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    Analysis and data-based reconstruction of complex nonlinear dynamical systems : using the methods of stochastic processes

    , Book Rahimi Tabar, M. Reza
    Springer International Publishing  2019
    Abstract
    This book focuses on a central question in the field of complex systems: Given a fluctuating (in time or space), uni- or multi-variant sequentially measured set of experimental data (even noisy data), how should one analyse non-parametrically the data, assess underlying trends, uncover characteristics of the fluctuations (including diffusion and jump contributions), and construct a stochastic evolution equation?
    Here, the term "non-parametrically" exemplifies that all the functions and parameters of the constructed stochastic evolution equation can be determined directly from the measured data.
    The book provides an overview of methods that have been developed for the analysis of...