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Related papers: On the choice of coarse variables for dynamics

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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…

Dynamical Systems · Mathematics 2021-08-20 Kasun Fernando , Nan Zou

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…

Numerical Analysis · Mathematics 2007-05-23 Dongbin Xiu , Ioannis Kevrekidis

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…

Chemical Physics · Physics 2009-11-07 Gerhard Hummer , Ioannis G. Kevrekidis

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…

chao-dyn · Physics 2016-08-31 Andreas Hamm

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…

Quantum Physics · Physics 2015-07-21 Vladimir V. Kornyak

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…

Dynamical Systems · Mathematics 2022-03-14 Niklas Wulkow

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,…

Systems and Control · Electrical Eng. & Systems 2026-01-22 Kaouther Moussa , Mirko Fiacchini

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…

Statistical Finance · Quantitative Finance 2015-03-10 Philip Rinn , Yuriy Stepanov , Joachim Peinke , Thomas Guhr , Rudi Schäfer

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…

Dynamical Systems · Mathematics 2011-11-29 Xu Sun , Xingye Kan , Jinqiao Duan

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…

Statistical Mechanics · Physics 2015-06-19 Jianfeng Lu , Eric Vanden-Eijnden

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…

chao-dyn · Physics 2007-05-23 Bai-lin Hao

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…

Optimization and Control · Mathematics 2023-05-09 Gongbo Zhang , Bin Chen , Qing-shan Jia , Yijie Peng

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…

Mathematical Physics · Physics 2015-06-03 Gary F. Dargush , Jinkyu Kim

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…

Systems and Control · Electrical Eng. & Systems 2025-04-03 Soutrik Bandyopadhyay , Debasattam Pal , Shubhendu Bhasin

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…

chao-dyn · Physics 2016-08-31 A. J. Roberts

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…

Statistical Mechanics · Physics 2022-10-18 Dimitra Maoutsa , Manfred Opper

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…

Cellular Automata and Lattice Gases · Physics 2020-12-17 Pedro C. S. Costa , Fernando de Melo

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…

Statistical Mechanics · Physics 2021-01-14 Avishek Das , David T. Limmer

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…

Dynamical Systems · Mathematics 2012-01-20 Chris Preston