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Related papers: Data-Driven Reduction for Multiscale Stochastic Dy…

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Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features…

Computational Engineering, Finance, and Science · Computer Science 2021-09-03 Chao Yin , Xihaier Luo , Ahsan Kareem

We address the question of parameterizing the subgrid scales in simulations of geophysical flows by applying stochastic mode reduction to the one-dimensional stochastically forced shallow water equations. The problem is formulated in…

Fluid Dynamics · Physics 2018-08-17 Matthias Zacharuk , Stamen I. Dolaptchiev , Ulrich Achatz , Ilya Timofeyev

Analyzing large volumes of high-dimensional data requires dimensionality reduction: finding meaningful low-dimensional structures hidden in their high-dimensional observations. Such practice is needed in atomistic simulations of complex…

Computational Physics · Physics 2023-10-17 Jakub Rydzewski , Ming Chen , Omar Valsson

Many consequential real-world systems, like wind fields and ocean currents, are dynamic and hard to model. Learning their governing dynamics remains a central challenge in scientific machine learning. Dynamic Mode Decomposition (DMD)…

Machine Learning · Computer Science 2025-11-26 Yujin Kim , Sarah Dean

Many, if not most, systems of interest in science are naturally described as nonlinear dynamical systems. Empirically, we commonly access these systems through time series measurements. Often such time series may consist of discrete random…

Machine Learning · Computer Science 2024-06-10 Manuel Brenner , Florian Hess , Georgia Koppe , Daniel Durstewitz

Model order reduction in high-dimensional, nonlinear dynamical systems if often enabled through fast-slow timescale separation. One such approach involves identifying a low-dimensional slow manifold to which the state rapidly converges and…

Dynamical Systems · Mathematics 2026-05-14 Dan Wilson

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

The long-term dynamics of many dynamical systems evolve on an attracting, invariant "slow manifold" that can be parameterized by a few observable variables. Yet a simulation using the full model of the problem requires initial values for…

Computational Physics · Physics 2007-05-23 C. W. Gear , T. J. Kaper , I. G. Kevrekidis , A. Zagaris

Empirically observed time series in physics, biology, or medicine, are commonly generated by some underlying dynamical system (DS) which is the target of scientific interest. There is an increasing interest to harvest machine learning…

Machine Learning · Computer Science 2022-07-07 Daniel Kramer , Philine Lou Bommer , Carlo Tombolini , Georgia Koppe , Daniel Durstewitz

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

Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…

Chaotic Dynamics · Physics 2025-10-06 Chenyu Dong , Davide Faranda , Adriano Gualandi , Valerio Lucarini , Gianmarco Mengaldo

Modern deep models are trained on large real-world datasets, where data quality varies and redundancy is common. Data-centric approaches such as dataset pruning have shown promise in improving training efficiency and model performance.…

Machine Learning · Computer Science 2025-07-18 Suorong Yang , Peijia Li , Yujie Liu , Zhiming Xu , Peng Ye , Wanli Ouyang , Furao Shen , Dongzhan Zhou

The physical sciences are replete with dynamical systems that require the resolution of a wide range of length and time scales. This presents significant computational challenges since direct numerical simulation requires discretization at…

Machine Learning · Computer Science 2025-11-11 Andrew F. Ilersich , Prasanth B. Nair

We present a dynamic subspace approach for efficiently approximating large-scale systems by learning time-continuous trajectories on the Grassmannian manifold. By parameterizing a low-dimensional basis as a geodesic path, the method allows…

Numerical Analysis · Mathematics 2026-05-26 Jack DeChant , Rudy Geelen , Shane A. McQuarrie , Johann Guilleminot

The vast combination of material properties seen in nature are achieved by the complexity of the material microstructure. Advanced characterization and physics based simulation techniques have led to generation of extremely large…

Machine Learning · Computer Science 2023-01-12 Veera Sundararaghavan , Megna N. Shah , Jeff P. Simmons

Dimension reduction is a common strategy to study non-linear dynamical systems composed by a large number of variables. The goal is to find a smaller version of the system whose time evolution is easier to predict while preserving some of…

Dynamical Systems · Mathematics 2022-06-23 Marina Vegué , Vincent Thibeault , Patrick Desrosiers , Antoine Allard

The time-dependent fields obtained by solving partial differential equations in two and more dimensions quickly overwhelm the analytical capabilities of the human brain. A meaningful insight into the temporal behaviour can be obtained by…

Numerical Analysis · Mathematics 2024-04-04 Miha Rot , Martin Horvat , Gregor Kosec

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

A variety of established approaches exist for the detection of dynamic bottlenecks. Furthermore, the prediction of bottlenecks is experiencing a growing scientific interest, quantifiable by the increasing number of publications in recent…

Systems and Control · Electrical Eng. & Systems 2023-06-29 Nikolai West , Joern Schwenken , Jochen Deuse

Physics-constrained data-driven computing is an emerging hybrid approach that integrates universal physical laws with data-driven models of experimental data for scientific computing. A new data-driven simulation approach coupled with a…

Computational Engineering, Finance, and Science · Computer Science 2020-04-22 Qizhi He , Jiun-Shyan Chen