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In this tutorial, three examples of stochastic systems are considered: A strongly-damped oscillator, a weakly-damped oscillator and an undamped oscillator (integrator) driven by noise. The evolution of these systems is characterized by the…

Statistical Mechanics · Physics 2022-02-02 C. J. McKinstrie , T. J. Stirling , A. S. Helmy

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

Statistical Mechanics · Physics 2021-08-04 Piero Olla

Dynamical systems are used to model a variety of phenomena in which the bifurcation structure is a fundamental characteristic. Here we propose a statistical machine-learning approach to derive lowdimensional models that automatically…

Quantitative Methods · Quantitative Biology 2015-06-11 Yohei Kondo , Kunihiko Kaneko , Shuji Ishihara

Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…

Machine Learning · Statistics 2025-03-04 Ziheng Guo , James Greene , Ming Zhong

Complex systems are often characterized by the interplay of multiple interconnected dynamical processes operating across a range of temporal scales. This phenomenon is widespread in both biological and artificial scenarios, making it…

Statistical Mechanics · Physics 2025-09-08 Giorgio Nicoletti , Daniel M. Busiello

Dynamical systems are widely used in science and engineering to model systems consisting of several interacting components. Often, they can be given a causal interpretation in the sense that they not only model the evolution of the states…

Artificial Intelligence · Computer Science 2022-03-29 Stephan Bongers , Tineke Blom , Joris M. Mooij

A categorical framework for modeling and analyzing systems in a broad sense is proposed. These systems should be thought of as `machines' with inputs and outputs, carrying some sort of signal that occurs through some notion of time. Special…

Category Theory · Mathematics 2019-03-18 Patrick Schultz , David I. Spivak , Christina Vasilakopoulou

We study a system whose dynamics are governed by predictions of its future states. A general formalism and concrete examples are presented. We find that the dynamical characteristics depend on how to shape the predictions as well as on how…

Other Condensed Matter · Physics 2015-06-25 Toru Ohira

To analyze high-dimensional systems, many fields in science and engineering rely on high-level descriptions, sometimes called "macrostates," "coarse-grainings," or "effective theories". Examples of such descriptions include the…

Information Theory · Computer Science 2015-06-19 David H. Wolpert , Joshua A. Grochow , Eric Libby , Simon DeDeo

The definition of complexity through Statistical Complexity Measures (SCM) has recently seen major improvements. Mostly, effort is concentrated in measures on time series. We propose a SCM definition for spatial dynamical systems. Our…

Statistical Mechanics · Physics 2015-06-17 A. Arbona , C. Bona , B. Miñano , A. Plastino

In this short note, we discuss the basic approach to computational modeling of dynamical systems. If a dynamical system contains multiple time scales, ranging from very fast to slow, computational solution of the dynamical system can be…

Numerical Analysis · Mathematics 2012-05-15 Johan Jansson , Claes Johnson , Anders Logg

Complex systems are commonly modeled using nonlinear dynamical systems. These models are often high-dimensional and chaotic. An important goal in studying physical systems through the lens of mathematical models is to determine when the…

Computational Geometry · Computer Science 2014-03-25 Jesse Berwald , Marian Gidea , Mikael Vejdemo-Johansson

This article shows how to specify and construct a discrete, stochastic, continuous-time model specifically for ecological systems. The model is more broad than typical chemical kinetics models in two ways. First, using time-dependent hazard…

Populations and Evolution · Quantitative Biology 2015-06-30 Andrew J. Dolgert

Selecting subsets of features that differentiate between two conditions is a key task in a broad range of scientific domains. In many applications, the features of interest form clusters with similar effects on the data at hand. To recover…

Machine Learning · Computer Science 2022-11-11 Ram Dyuthi Sristi , Gal Mishne , Ariel Jaffe

Acoustic scene classification (ASC) suffers from device-induced domain shift, especially when labels are limited. Prior work focuses on curriculum-based training schedules that structure data presentation by ordering or reweighting training…

Sound · Computer Science 2026-02-02 Peihong Zhang , Yuxuan Liu , Rui Sang , Zhixin Li , Yiqiang Cai , Yizhou Tan , Shengchen Li

A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…

Data Analysis, Statistics and Probability · Physics 2016-11-25 Daniel Peavoy , Christian L. E. Franzke , Gareth O. Roberts

The dynamics of the spin-boson Hamiltonian is considered in the stochastic approximation. The Hamiltonian describes a two-level system coupled to an environment and is widely used in physics, chemistry and the theory of quantum measurement.…

Quantum Physics · Physics 2016-09-08 L. Accardi , S. V. Kozyrev , I. V. Volovich

We study a specific type of SCM, called a Dynamic Structural Causal Model (DSCM), whose endogenous variables represent functions of time, which is possibly cyclic and allows for latent confounding. As a motivating use-case, we show that…

Statistics Theory · Mathematics 2024-07-23 Philip Boeken , Joris M. Mooij

In order to develop systems capable of modeling artificial life, we need to identify, which systems can produce complex behavior. We present a novel classification method applicable to any class of deterministic discrete space and time…

Cellular Automata and Lattice Gases · Physics 2020-09-01 Barbora Hudcova , Tomas Mikolov

Many natural systems, such as neurons firing in the brain or basketball teams traversing a court, give rise to time series data with complex, nonlinear dynamics. We can gain insight into these systems by decomposing the data into segments…

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