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A model-free bootstrap procedure for a general class of stationary time series is introduced. The theoretical framework is established, showing asymptotic validity of bootstrap confidence intervals for many statistics of interest. In…

Statistics Theory · Mathematics 2020-01-01 Yiren Wang , Dimitris N. Politis

Two numerical methods are proposed for detection of coupling between multiple time series generated by deterministic nonlinear systems. The first detects interdependence or the existence of coupling between time series. The second…

Chaotic Dynamics · Physics 2025-05-07 Timothy Sauer , George Sugihara

This paper considers a spin chain model by numerically solving the exact model to explore the non-perturbative dynamical decoupling regime, where an important issue arises recently (J. Jing, L.-A. Wu, J. Q. You and T. Yu, arXiv:1202.5056.).…

Quantum Physics · Physics 2015-06-04 Zhao-Ming Wang , Lian-Ao Wu , Jun Jing , Bin Shao , Ting Yu

Analyzing signals arising from dynamical systems typically requires many modeling assumptions and parameter estimation. In high dimensions, this modeling is particularly difficult due to the "curse of dimensionality". In this paper, we…

Systems and Control · Computer Science 2016-12-21 Tal Shnitzer , Ronen Talmon , Jean-Jacques Slotine

Equation-free macroscale modelling is a systematic and rigorous computational methodology for efficiently predicting the dynamics of a microscale system at a desired macroscale system level. In this scheme, the given microscale model is…

Dynamical Systems · Mathematics 2020-07-15 J. E. Bunder , I. G. Kevrekidis , A. J. Roberts

A statistical, data-driven method is presented that quantifies influences between variables of a dynamical system. The method is based on finding a suitable representation of points by fuzzy affiliations with respect to landmark points…

Dynamical Systems · Mathematics 2022-03-14 Niklas Wulkow

Performing analysis, optimization and control using simulations of many-particle systems is computationally demanding when no macroscopic model for the dynamics of the variables of interest is available. In case observations on the…

Numerical Analysis · Mathematics 2017-12-25 Felix Dietrich , Gerta Köster , Hans-Joachim Bungartz

Motivated by a long-standing debate concerning the nature and interrelations of surface-tension variables in fluid membranes, we reformulate the thermodynamics of a membrane vesicle as a generic two-dimensional finite system enclosing a…

Soft Condensed Matter · Physics 2012-02-03 Haim Diamant

A novel mathematical model for fiber-reinforced materials is proposed. It is based on a 1-dimensional beam model for the thin fiber structures, a flexible and general 3-dimensional elasticity model for the matrix and an overlapping domain…

Computational Engineering, Finance, and Science · Computer Science 2021-05-12 Ustim Khristenko , Stefan Schuß , Melanie Krüger , Felix Schmidt , Barbara Wohlmuth , Christian Hesch

In this paper, we propose an uncertainty-aware learning from demonstration method by presenting a novel uncertainty estimation method utilizing a mixture density network appropriate for modeling complex and noisy human behaviors. The…

Computer Vision and Pattern Recognition · Computer Science 2018-12-21 Sungjoon Choi , Kyungjae Lee , Sungbin Lim , Songhwai Oh

Verifying entanglement with experimental measurements requires that we take the limitations of experimental techniques into account, while still proving that the data obtained could not have been generated from a classical source. In the…

The competition between quantum many-particle dynamics and continuous monitoring can lead to measurement-induced phase transitions (MIPTs). So far, MIPTs have been extensively explored in fermionic or spin systems. To examine the…

Quantum Physics · Physics 2025-06-17 Kazuki Yokomizo , Yuto Ashida

This paper presents a general framework for modeling dependence in multivariate time series. Its fundamental approach relies on decomposing each signal in a system into various frequency components and then studying the dependence…

Methodology · Statistics 2021-04-01 Hernando Ombao , Marco Pinto

Linear dynamical relations that may exist in continuous-time, or at some natural sampling rate, are not directly discernable at reduced observational sampling rates. Indeed, at reduced rates, matricial spectral densities of vectorial time…

Systems and Control · Computer Science 2018-07-25 Tryphon T. Georgiou , Anders Lindquist

This letter reports on a new method of analysing experimentally gained time series with respect to different types of noise involved, namely, we show that it is possible to differentiate between dynamical and measurement noise. This method…

Data Analysis, Statistics and Probability · Physics 2009-11-07 M. Siefert , J. Peinke , R. Friedrich

Robustness is a basic property of any control system. In the context of linear output regulation, it was proved that embedding an internal model of the exogenous signals is necessary and sufficient to achieve tracking of the desired…

Systems and Control · Electrical Eng. & Systems 2021-04-23 Michelangelo Bin , Daniele Astolfi , Lorenzo Marconi

We present a simple model-free control algorithm that is able to robustly learn and stabilize an unknown discrete-time linear system with full control and state feedback subject to arbitrary bounded disturbance and noise sequences. The…

Optimization and Control · Mathematics 2020-10-02 Dimitar Ho , John Doyle

Experimentally observed networks of interacting dynamical systems are inferred from recorded multivariate time series by evaluating a statistical measure of dependence, usually the cross-correlation coefficient, or mutual information. These…

Data Analysis, Statistics and Probability · Physics 2017-07-03 Milan Palus

Model-free learning-based control methods have seen great success recently. However, such methods typically suffer from poor sample complexity and limited convergence guarantees. This is in sharp contrast to classical model-based control,…

Optimization and Control · Mathematics 2020-06-16 Guannan Qu , Chenkai Yu , Steven Low , Adam Wierman

Closure modeling - the statistical modeling of missing dynamics in the natural sciences and engineering - is a growing and active area of research. Existing methods for closure modeling are often computationally prohibitive, lack…

Methodology · Statistics 2025-11-27 Eric Crislip , Mohammad Khalil , Teresa Portone , Oksana Chkrebtii , Kyle Neal