Fitting SDE models to nonlinear Kac-Zwanzig heat bath models

DOI10.1016/j.physd.2004.04.011zbMath1067.82021OpenAlexW2139551162MaRDI QIDQ705659

Raz Kupferman, Andrew M. Stuart

Publication date: 31 January 2005

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physd.2004.04.011

zbMATH Keywords

Hamiltonian systemsStochastic differential equationsNonlinear oscillatorsHeat bath

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

Related Items (8)

LANGEVIN MOLECULAR DYNAMICS DERIVED FROM EHRENFEST DYNAMICS ⋮ Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term ⋮ Chaos and noise ⋮ Data-driven non-Markovian closure models ⋮ Testing transition state theory on Kac-Zwanzig model ⋮ Non-Markovian Lévy dynamics and the effect of the underlying time correlation ⋮ Local diffusion models for stochastic reacting systems: estimation issues in equation-free numerics ⋮ A new framework for extracting coarse-grained models from time series with multiscale structure

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