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Nonparametric model reconstruction for stochastic differential equation from discretely observed time-series data
Nonparametric model reconstruction stochastic differential equation discretely observed time-series data
2011/8/2
Abstract: We develop a scheme for estimating state-dependent drift and diffusion coefficients in a stochastic differential equation from a time-series data. There is no need to have any prior knowledg...
Statistical Average of Spin Operators for Calculation of
Three-Component Magnetization (II): Solution of Equation
three-component magnetization Heisenberg model many-body Green's function
method ordinary differential equation Chebyshev functions
2007/8/15
2006Vol.45No.1pp.175-179DOI:
Statistical Average of Spin Operators for Calculation of
Three-Component Magnetization (II): Solution of Equation
WANG Huai-Yu, LONG Yao, and CHEN Nan...
Fluctuations of thermodynamic quantities calculated from the fundamental equation of thermodynamics
fundamental equation thermodynamic quantities
2007/7/17
On the basis of the probability distribution of the various values of the fluctuation and the fundamental equation of thermodynamics of any given system, a simple and useful method of calculating the ...