2020
DOI: 10.1088/1742-5468/ab535c
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Effective equations in complex systems: from Langevin to machine learning

Abstract: The problem of effective equations is reviewed and discussed. Starting from the classical Langevin equation, we show how it can be generalized to Hamiltonian systems with non-standard kinetic terms. A numerical method for inferring effective equations from data is discussed; this protocol allows to check the validity of our results. In addition we show that, with a suitable treatment of time series, such protocol can be used to infer effective models from experimental data. We briefly discuss the practical and… Show more

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Cited by 7 publications
(2 citation statements)
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References 40 publications
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“…They also emphasize the important role played by the high dimension of systems with a high enough number of degrees of freedom versus the intrinsic role of chaos as a limiting factor to predictability in low dimensional systems. All this is nicely described in great detail in [39] and in other recent and enlightening papers by Angelo Vulpiani and collaborators [40][41][42].…”
Section: Machine Learning and Scientific Methodsmentioning
confidence: 71%
“…They also emphasize the important role played by the high dimension of systems with a high enough number of degrees of freedom versus the intrinsic role of chaos as a limiting factor to predictability in low dimensional systems. All this is nicely described in great detail in [39] and in other recent and enlightening papers by Angelo Vulpiani and collaborators [40][41][42].…”
Section: Machine Learning and Scientific Methodsmentioning
confidence: 71%
“…Fitting a parabolic curve of the form shown in equation (2) to MSD data in figure 4(A) produces values for mean variance per unit time and velocity, which are shown in table 1. The motion predicted by equation ( 2) can be simulated using a Langevin dynamic model of the form [49], where r is the distance relative to the floater's initial starting point and ∆ is a random number drawn from a Gaussian distribution. supplementary information contains the code used for this simulation.…”
Section: Resultsmentioning
confidence: 99%