Reconstruction of the modified discrete Langevin equation from persistent time series
- Institute of Geophysics, Polish Academy of Sciences, Księcia Janusza 64, 01-452 Warsaw (Poland)
The discrete Langevin-type equation, which can describe persistent processes, was introduced. The procedure of reconstruction of the equation from time series was proposed and tested on synthetic data, with short and long-tail distributions, generated by different Langevin equations. Corrections due to the finite sampling rates were derived. For an exemplary meteorological time series, an appropriate Langevin equation, which constitutes a stochastic macroscopic model of the phenomenon, was reconstructed.
- OSTI ID:
- 22596690
- Journal Information:
- Chaos (Woodbury, N. Y.), Journal Name: Chaos (Woodbury, N. Y.) Journal Issue: 5 Vol. 26; ISSN CHAOEH; ISSN 1054-1500
- Country of Publication:
- United States
- Language:
- English
Similar Records
Multifractal analysis of time series generated by discrete Ito equations
Time-local view of nonequilibrium statistical mechanics. II. Generalized Langevin equations
Bringing discrete-time Langevin splitting methods into agreement with thermodynamics
Journal Article
·
Mon Jun 15 00:00:00 EDT 2015
· Chaos (Woodbury, N. Y.)
·
OSTI ID:22402566
Time-local view of nonequilibrium statistical mechanics. II. Generalized Langevin equations
Journal Article
·
Wed Dec 31 23:00:00 EST 1986
· J. Stat. Phys.; (United States)
·
OSTI ID:6453531
Bringing discrete-time Langevin splitting methods into agreement with thermodynamics
Journal Article
·
Sun Nov 07 23:00:00 EST 2021
· Journal of Chemical Physics
·
OSTI ID:1832393