Regensburg 2007 – scientific programme

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DY: Fachverband Dynamik und Statistische Physik

DY 28: Nonlinear stochastic systems

DY 28.6: Talk

Thursday, March 29, 2007, 15:15–15:30, H2

How to characterize chaotic time series distorted by interacting dynamical noise — •Achim Kittel¹, Tobias Letz¹, and Joachim Peinke² — ¹Energy and Semiconductor Research Laborator, Institute of Physics, University of Oldenburg — ²Hydrodynamics and wind energy, Institute of Physics, University of Oldenburg

Results of commonly used time series analysis methods on experimental and, therefore, noisy data become often questionable if the underlying deterministic part of the dynamics is a priori unknown and additionally chaos is involved. We apply a recently proposed method, based on the theory of Markovian processes, for extracting the deterministic dynamics from data distorted by dynamical noise. We treat the typical experimental situation where only one variable is measurable of a higher dimensional dynamics. Here we show that an improved estimation of power spectrum, attractor dimension, and Lyapunov exponents can be achieved for the hidden pure deterministic dynamics. In particular we study exemplarily two different systems, namely, the Roessler system distorted by noise and an experimental laser system supposed to behave in low dimensional nonlinear manner.