Summary
International Symposium on Nonlinear Theory and its Applications
2008
Session Number:B4L-B
Session:
Number:B4L-B4
Stochastic Modelling of Chaotic Time Series
Thomas Stemler, Johannes P. Werner, Hartmut Benner, Wolfram Just,
pp.-
Publication Date:2008/9/7
Online ISSN:2188-5079
Summary:
Recently methods have been developed that model low?dimensional chaotic systems in terms of stochastic differential equations. We test such methods in an electronic circuit experiment. We achieved to obtain reliable drift and diffusion coefficients even without a pronounced time scale separation of the chaotic dynamics. By comparing analytical solutions of the corresponding Fokker?Planck equation with experimental data we show that crisis induced intermittency can be described in terms of a stochastic model which is dominated by state space dependent diffusion.