Discovering transition phenomena from data of stochastic dynamical systems with Lévy noise.
Sign Up to like & getrecommendations! Published in 2020 at "Chaos"
DOI: 10.1063/5.0004450
Abstract: It is a challenging issue to analyze complex dynamics from observed and simulated data. An advantage of extracting dynamic behaviors from data is that this approach enables the investigation of nonlinear phenomena whose mathematical models… read more here.
Keywords: transition; transition phenomena; stochastic differential; dynamical systems ... See more keywords
Extracting Non-Gaussian Governing Laws from Data on Mean Exit Time
Sign Up to like & getrecommendations! Published in 2020 at "Chaos"
DOI: 10.1063/5.0018812
Abstract: Motivated by the existing difficulties in establishing mathematical models and in observing state time series for some complex systems, especially for those driven by non-Gaussian Lévy motion, we devise a method for extracting non-Gaussian governing… read more here.
Keywords: extracting non; non gaussian; time; exit time ... See more keywords
Mean exit time in irregularly-shaped annular and composite disc domains
Sign Up to like & getrecommendations! Published in 2022 at "Journal of Physics A: Mathematical and Theoretical"
DOI: 10.1088/1751-8121/ac4a1d
Abstract: Calculating the mean exit time (MET) for models of diffusion is a classical problem in statistical physics, with various applications in biophysics, economics and heat and mass transfer. While many exact results for MET are… read more here.
Keywords: mean exit; diffusion; exit time; physics ... See more keywords
A short note on the mean exit time of the Brownian motion
Sign Up to like & getrecommendations! Published in 2017 at "International Journal of Geometric Methods in Modern Physics"
DOI: 10.1142/s0219887817501730
Abstract: We investigate the functional Ω↦ℰ(Ω) where Ω runs through the set of compact domains of fixed volume v in any Riemannian manifold (M,g) and where ℰ(Ω) is the mean exit time from Ω of the… read more here.
Keywords: time brownian; mean exit; exit time; brownian motion ... See more keywords