@article{38846, keywords = {reduction, slow manifold, geometric diffusions, harmonic-analysis, representation, equation, structure definition, dimensionality reduction, tool, chemical reactions}, author = {Amit Singer and Radek Erban and Ioannis Kevrekidis and Ronald Coifman}, title = {Detecting intrinsic slow variables in stochastic dynamical systems by anisotropic diffusion maps}, abstract = {

Nonlinear independent component analysis is combined with diffusion-map data analysis techniques to detect good observables in high-dimensional dynamic data. These detections are achieved by integrating local principal component analysis of simulation bursts by using eigenvectors of a Markov matrix describing anisotropic diffusion. The widely applicable procedure, a crucial step in model reduction approaches, is illustrated on stochastic chemical reaction network simulations.

}, year = {2009}, journal = {Proceedings of the National Academy of Sciences of the United States of America}, volume = {106}, pages = {16090-16095}, month = {09/2009}, isbn = {0027-8424}, language = {English}, }