Corpus ID: 220128062

Extracting Non-Gaussian Governing Laws from Data on Mean Exit Time

@article{Zhang2020ExtractingNG,
  title={Extracting Non-Gaussian Governing Laws from Data on Mean Exit Time},
  author={Yanxia Zhang and Jinqiao Duan and Yanfei Jin and Yunye Li},
  journal={ArXiv},
  year={2020},
  volume={abs/2006.14974}
}
  • Yanxia Zhang, Jinqiao Duan, +1 author Yunye Li
  • Published 2020
  • Computer Science
  • ArXiv
  • Motivated by the existing difficulties in establishing mathematical models and in observing the system state time series for some complex systems, especially for those driven by non-Gaussian Lévy motion, we devise a method for extracting non-Gaussian governing laws with observations only on mean exit time. It is feasible to observe mean exit time for certain complex systems. With the observations, a sparse regression technique in the least squares sense is utilized to obtain the approximated… CONTINUE READING

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