arXiv subjects

A. Bandrivskyy

Publications and source records attributed to A. Bandrivskyy.

4 recordsLinked to original sources

arXiv2005

Reconstruction of stochastic nonlinear dynamical models from trajectory measurements

A new algorithm is presented for reconstructing stochastic nonlinear dynamical models from noisy time-series data. The approach is analytical; consequently, the resulting algorithm does not require an extensive global search for the model parameters, provides optimal compensation for the effects of dynamical noise, and is robust for a broad range of dynamical models. The strengths of the algorithm are illustrated by inferring the parameters of the stochastic Lorenz system and comparing the results with those of earlier research. The efficiency and accuracy of the algorithm are further demonstrated by inferring a model for a system of five globally- and locally-coupled noisy oscillators.

cond-mat.other↗

arXiv2003

Model reconstruction of nonlinear dynamical systems driven by noise

An efficient technique is introduced for model inference of complex nonlinear dynamical systems driven by noise. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is robust in a broad range %of parameters of dynamical models. It is applied to clinically measured blood pressure signal for the simultaneous inference of the strength, directionality, and the noise intensities in the nonlinear interaction between the cardiac and respiratory oscillations.

physics.data-an↗

arXiv2003

Fast Monte Carlo simulations and singularities in the probability distributions of non-equilibrium systems

A numerical technique is introduced that reduces exponentially the time required for Monte Carlo simulations of non-equilibrium systems. Results for the quasi-stationary probability distribution in two model systems are compared with the asymptotically exact theory in the limit of extremely small noise intensity. Singularities of the non-equilibrium distributions are revealed by the simulations.

nlin.AO↗

arXiv2003

Non-equilibrium distributions at finite noise intensities

We analyse the non-equilibrium distribution in dissipative dynamical systems at finite noise intensities. The effect of finite noise is described in terms of topological changes in the pattern of optimal paths. Theoretical predictions are in good agreement with the results of numerical solution of the Fokker-Planck equation and Monte Carlo simulations.

cond-mat.stat-mech↗