Related papers: Multiscale time averaging, Reloaded
This paper aims to improve existing results about using averaging method for analysis of dynamic systems on time scales. We obtain a more accurate estimate for proximity between solutions of original and averaged systems regarding…
While multiple time scales generally arise in the dynamics of disordered systems, we find multiple time scales in absence of disorder, in a simple model with hard local constraints. The dynamics of the model, which consists of local…
There exist several methods developed for the canonical change point problem of detecting multiple mean shifts, which search for changes over sections of the data at multiple scales. In such methods, estimation of the noise level is often…
Time scale separation is a natural property of many control systems that can be ex- ploited, theoretically and numerically. We present a numerical scheme to solve optimal control problems with considerable time scale separation that is…
A multivariate, stationary time series is said to be jointly regularly varying if all its finite-dimensional distributions are multivariate regularly varying. This property is shown to be equivalent to weak convergence of the conditional…
In this short note, we discuss the basic approach to computational modeling of dynamical systems. If a dynamical system contains multiple time scales, ranging from very fast to slow, computational solution of the dynamical system can be…
Real time system technology traditionally developed for safety critical systems, has now been extended to support multimedia systems and virtual reality. A large number of real-time application, related to multimedia and adaptive control…
A new method is proposed which allows a reconstruction of time series based on higher order multiscale statistics given by a hierarchical process. This method is able to model the time series not only on a specific scale but for a range of…
In this paper, we consider the problem of controlling a dynamical system such that its trajectories satisfy a temporal logic property in a given amount of time. We focus on multi-affine systems and specifications given as syntactically…
In this paper, we develop a class of robust numerical methods for solving dynamical systems with multiple time scales. We first represent the solution of a multiscale dynamical system as a transformation of a slowly varying solution. Then,…
Multiscale phenomena that evolve on multiple distinct timescales are prevalent throughout the sciences. It is often the case that the governing equations of the persistent and approximately periodic fast scales are prescribed, while the…
We consider a perturbed integrable system with one frequency, and the approximate dynamics for the actions given by averaging over the angle. The classical theory grants that, for a perturbation of order epsilon, the error of this…
In this paper, we study temporal splitting algorithms for multiscale problems. The exact fine-grid spatial problems typically require some reduction in degrees of freedom. Multiscale algorithms are designed to represent the fine-scale…
Most methods for modelling dynamics posit just two time scales: a fast and a slow scale. But many applications, including many in continuum mechanics, possess a wide variety of space-time scales; often they possess a continuum of space-time…
We study a model problem describing vibrational resonance by means of a high-order averaging technique based on so-called word series. With the tech- nique applied here, the tasks of constructing the averaged system and the associ- ated…
We consider distributed iterative algorithms for the averaging problem over time-varying topologies. Our focus is on the convergence time of such algorithms when complete (unquantized) information is available, and on the degradation of…
We study a variance reduction strategy based on control variables for simulating the averaged macroscopic behavior of a stochastic slow-fast system. We assume that this averaged behavior can be written in terms of a few slow degrees of…
Previous parallel sorting algorithms do not scale to the largest available machines, since they either have prohibitive communication volume or prohibitive critical path length. We describe algorithms that are a viable compromise and…
In this paper, a nonlinear system of fractional ordinary differential equations with multiple scales in time is investigated. We are interested in the effective long-term computation of the solution. The main challenge is how to obtain the…
Dynamical scaling and ageing in disordered systems far from equilibrium is reviewed. Particular attention is devoted to the question to what extent a recently introduced generalization of dynamical scaling to local scale-invariance can…