Comment on "Indispensable Finite Time Correlations for Fokker-Planck Equations from Time Series Data"
arXiv:physics/0203005 · doi:10.1103/PhysRevLett.89.149401
Abstract
Comment on "Indispensable Finite Time Correlations for Fokker-Planck Equations from Time Series Data"
2 pages, 1 figure
Cited by in corpus (31)
- Stochastic Analysis and Regeneration of Rough Surfaces
- On the proper reconstruction of complex dynamical systems spoilt by strong measurement noise
- An Iterative Procedure for the Estimation of Drift and Diffusion Coefficients of Langevin Processes
- Stochastic Physics-Informed Neural Ordinary Differential Equations
- Estimation of Kramers-Moyal coefficients at low sampling rates
- Stochastic analysis of different rough surfaces
- Finite sampling interval effects in Kramers-Moyal analysis
- Estimation of drift and diffusion functions from time series data: A maximum likelihood framework
- Improved estimation of Fokker-Planck equations through optimisation
- On different cascade-speeds for longitudinal and transverse velocity increments
- Uncovering wind turbine properties through two-dimensional stochastic modeling of wind dynamics
- Characteristic Angular Scales in Cosmic Microwave Background Radiation
- Sparse inference and active learning of stochastic differential equations from data
- Exact corrections for finite-time drift and diffusion coefficients
- Langevin equation in systems with also negative temperatures
- On low-sampling-rate Kramers-Moyal coefficients
- Arbitrary-order finite-time corrections for the Kramers-Moyal operator
- Extended Kramers-Moyal analysis applied to optical trapping
- Principal axes for stochastic dynamics
- Langevin power curve analysis for numerical WEC models with new insights on high frequency power performance
- Non-parametric estimation of a Langevin model driven by correlated noise
- Memory Effects, Multiple Time Scales and Local Stability in Langevin Models of the S&P500 Market Correlation
- Markov Properties of Electrical Discharge Current Fluctuations in Plasma
- Enhancing the accuracy of a data-driven reconstruction of bivariate jump-diffusion models with corrections for higher orders of the sampling interval
- On the interaction between velocity increment and energy dissipation in the turbulent cascade
- Filamentary plasma eruptions and the heating and acceleration of electrons
- Reconstructing the intermittent dynamics of the torque in wind turbines
- Dynamics of azimuthal thermoacoustic modes in imperfectly symmetric annular geometries
- Parameter Estimation of Hidden Diffusion Processes: Particle Filter vs. Modified Baum-Welch Algorithm
- On a multi-scale approach to analyze the joint statistics of longitudinal and transverse increments experimentally in small scale turbulence
- Parameter Estimation for Multivariate Diffusion Systems