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Nearly-elastic model systems with one or two degrees of freedom are considered: the system is undergoing a small loss of energy in each collision with the "wall". We show that instabilities in this purely deterministic system lead to…

Probability · Mathematics 2012-08-31 Mark Freidlin , Wenqing Hu

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Optimization and Control · Mathematics 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou

We present a novel characterization of slow variables for continuous Markov processes that provably preserve the slow timescales. These slow variables are known as reaction coordinates in molecular dynamical applications, where they play a…

Dynamical Systems · Mathematics 2020-05-05 Andreas Bittracher , Christof Schütte

If the dynamics of an evolutionary differential equation system possess a low-dimensional, attracting, slow manifold, there are many advantages to using this manifold to perform computations for long term dynamics, locating features such as…

Computational Physics · Physics 2007-05-23 C. W. Gear , I. G. Kevrekidis

Ecosystems display a complex spatial organization. Ecologists have long tried to characterize them by looking at how different measures of biodiversity change across spatial scales. Ecological neutral theory has provided simple predictions…

Populations and Evolution · Quantitative Biology 2017-12-13 Simone Pigolotti , Massimo Cencini , Daniel Molina , Miguel A. Muñoz

Modeling dynamical systems and unraveling their underlying causal relationships is central to many domains in the natural sciences. Various physical systems, such as those arising in cell biology, are inherently high-dimensional and…

Many physical systems are well described on domains which are relatively large in some directions but relatively thin in other directions. In this scenario we typically expect the system to have emergent structures that vary slowly over the…

Dynamical Systems · Mathematics 2016-12-15 A. J. Roberts , J. E. Bunder

We propose a combination of cluster analysis and stochastic process analysis to characterize high-dimensional complex dynamical systems by few dominating variables. As an example, stock market data are analyzed for which the dynamical…

Statistical Finance · Quantitative Finance 2015-03-10 Philip Rinn , Yuriy Stepanov , Joachim Peinke , Thomas Guhr , Rudi Schäfer

Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the…

Dynamical Systems · Mathematics 2007-10-08 Wei Wang , Jinqiao Duan

The limiting slow dynamics of slow-fast, piecewise-linear, continuous systems of ODEs occurs on critical manifolds that are piecewise-linear. At points of non-differentiability, such manifolds are not normally hyperbolic and so the…

Dynamical Systems · Mathematics 2018-01-16 David J. W. Simpson

Some model reduction techniques for multiple time-scale dynamical systems make use of the identification of low dimensional slow invariant attracting manifolds (SIAM) in order to reduce the dimensionality of the phase space by restriction…

Dynamical Systems · Mathematics 2017-07-11 Pascal Heiter , Dirk Lebiedz

We explore situations in which certain stochastic and high-dimensional deterministic systems behave effectively as low-dimensional dynamical systems. We define and study moment maps, maps on spaces of low-order moments of evolving…

Other Condensed Matter · Physics 2016-08-31 D. Barkley , I. G. Kevrekidis , A. M. Stuart

Chemical kinetic models in terms of ordinary differential equations correspond to finite dimensional dissipative dynamical systems involving a multiple time scale structure. Most dimension reduction approaches aimed at a slow…

Dynamical Systems · Mathematics 2014-10-27 Dirk Lebiedz , Jonas Unger

Finite-dimensional dissipative dynamical systems with multiple time-scales are obtained when modeling chemical reaction kinetics with ordinary differential equations. Such stiff systems are computationally hard to solve and therefore,…

Optimization and Control · Mathematics 2019-07-03 Marcus Heitel , Robin Verschueren , Moritz Diehl , Dirk Lebiedz

Traditional models of wormlike chains in shear flows at finite temperature approximate the equation of motion via finite difference discretization (bead and rod models). We introduce here a new method based on a spectral representation in…

Soft Condensed Matter · Physics 2007-05-23 Chris H. Wiggins , Alberto Montesi , Matteo Pasquali

We propose a framework employing stochastic differential equations to facilitate the long-term stability analysis of power grids with intermittent wind power generations. This framework takes into account the discrete dynamics which play a…

Systems and Control · Computer Science 2017-03-10 Xiaozhe Wang , Tao Wang , Hsiao-Dong Chiang , Jianhui Wang , Hui Liu

Population structure can have a significant effect on evolution. For some systems with sufficient symmetry, analytic results can be derived within the mathematical framework of evolutionary graph theory which relate to the outcome of the…

Populations and Evolution · Quantitative Biology 2019-03-11 Christopher E. Overton , Mark Broom , Christoforos Hadjichrysanthou , Kieran J. Sharkey

We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated…

Probability · Mathematics 2022-05-10 Julien Barré , Bastien Fernandez , Grégoire Panel

In this paper we introduce a class of stochastic population models based on "patch dynamics". The size of the patch may be varied, and this allows one to quantify the departures of these stochastic models from various mean field theories,…

Populations and Evolution · Quantitative Biology 2009-11-11 A. J. McKane , T. J. Newman

Determination of the nature of the dynamical state of a system as a function of its parameters is an important problem in the study of dynamical systems. This problem becomes harder in experimental systems where the obtained data is…

Chaotic Dynamics · Physics 2024-08-29 Rishab Antosh , Sanjit Das , N. Nirmal Thyagu
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