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Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…

Probability · Mathematics 2015-02-25 William F. Thompson , Rachel A. Kuske , Adam H. Monahan

The averaging method is a classical powerful tool in perturbation theory of dynamical systems. There are two major obstacles to applying the averaging method, resonances and separatrices. In this paper we obtain realistic asymptotic…

Dynamical Systems · Mathematics 2022-02-14 Anatoly Neishtadt , Alexey Okunev

This work concerns about forward-backward multivalued stochastic systems. First of all, we prove one average principle for general stochastic differential equations in the $L^{2p}$ ($p\geq 1$) sense. Moreover, for $p=1$ a convergence rate…

Probability · Mathematics 2023-11-14 Huijie Qiao

We study the validity of an averaging principle for a slow-fast system of stochastic reaction diffusion equations. We assume here that the coefficients of the fast equation depend on time, so that the classical formulation of the averaging…

Probability · Mathematics 2016-02-19 Sandra Cerrai , Alessandra Lunardi

A simple pseudo-Hamiltonian formulation is proposed for the linear inhomogeneous systems of ODEs. In contrast to the usual Hamiltonian mechanics, our approach is based on the use of non-stationary Poisson brackets, i.e. corresponding…

Quantum Physics · Physics 2009-11-11 V. G. Kupriyanov , S. L. Lyakhovich , A. A. Sharapov

We consider several models (including both multidimensional ordinary differential equations (ODEs) and partial differential equations (PDEs), possibly ill-posed), subject to very strong damping and quasi-periodic external forcing. We study…

Dynamical Systems · Mathematics 2019-07-08 Fenfen Wang , Rafael de la Llave

A defining feature of non-stationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for…

Data Analysis, Statistics and Probability · Physics 2020-10-08 Rudi Schäfer , Sonja Barkhofen , Thomas Guhr , Hans-Jürgen Stöckmann , Ulrich Kuhl

Decomposing oceanic and atmospheric flow fields into their slowly evolving balanced components and fast evolving wave components is essential for understanding processes like spontaneous wave emission. To study these processes, the…

Atmospheric and Oceanic Physics · Physics 2025-01-22 Silvano Gordian Rosenau , Manita Chouksey , Carsten Eden

The search of high-order periodic orbits has been typically restricted to problems with symmetries that help to reduce the dimension of the search space. Well-known examples include reversible maps with symmetry lines. The present work…

Dynamical Systems · Mathematics 2021-04-28 Renato Calleja , Diego del-Castillo-Negrete , David Martinez-del-Rio , Arturo Olvera

We introduce a Gaussian process-based model for handling of non-stationarity. The warping is achieved non-parametrically, through imposing a prior on the relative change of distance between subsequent observation inputs. The model allows…

Machine Learning · Statistics 2019-12-06 David Tolpin

This paper presents a unifying theory of Linear second order systems that allows time-varying and time invariant systems to be treated in the same way for the first time. In the process, a transformation is given that diagonalizes an…

Systems and Control · Electrical Eng. & Systems 2026-04-24 Douglas R. Frey

Within the framework of weighted integrable Hamiltonian systems, we study the long-time behavior of the associated statistical ensembles. We construct an action-dependent angular conjugacy that rectifies the nonuniform angular flow into a…

Dynamical Systems · Mathematics 2025-09-29 Xinyu Liu , Yong Li

We develop a unified framework for the design and analysis of high-order nonconforming virtual element methods for nonlinear fourth-order reaction--diffusion problems in two dimensions, with emphasis on clamped, Navier, and…

Numerical Analysis · Mathematics 2026-02-17 Dibyendu Adak , David Mora , Alberth Silgado

In this paper, we further investigate and refine the subspace-constrained preconditioning technique to enhance the theoretical and numerical convergence properties of randomized iterative methods for solving linear systems. In particular,…

Numerical Analysis · Mathematics 2026-05-29 Yonghan Sun , Hou-Duo Qi , Deren Han , Jiaxin Xie

Linear Response theory aims to predict how added forcing alters the statistical properties of an unforced system. These kinds of questions have been studied predominantly for autonomous dynamical systems, yet many systems in the physical,…

Dynamical Systems · Mathematics 2026-04-07 Stefano Galatolo , Valerio Lucarini

In this paper we propose some Harris-like criteria in order to study the long time behavior of general positive and periodic semiflows. These criteria allow us to obtain new existence results of principal eigenelements, and their…

Analysis of PDEs · Mathematics 2024-11-05 Adil El Abdouni

Non linear regression models are a standard tool for modeling real phenomena, with several applications in machine learning, ecology, econometry... Estimating the parameters of the model has garnered a lot of attention during many years. We…

Statistics Theory · Mathematics 2020-09-17 Peggy Cénac , Antoine Godichon-Baggioni , Bruno Portier

We propose a novel method for fast and scalable evaluation of periodic solutions of systems of ordinary differential equations for a given set of parameter values and initial conditions. The equations governing the system dynamics are…

Dynamical Systems · Mathematics 2016-05-30 I. Yu. Tyukin , A. N. Gorban , T. A. Tyukina , J. Al Ameri , Yu. A. Korablev

We present a quantum algorithm based on repeated measurement to solve initial-value problems for nonlinear ordinary differential equations (ODEs), which may be generated from partial differential equations in plasma physics. We map a…

Quantum Physics · Physics 2025-04-30 Joseph Andress , Alexander Engel , Yuan Shi , Scott Parker

We present a novel approach for the inverse problem in electrical impedance tomography based on regularized quadratic regression. Our contribution introduces a new formulation for the forward model in the form of a nonlinear integral…

Geophysics · Physics 2012-05-29 Nick Polydorides , Alireza Aghasi , Eric L. Miller