One of the most important problems in meteorology, physical oceanography, climatology, and related fields is the understanding and dynamical description of multi-scale interactions …
A Russo, F Raischel, PG Lind - Atmospheric Environment, 2013 - Elsevier
We apply recent methods in stochastic data analysis for discovering a set of few stochastic variables that represent the relevant information on a multivariate stochastic system, used as …
D Lamouroux, K Lehnertz - Physics Letters A, 2009 - Elsevier
To improve the estimation of drift and diffusion coefficients of stochastic processes in case of a limited amount of usable data due to eg non-stationarity of natural systems we suggest to …
The application of stochastic differential equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with …
PG Lind, M Haase, F Böttcher, J Peinke… - Physical Review E …, 2010 - APS
It is a big challenge in the analysis of experimental data to disentangle the unavoidable measurement noise from the intrinsic dynamical noise. Here we present a general …
The complex dynamics of physical systems can often be modeled with stochastic differential equations. However, computational constraints inhibit the estimation of dynamics from large …
B Lehle - Physical Review E—Statistical, Nonlinear, and Soft …, 2011 - APS
An alternative approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed …
T Scholz, F Raischel, VV Lopes, B Lehle, M Wächter… - Physics Letters A, 2017 - Elsevier
This paper presents a direct method to obtain the deterministic and stochastic contribution of the sum of two independent stochastic processes, one of which is an Ornstein–Uhlenbeck …
R Kazakevičius, J Ruseckas - Physical Review E, 2016 - APS
In this paper we consider heterogeneous diffusion processes with the power-law dependence of the diffusion coefficient on the position and investigate the influence of …