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DY: Dynamik und Statistische Physik

DY 32: Nonlinear Stochastic Systems II

DY 32.1: Hauptvortrag

Montag, 7. März 2005, 14:00–14:30, TU H3010

Disentangling trends and fluctuations in data sets of complex systems — •Rudolf Friedrich — Institut für Theoretische Physik, WWU Münster, Wilhelm-Klemm-Str. 9, 48149 Münster

The behaviour of complex systems can often be described by order parameters whose dynamics involve both deterministic and noisy components. The origin of the noise is the fast and irregular dynamics of the microscopic degrees of freedom composing the complex systems. In the present talk we discuss how to perform an analysis of experimental data by disentangling the effects of dynamical noise and deterministic evolution. We discuss how drift and diffusion coefficients of Langevin equations can be estimated from data. We report on results obtained for various complex systems like chaotic electric circuits, the motion of dissipative solitons in gas-discharge systems, turbulent flows, and biological data.