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Reservoir computing has repeatedly been shown to be extremely successful in the prediction of nonlinear time-series. However, there is no complete understanding of the proper design of a reservoir yet. We find that the simplest popular…

Data Analysis, Statistics and Probability · Physics 2020-12-25 Joschka Herteux , Christoph Räth

Nonlinear vector autoregression (NVAR) and reservoir computing (RC) have shown promise in forecasting chaotic dynamical systems, such as the Lorenz-63 model and El Nino-Southern Oscillation. However, their reliance on fixed nonlinear…

Machine Learning · Computer Science 2025-12-02 Azimov Sherkhon , Susana Lopez-Moreno , Eric Dolores-Cuenca , Sieun Lee , Sangil Kim

This article presents a general framework for recovering missing dynamical systems using available data and machine learning techniques. The proposed framework reformulates the prediction problem as a supervised learning problem to…

Numerical Analysis · Mathematics 2020-10-20 John Harlim , Shixiao W. Jiang , Senwei Liang , Haizhao Yang

The region of attraction is a key metric of the robustness of systems. This paper addresses the numerical solution of the generalized Zubov's equation, which produces a special Lyapunov function characterizing the robust region of…

Systems and Control · Electrical Eng. & Systems 2025-08-28 Junkai Wang , Yuxuan Zhao , Mi Zhou , Fumin Zhang

Covariant Lyapunov vectors characterize the directions along which perturbations in dynamical systems grow. They have also been studied as predictors of critical transitions and extreme events. For many applications like, for example,…

Data Analysis, Statistics and Probability · Physics 2022-03-14 Christoph Martin , Nahal Sharafi , Sarah Hallerberg

This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…

Systems and Control · Computer Science 2019-06-05 Yuzhen Qin , Ming Cao , Brian D. O. Anderson

Chaotic dynamics, commonly seen in weather systems and fluid turbulence, are characterized by their sensitivity to initial conditions, which makes accurate prediction challenging. Recent approaches have focused on developing data-driven…

Systems and Control · Electrical Eng. & Systems 2025-12-16 Sunbochen Tang , Themistoklis Sapsis , Navid Azizan

In order to analyze structure of tangent spaces of a transient orbit, we propose a new algorithm which pulls back vectors in tangent spaces along the orbit by using a calculation method of covariant Lyapunov vectors. As an example, the…

Dynamical Systems · Mathematics 2014-11-20 Takayuki Yamaguchi , Makoto Iima

We study a novel large dimensional approximate factor model with regime changes in the loadings driven by a latent first order Markov process. By exploiting the equivalent linear representation of the model, we first recover the latent…

Econometrics · Economics 2024-12-04 Matteo Barigozzi , Daniele Massacci

Choosing the optimal observable to model dynamical systems for which we do not know the driving equations is nearly always an ad hoc art. Takens' Delay Embedding Theorem guarantees a diffeomorphism between delay-coordinate vectors built…

Computational Physics · Physics 2026-05-01 Maximilian Topel

Quantum reservoir computing is a computing approach which aims at utilising the complexity and high-dimensionality of small quantum systems, together with the fast trainability of reservoir computing, in order to solve complex tasks. The…

Quantum Physics · Physics 2024-01-19 Saud Čindrak , Brecht Donvil , Kathy Lüdge , Lina Jaurigue

Reservoir computers can be used to predict time series generated by spatio-temporal chaotic systems. Using multiple reservoirs in parallel has shown improved performances for these predictions, by effectively reducing the input…

Chaotic Dynamics · Physics 2025-11-13 Luk Fleddermann , Ulrich Parlitz , Gerrit Wellecke

Deep learning methods have been widely used in robotic applications, making learning-enabled control design for complex nonlinear systems a promising direction. Although deep reinforcement learning methods have demonstrated impressive…

Systems and Control · Electrical Eng. & Systems 2024-03-19 Zili Wang , Sean B. Andersson , Roberto Tron

In this paper, we consider the state estimation problem for nonlinear stochastic discrete-time systems. We combine Lyapunov's method in control theory and deep reinforcement learning to design the state estimator. We theoretically prove the…

Machine Learning · Computer Science 2021-01-08 Liang Hu , Chengwei Wu , Wei Pan

Constructing an accurate system model for formal model verification can be both resource demanding and time-consuming. To alleviate this shortcoming, algorithms have been proposed for automatically learning system models based on observed…

Machine Learning · Computer Science 2012-12-18 Hua Mao , Yingke Chen , Manfred Jaeger , Thomas D. Nielsen , Kim G. Larsen , Brian Nielsen

Tasks in which rewards depend upon past information not available in the current observation set can only be solved by agents that are equipped with short-term memory. Usual choices for memory modules include trainable recurrent hidden…

Machine Learning · Computer Science 2024-12-18 Kevin McKee

We train an artificial neural network which distinguishes chaotic and regular dynamics of the two-dimensional Chirikov standard map. We use finite length trajectories and compare the performance with traditional numerical methods which need…

Machine Learning · Computer Science 2020-04-24 Woo Seok Lee , Sergej Flach

We present a technique for learning control Lyapunov (potential) functions, which are used in turn to synthesize controllers for nonlinear dynamical systems. The learning framework uses a demonstrator that implements a black-box, untrusted…

Systems and Control · Computer Science 2017-10-06 Hadi Ravanbakhsh , Sriram Sankaranarayanan

In recent work a deterministic and time-reversible boundary thermostat called thermostating by deterministic scattering has been introduced for the periodic Lorentz gas [Phys. Rev. Lett. {\bf 84}, 4268 (2000)]. Here we assess the nonlinear…

Chaotic Dynamics · Physics 2009-11-07 K. Rateitschak , R. Klages

The dynamics of unidirectionally coupled chaotic Lorenz systems is investigated. It is revealed that chaos is present in the response system regardless of generalized synchronization. The presence of sensitivity is theoretically proved, and…

Chaotic Dynamics · Physics 2016-10-10 Mehmet Onur Fen
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