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Assessment of the degree of boundedness/stability of multidimensional nonlinear systems with time-dependent and nonperiodic coefficients is an important problem in various applied areas which has no adequate resolution yet. Most of the…

Dynamical Systems · Mathematics 2022-06-07 Mark A. Pinsky

In this work, we present a novel nonlocal nonlinear coarse grid approximation using a machine learning algorithm. We consider unsaturated and two-phase flow problems in heterogeneous and fractured porous media, where mathematical models are…

Numerical Analysis · Mathematics 2020-04-22 Maria Vasilyeva , Wing T. Leung , Eric T. Chung , Yalchin Efendiev , Mary Wheeler

We describe a systematic approach to construct coarse-grained Markov state models from molecular dynamics data of systems driven into a non-equilibrium steady state. We apply this method to study the globule-stretch transition of a single…

Soft Condensed Matter · Physics 2017-02-28 Fabian Knoch , Thomas Speck

In a co-simulation context, interconnected systems of differential equations are solved separately but they regularly communicate data to one another during these resolutions. Iterative co-simulation methods have been developed in order to…

Numerical Analysis · Mathematics 2022-07-07 Yohan Eguillon , Bruno Lacabanne , Damien Tromeur-Dervout

Unconditionally stable time stepping schemes are useful and often practically necessary for advancing parabolic operators in multi-scale systems. However, serious accuracy problems may emerge when taking time steps that far exceed the…

Computational Engineering, Finance, and Science · Computer Science 2024-03-05 Ronald M. Caplan , Craig D. Johnston , Lars K. S. Daldoff , Jon A. Linker

For the simulations of unsteady flow, the global time step becomes really small with a large variation of local cell size. In this paper, an implicit high-order gas-kinetic scheme (HGKS) is developed to remove the restrictions on the time…

Numerical Analysis · Mathematics 2024-03-04 Yaqing Yang , Liang Pan , Kun Xu

Due to the wide range of timescales that are present in macromolecular systems, hierarchical multiscale strategies are necessary for their computational study. Coarse-graining (CG) allows to establish a link between different system…

This article presents a new algorithm, the Hyperbolic and Elliptic Points Tracking Algorithm (HEPTA), designed for automated tracking of elliptic and hyperbolic stationary points in two-dimensional non-stationary velocity fields defined on…

Atmospheric and Oceanic Physics · Physics 2025-05-12 A. A. Udalov , M. Yu. Uleysky

We present a promising coarse-graining strategy for linking micro- and mesoscales of soft matter systems. The approach is based on effective pairwise interaction potentials obtained from detailed atomistic molecular dynamics (MD)…

Soft Condensed Matter · Physics 2007-05-23 A. P. Lyubartsev , M. Karttunen , I. Vattulainen , A. Laaksonen

Steady states are invaluable in the study of dynamical systems. High-dimensional dynamical systems, due to a separation of time-scales, often evolve towards a lower dimensional manifold $M$. We introduce an approach to locate saddle points…

Dynamical Systems · Mathematics 2023-10-02 A. Georgiou , H. Vandecasteele , J. M. Bello-Rivas , I. Kevrekidis

The lifted Heston model is a stochastic volatility model emerging as a Markovian lift of the rough Heston model and the class of rough volatility processes. The model encodes the path dependency of volatility on a set of N square-root state…

Mathematical Finance · Quantitative Finance 2025-10-13 Nicola F. Zaugg , Lech A. Grzelak

We present a data-driven machine-learning approach for modeling space-time socioeconomic dynamics. Through coarse-graining fine-scale observations, our modeling framework simplifies these complex systems to a set of tractable mechanistic…

Machine Learning · Computer Science 2024-07-26 James Koch , Pranab Roy Chowdhury , Heng Wan , Parin Bhaduri , Jim Yoon , Vivek Srikrishnan , W. Brent Daniel

We present an application of equation-free computation to the coarse-grained feedback linearization problem of nonlinear systems described by microscopic/stochastic simulators. Feedback linearization with pole placement requires the…

Cellular Automata and Lattice Gases · Physics 2007-05-23 C. I. Siettos , I. G. Kevrekidis , N. Kazantzis

A novel perturbation method for the stabilization of unstable intermediate states of hysteresis loop (i.e. S-shaped curve) is proposed. This method only needs output signals of the system to construct the perturbation form without…

chao-dyn · Physics 2009-10-31 Liu Yaowen , Ping Huican , Zhao Hong , Wang Yinghai

Nonequilibrium topological matter has been a fruitful topic of both theoretical and experimental interest. A great variety of exotic topological phases unavailable in static systems may emerge under nonequilibrium situations, often…

Mesoscale and Nanoscale Physics · Physics 2022-04-06 Nannan Ma , Jiangbin Gong

This paper focuses on the question of how unconditional stability can be achieved via multistep ImEx schemes, in practice problems where both the implicit and explicit terms are allowed to be stiff. For a class of new ImEx multistep schemes…

Numerical Analysis · Mathematics 2018-10-02 Benjamin Seibold , David Shirokoff , Dong Zhou

We present a method to perform stability analysis of nonequilibrium fixed points appearing in self-consistent electron transport calculations. The nonequilibrium fixed points are given by the self-consistent solution of stationary,…

Mesoscale and Nanoscale Physics · Physics 2011-11-07 Alan A. Dzhioev , D. S. Kosov

We demonstrate how direct simulation of stochastic, individual-based models can be combined with continuum numerical analysis techniques to study the dynamics of evolving diseases. % Sidestepping the necessity of obtaining explicit…

Adaptation and Self-Organizing Systems · Physics 2009-11-10 Jaime Cisternas , C. William Gear , Simon Levin , Ioannis G. Kevrekidis

Hidden attractors are present in many nonlinear dynamical systems and are not associated with equilibria, making them difficult to locate. Recent studies have demonstrated methods of locating hidden attractors, but the route to these…

The sudden onset of deleterious and oscillatory dynamics (often called instabilities) is a known challenge in many fluid, plasma, and aerospace systems. These dynamics are difficult to address because they are nonlinear, chaotic, and are…

Machine Learning · Computer Science 2024-05-31 John W. Brooks , Christine M. Greve