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We propose a reconstruction of the initial system of ordinary differential equations from a single observed variable. The suggested approach is applied to a certain class of systems which includes, in particular, the Rossler system and…

Chaotic Dynamics · Physics 2013-02-12 V. Gorodetskyi , M. Osadchuk

We study dynamical reversibility in stationary stochastic processes from an information theoretic perspective. Extending earlier work on the reversibility of Markov chains, we focus on finitary processes with arbitrarily long conditional…

Statistical Mechanics · Physics 2015-05-28 Christopher J. Ellison , John R. Mahoney , Ryan G. James , James P. Crutchfield , Joerg Reichardt

A method is proposed to reconstruct a cyclic time-inhomogeneous Markov pro- cess from measured data. First, a time-inhomogeneous Markov model is fit to the data, taken here from measurements on a wind turbine. From the time-dependent…

Data Analysis, Statistics and Probability · Physics 2014-06-16 Teresa Scholz , Vitor V. Lopes , Pedro Lind , Frank Raischel

We consider a stochastic individual based model where each predator searches during a random time and then manipulates its prey or rests. The time distributions may be non-exponential. An age structure allows to describe these interactions…

Dynamical Systems · Mathematics 2021-03-31 Vincent Bansaye , Bertand Cloez

We focus on an interpolation method referred to Bayesian reconstruction in this paper. Whereas in standard interpolation methods missing data are interpolated deterministically, in Bayesian reconstruction, missing data are interpolated…

Machine Learning · Statistics 2015-03-27 Shun Kataoka , Muneki Yasuda , Kazuyuki Tanaka

We consider a two-level open quantum system undergoing either pure dephasing, dissipative, or multiply decohering dynamics and show that, whenever the dynamics is non-Markovian, the initial speed of evolution is a monotonic function of the…

Quantum Physics · Physics 2017-07-12 Marco Cianciaruso , Sabrina Maniscalco , Gerardo Adesso

Non-Markovian stochastic processes are ubiquitous in biology. Nevertheless, we lack a general framework for quantifying historical dependencies. In this Letter, we propose an information-theoretic approach to decompose history dependence in…

Statistical Mechanics · Physics 2025-12-23 Matthew P. Leighton , Christopher W. Lynn

In this paper we propose a systematic method to solve the inverse dynamical problem for a quantum system governed by the von Neumann equation: to find a class of Hamiltonians reproducing a prescribed time evolution of a pure or mixed state…

Quantum Physics · Physics 2013-07-09 J Bernatska , A Messina

As the quantification of metabolism, nonequilibrium steady states play a central role in living matter, but are beyond the purview of equilibrium statistical mechanics. Here we develop a fermionic theory of nonequilibrium steady states in…

Statistical Mechanics · Physics 2024-04-24 Eric De Giuli , Masanari Shimada

Discovering governing equations from data is crucial for understanding complex systems in many diverse fields from science to engineering. Yet, there still is a lack of versatile computational toolbox to deal with this long standing…

Chaotic Dynamics · Physics 2026-05-15 Chengzuo Zhuge , Zheng Jiang , Zhefan Xu , Wei Chen

The efficient calculation of rare-event kinetics in complex dynamical systems, such as the rate and pathways of ligand dissociation from a protein, is a generally unsolved problem. Markov state models can systematically integrate ensembles…

Chemical Physics · Physics 2016-02-03 Benjamin Trendelkamp-Schroer , Frank Noe

Recently, a large class of quantum non-Markovian piecewise dynamics for an open quantum system obeying closed evolution equations has been introduced [B. Vacchini, Phys. Rev. Lett. 117, 230401 (2016)]. These dynamics have been defined in…

Quantum Physics · Physics 2018-01-17 Salvatore Lorenzo , Francesco Ciccarello , G. Massimo Palma , Bassano Vacchini

A statistical, path-dependent framework to describe time-dependent macroscopic theories using the Principle of Maximum Caliber is presented. By means of this procedure, it is possible to infer predictive non-equilibrium statistical…

Statistical Mechanics · Physics 2023-03-20 Ignacio Tapia , Gonzalo Gutiérrez , Sergio Davis

Closely related to the laws of thermodynamics, the detection and quantification of disequilibria are crucial in unraveling the complexities of nature, particularly those beneath observable layers. Theoretical developments in nonequilibrium…

Statistical Mechanics · Physics 2024-07-23 Pedro E. Harunari

The discovery of physical laws consistent with empirical observations lies at the heart of (applied) science and engineering. These laws typically take the form of nonlinear differential equations depending on parameters, dynamical systems…

Pattern Formation and Solitons · Physics 2016-12-13 Or Yair , Ronen Talmon , Ronald R. Coifman , Ioannis G. Kevrekidis

There are multiple ways in which a stochastic system can be out of statistical equilibrium. It might be subject to time-varying forcing; or be in a transient phase on its way towards equilibrium; it might even be in equilibrium without us…

Dynamical Systems · Mathematics 2019-07-08 Péter Koltai , Hao Wu , Frank Noé , Christof Schütte

Stationary time series models built from parametric distributions are, in general, limited in scope due to the assumptions imposed on the residual distribution and autoregression relationship. We present a modeling approach for univariate…

Methodology · Statistics 2016-05-04 Maria DeYoreo , Athanasios Kottas

Many engineered as well as naturally occurring dynamical systems do not have an accurate mathematical model to describe their dynamic behavior. However, in many applications, it is possible to probe the system with external inputs and…

Optimization and Control · Mathematics 2020-04-24 Vignesh Narayanan , Wei Miao , Jr-Shin Li

We propose and investigate a method for identifying timescales of dissipation in nonequilibrium steady states modeled as discrete-state Markov jump processes. The method is based on how the irreversibility-measured by the statistical…

Statistical Mechanics · Physics 2023-07-24 Freddy A. Cisneros , Nikta Fakhri , Jordan M. Horowitz

Time estimation is a fundamental task that underpins precision measurement, global navigation systems, financial markets, and the organisation of everyday life. Many biological processes also depend on time estimation by nanoscale clocks,…