Skip to main content

Determination of fokker-planck equations from experimental data sets of complex systems

  • Conference paper
  • First Online:
Transport and Structure

Part of the book series: Lecture Notes in Physics ((LNP,volume 532-532))

  • 238 Accesses

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.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Arnold L. (1973): Stochastische Differentialgleichungen (R. Oldenbourg Verlag, München, Wien)

    MATH  Google Scholar 

  2. Borland L. M., Haken H. (1992): Unbiased Determination of Forces Causing Observed Processes. The case of additive and weak multiplicative noise. Z. Phys. B 81, 95

    Article  ADS  Google Scholar 

  3. Borland L. M., Haken H. (1992): Unbiased Estimate of Forces from Measured Correlation Functions, including the Case of Strong Multiplicative Noise. Ann. Physik 1, 452

    Article  ADS  Google Scholar 

  4. Friedrich R., Peinke J. (1997): Description of a Turbulent Cascade by a Fokker-Planck Equation. PRL 78, 863

    Article  ADS  Google Scholar 

  5. Gardiner C. W. (1990): Handbook of Stochastic Methods (2.Auflage Springer, Berlin, Heidelberg)

    MATH  Google Scholar 

  6. Hänggi P., Thomas H. (1982): Stochastic processes: time evolution, symmetries and linear response. Phys. Rep. 88, 207

    Article  ADS  MathSciNet  Google Scholar 

  7. Honerkamp J. (1990): Stochastische Dynamische Systeme (VCH Verlagsgesellschaft Weinheim)

    Google Scholar 

  8. Klimontovich Y. L. (1993): The Reconstruction of the Fokker-Planck and Master Equations on the Basis of Experimental Data: H-Theorem and S-Theorem. Int. Journ. of Bifurcation and Chaos 3, 119

    Article  MATH  MathSciNet  Google Scholar 

  9. Risken H. (1989): The Fokker-Planck Equation (2. Auflage Springer, Berlin, Heidelberg)

    MATH  Google Scholar 

  10. Siegert S., Friedrich R., Peinke J. (1998): Analysis of data sets of stochastic systems. Phys. Lett. A 243, 275

    Article  MATH  ADS  MathSciNet  Google Scholar 

  11. Stratonovich R. L. (1966): A new representation for stochastic integrals and equations. SIAM J. Control 4, 362

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Stefan C. Müller Jürgen Parisi Walter Zimmermann

Rights and permissions

Reprints and permissions

Copyright information

© 1999 Springer-Verlag

About this paper

Cite this paper

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

Download citation

  • DOI: https://doi.org/10.1007/BFb0104231

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-66632-5

  • Online ISBN: 978-3-540-48070-9

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics