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Related papers: Compositionality of the Runge-Kutta Method

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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

Network systems consist of subsystems and their interconnections, and provide a powerful framework for analysis, modeling and control of complex systems. However, subsystems may have high-dimensional dynamics, and the amount and nature of…

Optimization and Control · Mathematics 2020-12-07 Xiaodong Cheng , Jacquelien M. A. Scherpen

System identification based on Koopman operator theory has grown in popularity recently. Spectral properties of the Koopman operator of a system were proven to relate to properties like invariant sets, stability, periodicity, etc. of the…

Optimization and Control · Mathematics 2021-10-27 Nibodh Boddupalli

Set-based integration methods allow to prove properties of differential systems, which take into account bounded disturbances. The systems (either time-discrete, time-continuous or hybrid) satisfying such properties are said to be "robust".…

Systems and Control · Electrical Eng. & Systems 2020-07-28 Jawher Jerray , Laurent Fribourg , Étienne André

The reduction of dynamical systems has a rich history, with many important applications related to stability, control and verification. Reduction of nonlinear systems is typically performed in an exact manner - as is the case with…

Optimization and Control · Mathematics 2007-07-26 Paulo Tabuada , Aaron D. Ames , Agung Julius , George J. Pappas

Using tools from computable analysis we develop a notion of effectiveness for general dynamical systems as those group actions on arbitrary spaces that contain a computable representative in their topological conjugacy class. Most natural…

Dynamical Systems · Mathematics 2024-09-16 Sebastián Barbieri , Nicanor Carrasco-Vargas , Cristóbal Rojas

Many time-dependent differential equations are equipped with invariants. Preserving such invariants under discretization can be important, e.g., to improve the qualitative and quantitative properties of numerical solutions. Recently,…

Numerical Analysis · Mathematics 2023-11-27 Sebastian Bleecke , Hendrik Ranocha

Networks and graphs provide a simple but effective model to a vast set of systems which building blocks interact throughout pairwise interactions. Unfortunately, such models fail to describe all those systems which building blocks interact…

Physics and Society · Physics 2022-09-21 Mauro Faccin

In this paper, we develop a higher order symmetric partitioned Runge-Kutta method for a coupled system of differential equations on Lie groups. We start with a discussion on partitioned Runge-Kutta methods on Lie groups of arbitrary order.…

High Energy Physics - Lattice · Physics 2011-09-15 Michèle Wandelt , Michael Günther , Francesco Knechtli , Michael Striebel

Building complex software systems necessitates the use of component-based architectures. In theory, of the set of components needed for a design, only some small portion of them are "custom"; the rest are reused or refactored existing…

Software Engineering · Computer Science 2007-05-23 Joseph R. Kiniry

"Stiff" differential equations are commonplace in engineering and dynamical systems. To solve them we need flexible integrators that can deal with rapidly-changing righthand sides. This tutorial describes the application of "adaptive" […

Statistical Mechanics · Physics 2016-09-26 William Graham Hoover , Julien Clinton Sprott , Carol Griswold Hoover

Constructing explicit Runge--Kutta (ERK) methods with as few stages as possible for a given order is a classical problem in numerical analysis. In this work, we introduce a $Q$/$D$-space framework of sufficient order conditions for ERK…

Numerical Analysis · Mathematics 2026-05-19 Junyuan He , Jizu Huang

We consider the solution of large stiff systems of ordinary differential equations with explicit exponential Runge--Kutta integrators. These problems arise from semi-discretized semi-linear parabolic partial differential equations on…

Numerical Analysis · Mathematics 2023-08-24 Kai Bergermann , Martin Stoll

Composite systems, where couplings are of two types, a combination of strong dilute and weak dense couplings of Ising spins, are examined through the replica method. The dilute and dense parts are considered to have independent canonical…

Disordered Systems and Neural Networks · Physics 2009-11-13 Jack Raymond , David Saad

We consider the basic features of complex dynamic and control systems, including systems having hierarchical structure. Special attention is paid to the problems of design and synthesis of complex systems and control models, and to the…

Computational Engineering, Finance, and Science · Computer Science 2008-12-25 Armen Bagdasaryan

Some of the basic properties of any dynamical system can be summarized by a graph. The dynamical systems in our theory run from maps like the logistic map to ordinary differential equations to dissipative partial differential equations. Our…

Dynamical Systems · Mathematics 2025-06-26 Chirag Adwani , Roberto De Leo , James A. Yorke

The observable behavior of a complex system reflects the mechanisms governing the internal interactions between the system's components and the effect of external perturbations. Here we show that by capturing the simultaneous activity of…

Disordered Systems and Neural Networks · Physics 2009-11-10 M. Argollo de Menezes , A. -L. Barabasi

Numerical techniques to efficiently model out-of-equilibrium dynamics in interacting quantum many-body systems are key for advancing our capability to harness and understand complex quantum matter. Here we propose a new numerical approach…

Quantum Gases · Physics 2019-08-19 Bihui Zhu , Ana Maria Rey , Johannes Schachenmayer

A new method is proposed to numerically integrate a dynamical system on a manifold such that the trajectory stably remains on the manifold and preserves first integrals of the system. The idea is that given an initial point in the manifold…

Numerical Analysis · Mathematics 2016-11-29 Dong Eui Chang , Fernando Jimenez , Matthew Perlmutter

Recurrence is a fundamental property of dynamical systems, which can be exploited to characterise the system's behaviour in phase space. A powerful tool for their visualisation and analysis called recurrence plot was introduced in the late…

Chaotic Dynamics · Physics 2025-01-27 Norbert Marwan , Maria Carmen Romano , Marco Thiel , Jürgen Kurths