A novel identity connects reduced-model drift and diffusion to the conditional score of the finite-time transition density, turning calibration into a least-squares problem over stationary lagged pairs that preserves invariant statistics and dynamical correlations.
Description of a turbulent cascade by a Fokker–Planck equation.Physical Review Letters, 78(5):863–866
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Drift-diffusion analysis of Chiangmai pollutant data indicates that the dynamical models for PM, ozone, and NO2 have time-dependent parameters varying periodically to explain annual peaks.
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Conditional Score-Based Modeling of Effective Langevin Dynamics
A novel identity connects reduced-model drift and diffusion to the conditional score of the finite-time transition density, turning calibration into a least-squares problem over stationary lagged pairs that preserves invariant statistics and dynamical correlations.
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Taking drift-diffusion analysis from the study of turbulent flows to the study of particulate matter smog and air pollutants dynamics
Drift-diffusion analysis of Chiangmai pollutant data indicates that the dynamical models for PM, ozone, and NO2 have time-dependent parameters varying periodically to explain annual peaks.