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We explore a computational approach to coarse graining the evolution of the large-scale features of a randomly forced Burgers equation in one spatial dimension. The long term evolution of the solution energy spectrum appears self-similar in…

Computational Physics · Physics 2009-11-13 S. Ahuja , V. Yakhot , I. G. Kevrekidis

Volatilities, in high-dimensional panels of economic time series with a dynamic factor structure on the levels or returns, typically also admit a dynamic factor decomposition. We consider a two-stage dynamic factor model method recovering…

Econometrics · Economics 2022-02-03 Matteo Barigozzi , Marc Hallin

We present an energy-stable scheme for numerically approximating the governing equations for incompressible two-phase flows with different densities and dynamic viscosities for the two fluids. The proposed scheme employs a scalar-valued…

Computational Physics · Physics 2019-06-26 Z. Yang , S. Dong

Different types of evolutionary algorithms have been developed for constrained continuous optimization. We carry out a feature-based analysis of evolved constrained continuous optimization instances to understand the characteristics of…

Neural and Evolutionary Computing · Computer Science 2015-06-24 Shayan Poursoltan , FranK Neumann

Strongly nonlinear flows, which commonly arise in geophysical and engineering turbulence, are characterized by persistent and intermittent energy transfer between various spatial and temporal scales. These systems are difficult to model and…

Dynamical Systems · Mathematics 2022-01-25 Hassan Arbabi , Themistoklis Sapsis

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…

Statistical Mechanics · Physics 2011-10-11 P. L. Krapivsky , J. M. Luck , K. Mallick

Statistical (machine learning) tools for equation discovery require large amounts of data that are typically computer generated rather than experimentally observed. Multiscale modeling and stochastic simulations are two areas where learning…

Machine Learning · Statistics 2021-03-17 Joseph Bakarji , Daniel M. Tartakovsky

Certain solutions of autonomous PDEs without any boundary conditions describing the spatiotemporal evolution of a dependent variable in an unbounded spatial domain can be characterised as a travelling wave moving with constant speed. In the…

Exactly Solvable and Integrable Systems · Physics 2023-10-17 Johannes G. Borgqvist , Fredrik Ohlsson , Xingjian Zhou , Ruth E. Baker

In several crucial applications, domain knowledge is encoded by a system of ordinary differential equations (ODE), often stemming from underlying physical and biological processes. A motivating example is intensive care unit patients: the…

Machine Learning · Statistics 2021-03-31 Ori Linial , Neta Ravid , Danny Eytan , Uri Shalit

The paper concerns a class of $n$-dimensional non-autonomous delay differential equations obtained by adding a non-monotone delayed perturbation to a linear homogeneous cooperative system of ordinary differential equations. This family…

Classical Analysis and ODEs · Mathematics 2018-07-10 Teresa Faria , Rafael Obaya , Ana M. Sanz

The compact Variation Evolving Method (VEM) that originates from the continuous-time dynamics stability theory seeks the optimal solutions with variation evolution principle. It is further developed to be more flexible in solving the…

Systems and Control · Computer Science 2017-12-29 Sheng Zhang , En-Mi Yong , Wei-Qi Qian

We present a simple, unified approach to determining the growth law for the characteristic length scale, $L(t)$, in the phase ordering kinetics of a system quenched from a disordered phase to within an ordered phase. This approach, based on…

Condensed Matter · Physics 2009-10-22 A. D. Rutenberg , A. J. Bray

This article proposes a dynamical system modeling approach for the analysis of longitudinal data of self-regulated systems experiencing multiple excitations. The aim of such an approach is to focus on the evolution of a signal (e.g., heart…

We propose a simple method of constructing a system of differential equations of chaotic behavior based on the regression only from a scalar observable time-series data. The estimated system enables us to reconstruct invariant sets and…

Dynamical Systems · Mathematics 2022-09-28 Natsuki Tsutsumi , Kengo Nakai , Yoshitaka Saiki

We construct stable periodic solutions for a simple form nonlinear delay differential equation (DDE) with a periodic coefficient. The equation involves one underlying nonlinearity with the multiplicative periodic coefficient. The well-known…

Dynamical Systems · Mathematics 2024-02-14 Anatoli Ivanov , Sergiy Shelyag

This paper proposes a dynamical Variable-separation method for solving parameter-dependent dynamical systems. To achieve this, we establish a dynamical low-rank approximation for the solutions of these dynamical systems by successively…

Numerical Analysis · Mathematics 2025-02-13 Liang Chen , Yaru Chen , Qiuqi Li , Tao Zhou

A technique is introduced which allows to generate -- starting from any solvable discrete-time dynamical system involving N time-dependent variables -- new, generally nonlinear, generations of discrete-time dynamical systems, also involving…

Mathematical Physics · Physics 2017-06-07 Oksana Bihun , Francesco Calogero

A new delay equation is introduced to describe the punctuated evolution of complex nonlinear systems. A detailed analytical and numerical investigation provides the classification of all possible types of solutions for the dynamics of a…

Adaptation and Self-Organizing Systems · Physics 2015-05-13 V. I. Yukalov , E. P. Yukalova , D. Sornette

In this paper we combine two powerful computational techniques, well-tempered metadynamics and time lagged independent component analysis. The aim is to develop a new tool for studying rare events and exploring complex free energy…

Statistical Mechanics · Physics 2017-12-08 James McCarty , Michele Parrinello

This paper studies the contraction property of time-varying differential-algebraic equation (DAE) systems by embedding them to higher-dimension ordinary differential equation (ODE) systems. The first result pertains to the equivalence of…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Hao Yin , Bayu Jayawardhana , Stephan Trenn
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