Measuring interdependences in dissipative dynamical systems with estimated Fokker-Planck coefficients

Jens Prusseit and Klaus Lehnertz
Phys. Rev. E 77, 041914 – Published 18 April 2008

Abstract

We propose a data-driven approach to measure interdependences between dissipative dynamical systems under the influence of noise. We estimate drift and diffusion coefficients of a Fokker-Planck equation and derive measures that allow one to quantify the asymmetry in coupling in a fully automated and computationally inexpensive and simple way. Our approach makes it possible to discriminate between interdependences in the deterministic and stochastic parts of the dynamics. We report results of numerical studies of exemplary time series from coupled stochastic and deterministic model systems and of an application to electroencephalographic recordings from epilepsy patients.

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  • Received 23 November 2007

DOI:https://doi.org/10.1103/PhysRevE.77.041914

©2008 American Physical Society

Authors & Affiliations

Jens Prusseit1,2,* and Klaus Lehnertz1,2,3,†

  • 1Department of Epileptology, Neurophysics Group, University of Bonn, Sigmund-Freud-Strasse 25, 53105 Bonn, Germany
  • 2Helmholtz-Institute for Radiation and Nuclear Physics, University of Bonn, Nussallee 14-16, 53115 Bonn, Germany
  • 3Interdisciplinary Center for Complex Systems, University of Bonn, Römerstrasse 164, 53117 Bonn, Germany

  • *jprusseit@gmx.de
  • klaus.lehnertz@ukb.uni-bonn.de

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Issue

Vol. 77, Iss. 4 — April 2008

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