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Improving the interpretability of deep neural networks has recently gained increased attention, especially when the power of deep learning is leveraged to solve problems in physics. Interpretability helps us understand a model's ability to…

Sound · Computer Science 2023-10-12 Karim Helwani , Erfan Soltanmohammadi , Michael M. Goodwin

Simulating transition dynamics between metastable states is a fundamental challenge in dynamical systems and stochastic processes with wide real-world applications in understanding protein folding, chemical reactions and neural activities.…

Machine Learning · Computer Science 2024-10-22 Haibo Wang , Yuxuan Qiu , Yanze Wang , Rob Brekelmans , Yuanqi Du

Data-driven emulation of nonlinear dynamics is challenging due to long-range skill decay that often produces physically unrealistic outputs. Recent advances in generative modeling aim to address these issues by providing uncertainty…

Machine Learning · Computer Science 2025-10-28 Juan Nathaniel , Pierre Gentine

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

While significant advancements have been made in music generation and differentiable sound synthesis within machine learning and computer audition, the simulation of instrument vibration guided by physical laws has been underexplored. To…

Audio and Speech Processing · Electrical Eng. & Systems 2024-11-01 Jin Woo Lee , Jaehyun Park , Min Jun Choi , Kyogu Lee

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

Optimization and Control · Mathematics 2015-04-27 Viorel Barbu , Stefano Bonaccorsi , Luciano Tubaro

Dynamical sampling deals with signals that evolve in time under the action of a linear operator. The purpose of the present paper is to analyze the performance of the basic dynamical sampling algorithms in the finite dimensional case and…

Numerical Analysis · Mathematics 2018-10-16 Akram Aldroubi , Longxiu Huang , Ilya Krishtal , Akos Ledeczi , Roy R. Lederman , Peter Volgyesi

Unlike computation or the numerical analysis of differential equations, simulation does not have a well established conceptual and mathematical foundation. Simulation is an arguable unique union of modeling and computation. However,…

adap-org · Physics 2008-02-03 Steen Rasmussen , Christopher Barrett

Stochastic differential equations describe well many physical, biological and sociological systems, despite the simplification often made in their derivation. Here the usage of simple stochastic differential equations to characterize and…

Data Analysis, Statistics and Probability · Physics 2016-07-27 Daniel Pumpe , Maksim Greiner , Ewald Müller , Torsten A. Enßlin

Neural network modules conditioned by known priors can be effectively trained and combined to represent systems with nonlinear dynamics. This work explores a novel formulation for data-efficient learning of deep control-oriented nonlinear…

Dynamical Systems · Mathematics 2021-01-07 Elliott Skomski , Soumya Vasisht , Colby Wight , Aaron Tuor , Jan Drgona , Draguna Vrabie

State estimation of dynamical systems is crucial for providing new decision-making and system automation information in different applications. However, the assumptions on the standard computational models for sensor measurements can be…

Systems and Control · Electrical Eng. & Systems 2022-10-25 Aamir Hussain Chughtai , Arslan Majal , Muhammad Tahir , Momin Uppal

When neural networks are trained from data to simulate the dynamics of physical systems, they encounter a persistent challenge: the long-time dynamics they produce are often unphysical or unstable. We analyze the origin of such…

Machine Learning · Computer Science 2024-06-21 Daniel Floryan

Computer simulations of differential equations require a time discretization, which inhibits to identify the exact solution with certainty. Probabilistic simulations take this into account via uncertainty quantification. The construction of…

Numerical Analysis · Mathematics 2020-10-15 Philipp Frank , Torsten A. Enßlin

Quantum algorithms for Hamiltonian simulation and linear differential equations more generally have provided promising exponential speed-ups over classical computers on a set of problems with high real-world interest. However, extending…

Quantum Physics · Physics 2025-05-14 Noah Brüstle , Nathan Wiebe

Numerical simulation codes are very common tools to study complex phenomena, but they are often time-consuming and considered as black boxes. For some statistical studies (e.g. asset management, sensitivity analysis) or optimization…

Statistics Theory · Mathematics 2017-08-14 Vincent Moutoussamy , Simon Nanty , Benoît Pauwels

Many model based scientific and engineering methodologies, such as system identification, sensitivity analysis, optimization and control, require a large number of model evaluations. In particular, model based real-time control of urban…

Methodology · Statistics 2017-02-06 Juan Pablo Carbajal , João Paulo Leitão , Carlo Albert , Jörg Rieckermann

There is a whole range of emergent phenomena in non-equilibrium behaviors can be well described by a set of stochastic differential equations. Inspired by an insight gained during our study of robustness and stability in phage lambda…

Other Condensed Matter · Physics 2016-09-08 P. Ao

Numerical simulation of ordinary differential equations (ODEs) can be challenging when the system exhibits high accelerations and rapidly changing dynamics. Under these conditions the ODE solver often needs to take very small time steps in…

Numerical Analysis · Mathematics 2026-05-11 Andrew Tagg , Andrew Frandsen , Andrew Ning

We introduce the concept of numerical Gaussian processes, which we define as Gaussian processes with covariance functions resulting from temporal discretization of time-dependent partial differential equations. Numerical Gaussian processes,…

Machine Learning · Statistics 2017-03-31 Maziar Raissi , Paris Perdikaris , George Em Karniadakis

The Gaussian process state-space model (GPSSM) has attracted extensive attention for modeling complex nonlinear dynamical systems. However, the existing GPSSM employs separate Gaussian processes (GPs) for each latent state dimension,…

Machine Learning · Computer Science 2023-09-06 Zhidi Lin , Juan Maroñas , Ying Li , Feng Yin , Sergios Theodoridis