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Credible forecasting and representation learning of dynamical systems are of ever-increasing importance for reliable decision-making. To that end, we propose a family of Gaussian processes (GP) for dynamical systems with linear…

Machine Learning · Computer Science 2025-02-11 Petar Bevanda , Max Beier , Armin Lederer , Alexandre Capone , Stefan Sosnowski , Sandra Hirche

In numerous papers, the behaviour of stochastic population models is investigated through the sign of a real quantity which is the growth rate of the population near the extinction set. In many cases, it is proven that when this growth rate…

Probability · Mathematics 2020-01-06 Dang H. Nguyen , Edouard Strickler

Studying the structure of systems in nonequilibrium steady states necessitates tools that quantify population shifts and associated deformations of equilibrium free energy landscapes under persistent currents. Within the framework of…

Statistical Mechanics · Physics 2024-08-14 Jorge L. Rosa-Raíces , David T. Limmer

In this work, we define a class of models to understand the impact of population size on opinion formation dynamics, a phenomenon usually related to group conformity. To this end, we introduce a new kinetic model in which the interaction…

Adaptation and Self-Organizing Systems · Physics 2024-09-09 Elisa Calzola , Giacomo Dimarco , Giuseppe Toscani , Mattia Zanella

We propose a simple method to estimate the parameters involved in discrete dynamical systems from time series. The method is based on the concept of controlling chaos by constant feedback. The major advantages of the method are that it…

Chaotic Dynamics · Physics 2009-11-10 P. Palaniyandi , M. Lakshmanan

This paper, the second of a two-part series, presents a method for mean-field feedback stabilization of a swarm of agents on a finite state space whose time evolution is modeled as a continuous time Markov chain (CTMC). The resulting…

Systems and Control · Computer Science 2017-03-29 Shiba Biswal , Karthik Elamvazhuthi , Spring Berman

Mathematical models of interacting populations are often constructed as systems of differential equations, which describe how populations change with time. Below we study one such model connected to the nonlinear dynamics of a system of…

Chaotic Dynamics · Physics 2018-12-26 Ivan N. Dushkov , Ivan Jordanov , Nikolay K. Vitanov

In this article, a new mathematical model of human population growth as an autonomous non-Markov queuing system with an unlimited number of servers and two types of applications is proposed. The research of this system was carried out a…

Probability · Mathematics 2020-05-22 Mariia Nosova

This work measures the time to equilibrium for the multicanonical method on the 2D-Ising system by using a new criterion, proposed here, to find the time to equilibrium, teq, of any sampling procedure based on a Markov process. Our new…

Statistical Mechanics · Physics 2009-11-10 M. L. Guerra , J. D. Munoz

This paper aims at the study of controllability properties and induced controllability metrics on complex networks governed by a class of (discrete time) linear decision processes with mul-tiplicative noise. The dynamics are given by a…

Optimization and Control · Mathematics 2016-12-15 Tidiane Diallo , Dan Goreac

Model Predictive Control (MPC) is a versatile approach capable of accommodating diverse control requirements that holds significant promise for a broad spectrum of industrial applications. Noteworthy challenges associated with MPC include…

Systems and Control · Electrical Eng. & Systems 2025-04-28 Ryuta Moriyasu , Sho Kawaguchi , Kenji Kashima

We focus on variational inference in dynamical systems where the discrete time transition function (or evolution rule) is modelled by a Gaussian process. The dominant approach so far has been to use a factorised posterior distribution,…

Machine Learning · Statistics 2018-12-17 Alessandro Davide Ialongo , Mark van der Wilk , James Hensman , Carl Edward Rasmussen

We study the emergence of pattern formation and chaotic dynamics in the one-dimensional (1D) generalized Kuramoto-Sivashinsky (gKS) equation by means of a time-series analysis, in particular a nonlinear forecasting method which is based on…

Statistical Mechanics · Physics 2015-02-19 H. Gotoda , M. Pradas , S. Kalliadasis

Controllers for autonomous systems that operate in safety-critical settings must account for stochastic disturbances. Such disturbances are often modelled as process noise, and common assumptions are that the underlying distributions are…

Systems and Control · Electrical Eng. & Systems 2022-12-08 Thom S. Badings , Alessandro Abate , Nils Jansen , David Parker , Hasan A. Poonawala , Marielle Stoelinga

We develop a quadratic regularization approach for the solution of high-dimensional multistage stochastic optimization problems characterized by a potentially large number of time periods/stages (e.g. hundreds), a high-dimensional resource…

Optimization and Control · Mathematics 2017-02-28 Tsvetan Asamov , Warren B. Powell

This paper addresses the design and analysis of a multivariable gradient-based stochastic extremum-seeking control method for multi-input systems with arbitrary input delays. The approach accommodates systems with distinct time delays…

Optimization and Control · Mathematics 2024-11-19 Paulo Cesar Souza Silva , Paulo Cesar Pellanda , Tiago Roux Oliveira

In this paper is proposed a novel incremental iterative Gauss-Newton-Markov-Kalman filter method for state estimation of dynamic models given noisy measurements. The mathematical formulation of the proposed filter is based on the…

Optimization and Control · Mathematics 2019-09-17 Bojana Rosic

The synthesis of control laws for interacting agent-based dynamics and their mean-field limit is studied. A linearization-based approach is used for the computation of sub-optimal feedback laws obtained from the solution of differential…

Optimization and Control · Mathematics 2021-01-13 G. Albi , M. Herty , D. Kalise , C. Segala

We present a numerical method for learning the dynamics of slow components of unknown multiscale stochastic dynamical systems. While the governing equations of the systems are unknown, bursts of observation data of the slow variables are…

Machine Learning · Computer Science 2024-08-28 Yuan Chen , Dongbin Xiu

We introduce and test an algorithm that adaptively estimates large deviation functions characterizing the fluctuations of additive functionals of Markov processes in the long-time limit. These functions play an important role for predicting…

Statistical Mechanics · Physics 2023-03-30 Grégoire Ferré , Hugo Touchette