Related papers: On the choice of coarse variables for dynamics
Despite their deterministic nature, dynamical systems often exhibit seemingly random behaviour. Consequently, a dynamical system is usually represented by a probabilistic model of which the unknown parameters must be estimated using…
We present an ``equation-free'' multiscale approach to the simulation of unsteady diffusion in a random medium. The diffusivity of the medium is modeled as a random field with short correlation length, and the governing equations are cast…
We present a ``coarse molecular dynamics'' approach and apply it to studying the kinetics and thermodynamics of a peptide fragment dissolved in water. Short bursts of appropriately initialized simulations are used to infer the deterministic…
This paper deals with uncertain dynamical systems in which predictions about the future state of a system are assessed by so called pseudomeasures. Two special cases are stochastic dynamical systems, where the pseudomeasure is the…
This essay advocates the view that any problem that has a meaningful empirical content, can be formulated in constructive, more definitely, finite terms. We consider combinatorial models of dynamical systems and approaches to statistical…
A statistical, data-driven method is presented that quantifies influences between variables of a dynamical system. The method is based on finding a suitable representation of points by fuzzy affiliations with respect to landmark points…
This work addresses the exact characterization of the covariance dynamics related to linear discrete-time systems subject to both additive and parametric stochastic uncertainties that are potentially unbounded. Using this characterization,…
We propose a combination of cluster analysis and stochastic process analysis to characterize high-dimensional complex dynamical systems by few dominating variables. As an example, stock market data are analyzed for which the dynamical…
Invariant foliations are geometric structures for describing and understanding the qualitative behaviors of nonlinear dynamical systems. For stochastic dynamical systems, however, these geometric structures themselves are complicated random…
A family of collective variables is proposed to perform exact dynamical coarse-graining even in systems without time scale separation. More precisely, it is shown that these variables are not slow in general but they satisfy an overdamped…
Stochastic processes have found numerous applications in science, as they are broadly used to model a variety of natural phenomena. Due to their intrinsic randomness and uncertainty, they are, however, difficult to characterize. Here, we…
Symbolic dynamics is a coarse-grained description of dynamics. By taking into account the ``geometry'' of the dynamics, it can be cast into a powerful tool for practitioners in nonlinear science. Detailed symbolic dynamics can be developed…
The note studies the problem of selecting a good enough subset out of a finite number of alternatives under a fixed simulation budget. Our work aims to maximize the posterior probability of correctly selecting a good subset. We formulate…
A series of stationary principles are developed for dynamical systems by formulating the concept of mixed convolved action, which is written in terms of mixed variables, using temporal convolutions and fractional derivatives. Dynamical…
We introduce behavioral inequalities as a way to model dynamical systems defined by inequalities among their variables of interest. We claim that such a formulation enables the representation of safety-aware dynamical systems, systems with…
Consider briefly the equations of fluid dynamics-they describe the enormous wealth of detail in all the interacting physical elements of a fluid flow-whereas in applications we want to deal with a description of just that which is…
Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…
Partitioned cellular automata are known to be an useful tool to simulate linear and nonlinear problems in physics, specially because they allow for a straightforward way to define conserved quantities and reversible dynamics. Here we show…
We introduce a variational algorithm to estimate the likelihood of a rare event within a nonequilibrium molecular dynamics simulation through the evaluation of an optimal control force. Optimization of a control force within a chosen basis…
This note aims to bring attention to a simple class of discrete dynamical systems exhibiting some complex behaviour. Each of these systems is defined as a self-mapping of the unit square and is obtained by coupling two families of…