Stochastic modeling of experimental chaotic time series.
Methods developed recently to obtain stochastic models of low-dimensional chaotic systems are tested in electronic circuit experiments. We demonstrate that reliable drift and diffusion coefficients can be obtained even when no excessive time scale separation occurs. Crisis induced intermittent motion can be described in terms of a stochastic model showing tunneling which is dominated by state space dependent diffusion. Analytical solutions of the corresponding Fokker-Planck equation are in excellent agreement with experimental data.
Stemler
Thomas
T
Institute for Solid State Physics, Darmstadt University of Technology, Hochschulstrasse 6, D-64289 Darmstadt, Germany. stemler@exp1.fkp.physik.tu-darmstadt.de
Werner
Johannes P
JP
Benner
Hartmut
H
Just
Wolfram
W