3-319-27635-9_22
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