Dynamical modelling of superstatistical complex systems

Erik Van der Straeten and Christian Beck

Physica A: Statistical Mechanics and its Applications, 2011, vol. 390, issue 5, 951-956

Abstract: We show how to construct the optimum superstatistical dynamical model for a given experimentally measured time series. For this purpose we generalise the superstatistics concept and study a Langevin equation with a memory kernel whose parameters fluctuate on a large time scale. We show how to construct a synthetic dynamical model with the same invariant density and correlation function as the experimental data. As a main example we apply our method to velocity time series measured in high-Reynolds-number turbulent Taylor–Couette flow, but the method can be applied to many other complex systems in a similar way.

Keywords: Complex systems (search for similar items in EconPapers)
Date: 2011
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378437110009271
Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:390:y:2011:i:5:p:951-956

DOI: 10.1016/j.physa.2010.10.047

Access Statistics for this article

Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().