Figure2

Figure 2. Orbits from SDEs. The three plots show sample paths of SDEs, in which the drifts are respectively the Hopf oscillator (27), Lorenz- 63 system (26) and the Lorenz 96 system (28). The SDEs have a diagonal diffusion term given by (29). The parameters of the experiments are provided in Table 1. The legends indicate the index of the coordinates being plotted. The paper presents a numerical method for extracting the drift from such time series generated by SDEs. The results of the reconstruction have been displayed in Figures 3, 4, 5, respectively.