Detection of the noise-induced transition by estimating the fractal dimension

被引：0
|
作者：
Ikeda, N [1 ]
机构：
[1] Tohoku Seikatsu Bunka Coll, Jr Coll Div, Izumi Ku, Sendai, Miyagi 9818585, Japan
来源：
JOURNAL OF THE KOREAN PHYSICAL SOCIETY | 2005年 / 46卷 / 03期
关键词：
multiplicative noise; fractal dimension; stochastic differential equation; noise-induced transition;
D O I：
暂无
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
Investigations are carried out on trajectories generated by a multiplicative noise in a second order stochastic differential equation. A way of estimating the fractal dimension is proposed; accordingly, noise-induced transitions can be detected by observing the geometrical structures of the trajectories, such as the fractal dimension. Our approach can make it possible to estimate changes in the properties of a time series with finite length without getting precise information about probability distribution.
引用
收藏
页码：662 / 665
页数：4
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