Detecting intrinsic slow variables in stochastic dynamical systems by anisotropic diffusion maps.

Amit Singer1, Radek Erban, Ioannis G Kevrekidis

  • 1Department of Mathematics and Program in Applied and Computational Mathematics, Princeton University, Princeton, NJ 08544, USA. amits@math.princeton.edu

Summary

This study introduces a new method combining nonlinear independent component analysis and diffusion maps to find key variables in complex dynamic data. This approach aids in simplifying complex systems, demonstrated using chemical reaction simulations.