Bereiche | Tage | Auswahl | Suche | Downloads | Hilfe

DY: Dynamik und Statistische Physik

DY 46: Poster

DY 46.33: Poster

Donnerstag, 30. März 2006, 16:00–18:00, P1

Data analysis of periodically forced stochastic systems with time delay — •Andreas Wilmer, Dr. Till D. Frank, and Prof. Dr. Rudolf Friedrich — Institute for Theoretical Physics, WWU Münster, Wilhelm-Klemm-Str. 9, D-48149 Münster, Germany

A wide class of stochastic processes can be described by a system of Langevin equations. We shall consider stochastic systems, which include periodic forces and a time delayed feedback. These are relevant for various systems like seasonal systems in biology, engineering or movement control.
If we consider a univariate process with the stochastic variable X(t), a time delay τ and a periodic force f(t)=f(t+T), the Langevin equation reads as follows:

d
dt
X(t) = h 
X(t),X(t−τ),f(t)
+g
X(t),X(t−τ)
Γ(t)

where Γ(t) is the fluctuating uncorrelated Langevin force with ⟨Γi(t) Γj(t′)⟩=2δijδ(tt′), the deterministic part D(1)=h called drift and the stochastic part g corresponding to the diffusion coefficient D(2)=g2.
We shall present a method, which enables the discrimination of a stochastic and deterministic force of time series and allows the estimation of the drift and diffusion coefficients from data.

100% | Bildschirmansicht | English Version | Kontakt/Impressum/Datenschutz
DPG-Physik > DPG-Verhandlungen > 2006 > Dresden