Data-based parameter estimation of generalized multidimensional Langevin processes
Please always quote using this URN:urn:nbn:de:0296-matheon-6513
- he generalized Langevin equation is useful for modeling a wide range of physical processes. Unfortunately its parameters, especially the memory function, are difficult to determine for nontrivial processes. In this paper, relations between a time-discrete generalized Langevin model and discrete multivariate autoregressive (AR) or autoregressive moving average models (ARMA) are established. This allows a wide range of discrete linear methods known from time series analysis to be applied. In particular, the determination of the memory function {\it via} the order of the respective AR or ARMA model is addressed. The method is illustrated on a one-dimensional test system and subsequently applied to the molecular dynamics of a biomolecule which exhibits an interesting relationship between the solvent method used, the molecular conformation and the depth of the memory.
Author: | Illia Horenko, Frank Noe, Carsten Hartmann, Christof Schütte |
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URN: | urn:nbn:de:0296-matheon-6513 |
Referee: | Christof Schütte |
Document Type: | Preprint, Research Center Matheon |
Language: | English |
Date of first Publication: | 2009/07/31 |
Release Date: | 2009/07/31 |
Institute: | Freie Universität Berlin |
Zuse Institute Berlin (ZIB) | |
Preprint Number: | 655 |