ANALYSIS OF DATA SETS OF STOCHASTIC-SYSTEMS

This paper deals with the analysis of data sets of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-P lanck equation can be extracted from the noisy data sets, and determin istic laws and fluctuating forces of the dynamics can be identified. T he method is validated by the application to simulated one- and two-di mensional noisy data sets. (C) 1998 Published by Elsevier Science B.V.