Abstract
A method for analyzing fluctuating data sets of complex systems is presented. The algorithm will deliver deterministic and stochastic parts of the dynamics of the investigated process for a special class of systems. The results of an application of the analysis to simulated data sets of one- and two-dimensional stochastic systems are shown.
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© 1999 Springer-Verlag
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Friedrich, R., Siegert, S., Peinke, J. (1999). Determination of fokker-planck equations from experimental data sets of complex systems. In: Müller, S.C., Parisi, J., Zimmermann, W. (eds) Transport and Structure. Lecture Notes in Physics, vol 532-532. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0104231
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DOI: https://doi.org/10.1007/BFb0104231
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