2 papers
math.OC2021
Statistical learning of nonlinear stochastic differential equations from non-stationary time series using variational clustering
Vyacheslav Boyko, Sebastian Krumscheid, Nikki Vercauteren
Parameter estimation for non-stationary stochastic differential equations (SDE) with an arbitrary nonlinear drift, and nonlinear diffusion is accomplished in combination with a non…
physics.ao-ph2019
Detecting regime transitions of the nocturnal and Polar near-surface temperature inversion
Amandine Kaiser, Davide Faranda, Sebastian Krumscheid +2
Many natural systems undergo critical transitions, i.e. sudden shifts from one dynamical regime to another. In the climate system, the atmospheric boundary layer can experience sud…