Exit time as a measure of ecological resilience

BMS Arani, SR Carpenter, L Lahti, EH Van Nes… - Science, 2021 - science.org
INTRODUCTION Financial markets may collapse, rainforest can shift to savanna, a person
can become trapped in a depression, and the Gulf Stream can come to a standstill. Such …

Air quality prediction using optimal neural networks with stochastic variables

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 …

Artificial intelligence and mathematical models of power grids driven by renewable energy sources: A survey

S Srinivasan, S Kumarasamy, ZE Andreadakis… - Energies, 2023 - mdpi.com
To face the impact of climate change in all dimensions of our society in the near future, the
European Union (EU) has established an ambitious target. Until 2050, the share of …

jumpdiff: A Python library for statistical inference of jump-diffusion processes in observational or experimental data sets

LR Gorjão, D Witthaut, PG Lind - Journal of Statistical Software, 2023 - jstatsoft.org
We introduce a Python library, called jumpdiff, which includes all necessary functions to
assess jump-diffusion processes. This library includes functions which compute a set of non …

Robust identification of harmonic oscillator parameters using the adjoint Fokker–Planck equation

E Boujo, N Noiray - Proceedings of the Royal Society A …, 2017 - royalsocietypublishing.org
We present a model-based output-only method for identifying from time series the
parameters governing the dynamics of stochastically forced oscillators. In this context …

Learning interpretable dynamics of stochastic complex systems from experimental data

TT Gao, B Barzel, G Yan - Nature Communications, 2024 - nature.com
Complex systems with many interacting nodes are inherently stochastic and best described
by stochastic differential equations. Despite increasing observation data, inferring these …

Estimation of drift and diffusion functions from unevenly sampled time-series data

W Davis, B Buffett - Physical Review E, 2022 - APS
Complex systems can often be modeled as stochastic processes. However, physical
observations of such systems are often irregularly spaced in time, leading to difficulties in …

The Langevin approach: An R package for modeling Markov processes

P Rinn, PG Lind, M Wächter, J Peinke - arXiv preprint arXiv:1603.02036, 2016 - arxiv.org
We describe an R package developed by the research group Turbulence, Wind energy and
Stochastics (TWiSt) at the Carl von Ossietzky University of Oldenburg, which extracts the …

Fatigue load estimation through a simple stochastic model

PG Lind, I Herráez, M Wächter, J Peinke - Energies, 2014 - mdpi.com
We propose a procedure to estimate the fatigue loads on wind turbines, based on a recent
framework used for reconstructing data series of stochastic properties measured at wind …

Analysis and data-driven reconstruction of bivariate jump-diffusion processes

L Rydin Gorjão, J Heysel, K Lehnertz, MRR Tabar - Physical Review E, 2019 - APS
We introduce the bivariate jump-diffusion process, consisting of two-dimensional diffusion
and two-dimensional jumps, that can be coupled to one another. We present a data-driven …