Nonlinear Phenomena in Complex Systems, 2005, Vol.8, No.2, pp.193-199

NONLINEAR PHENOMENA IN COMPLEX SYSTEMS
An Interdisciplinary Journal

2005, Vol.8, No.2, pp.193-199

Parametric Data Analysis of Bistable Stochastic Systems.
T.D.Frank, M.Sondermann, T.Ackemann, R.Friedrich

A data analysis method is proposed to derive drift and diffusion functions of Markov diffusion processes in terms of function series and expansion coefficients. The data analysis method is exemplified for a generic bistable stochastic systems involving a double-well potential and for a vertical-cavity surface-emitting laser system exhibiting an optical bistability.
Key words: data analysis, Markov processes, bistability, optical bistability

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