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arXiv · 1911.08419

Effective Equations in complex systems: from Langevin to machine learning

Angelo Vulpiani·Marco Baldovin
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Abstract

The problem of effective equations is reviewed and discussed. Starting from the classical Langevin equation, we show how it can be generalized to Hamiltonian systems with non-standard kinetic terms. A numerical method for inferring effective equations from data is discussed; this protocol allows to check the validity of our results. In addition we show that, with a suitable treatment of time series, such protocol can be used to infer effective models from experimental data. We briefly discuss the practical and conceptual difficulties of a pure data-driven approach in the building of models.

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Angelo Vulpiani, Marco Baldovin. 2019-11-19. Effective Equations in complex systems: from Langevin to machine learning. https://doi.org/10.1088/1742-5468%2Fab535c

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