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• W2138844102 abstract "Recently, methods have been developed to model low-dimensional chaotic systems in terms of stochastic differential equations. We tested such methods in an electronic circuit experiment. We aimed to obtain reliable drift and diffusion coefficients even without a pronounced time-scale separation of the chaotic dynamics. By comparing the analytical solutions of the corresponding Fokker-Planck equation with experimental data, we show here that crisis-induced intermittency can be described in terms of a stochastic model which is dominated by state-space-dependent diffusion. Further on, we demonstrate and discuss some limits of these modelling approaches using numerical simulations. This enables us to state a criterion that can be used to decide whether a stochastic model will capture the essential features of a given time series." @default.
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• W2138844102 date "2010-01-13" @default.
• W2138844102 modified "2023-10-01" @default.
• W2138844102 title "Stochastic modelling of intermittency" @default.
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• W2138844102 doi "https://doi.org/10.1098/rsta.2009.0196" @default.
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