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Related papers: Data-driven closures for stochastic dynamical syst…

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We propose a statistical-stochastic surrogate modeling approach to predict the response of the mean and variance statistics under various initial conditions and external forcing perturbations. The proposed modeling framework extends the…

Data Analysis, Statistics and Probability · Physics 2023-04-07 Di Qi , John Harlim

We focus on improving the accuracy of an approximate model of a multiscale dynamical system that uses a set of parameter-dependent terms to account for the effects of unresolved or neglected dynamics on resolved scales. We start by…

Computational Physics · Physics 2019-06-26 Balasubramanya T. Nadiga , Chiyu Jiang , Daniel Livescu

Controlling complex dynamical systems has been a topic of considerable interest in academic circles in recent decades. While existing works have primarily focused on closed-loop control schemes with infinite-time durations, this paper…

Optimization and Control · Mathematics 2025-01-08 Xiaoxiao Peng , Shijie Zhou

Information theory and the framework of information dynamics have been used to provide tools to characterise complex systems. In particular, we are interested in quantifying information storage, information modification and information…

Information Theory · Computer Science 2013-03-25 Oliver Obst , Joschka Boedecker , Benedikt Schmidt , Minoru Asada

We propose a data-driven tracking model predictive control (MPC) scheme to control unknown discrete-time linear time-invariant systems. The scheme uses a purely data-driven system parametrization to predict future trajectories based on…

Systems and Control · Electrical Eng. & Systems 2021-04-19 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

We present a novel data-driven model predictive control (MPC) approach to control unknown nonlinear systems using only measured input-output data with closed-loop stability guarantees. Our scheme relies on the data-driven system…

Optimization and Control · Mathematics 2022-09-20 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…

Statistical Mechanics · Physics 2022-10-18 Dimitra Maoutsa , Manfred Opper

Reachability analysis is an important method in providing safety guarantees for systems with unknown or uncertain dynamics. Due to the computational intractability of exact reachability analysis for general nonlinear, high-dimensional…

Systems and Control · Electrical Eng. & Systems 2025-09-12 Elizabeth Dietrich , Rosalyn Devonport , Stephen Tu , Murat Arcak

An important mathematical tool in the analysis of dynamical systems is the approximation of the reach set, i.e., the set of states reachable after a given time from a given initial state. This set is difficult to compute for complex systems…

Machine Learning · Computer Science 2023-09-19 Abdelmouaiz Tebjou , Goran Frehse , Faïcel Chamroukhi

Distributed model predictive control methods for uncertain systems often suffer from considerable conservatism and can tolerate only small uncertainties due to the use of robust formulations that are amenable to distributed design and…

Systems and Control · Electrical Eng. & Systems 2022-03-03 Simon Muntwiler , Kim P. Wabersich , Lukas Hewing , Melanie N. Zeilinger

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

Modeling living systems at the collective scale can be very challenging because the individual constituents can themselves be complex and the respective interactions between the constituents are not fully understood. With the advent of high…

Soft Condensed Matter · Physics 2021-10-27 Ahmad Borzou , Alison E. Patteson , J. M. Schwarz

Recent years have witnessed a booming interest in data-driven control of dynamical systems. However, the implicit data-driven output predictors are vulnerable to uncertainty such as process disturbance and measurement noise, causing…

Optimization and Control · Mathematics 2024-07-08 Yibo Wang , Keyou You , Dexian Huang , Chao Shang

We consider the problem of computing the maximal invariant set of discrete-time black-box nonlinear systems without analytic dynamical models. Under the assumption that the system is asymptotically stable, the maximal invariant set…

Systems and Control · Electrical Eng. & Systems 2021-05-31 Zheming Wang , Raphaël M. Jungers

We develop a methodology to construct low-dimensional predictive models from data sets representing essentially nonlinear (or non-linearizable) dynamical systems with a hyperbolic linear part that are subject to external forcing with…

Dynamical Systems · Mathematics 2022-04-06 Mattia Cenedese , Joar Axås , Bastian Bäuerlein , Kerstin Avila , George Haller

The design of control engineering applications usually requires a model that accurately represents the dynamics of the real system. In addition to classical physical modeling, powerful data-driven approaches are increasingly used. However,…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Annika Junker , Julia Timmermann , Ansgar Trächtler

This study presents the extension of the data-driven optimal prediction approach to the dynamical system with control. The optimal prediction is used to analyze dynamical systems in which the states consist of resolved and unresolved…

Dynamical Systems · Mathematics 2024-06-05 Aleksandr Katrutsa , Ivan Oseledets , Sergey Utyuzhnikov

We formulate extensions to Data Driven Computing for both distance minimizing and entropy maximizing schemes to incorporate time integration. Previous works focused on formulating both types of solvers in the presence of static equilibrium…

Computational Physics · Physics 2017-06-14 Trenton Kirchdoerfer , Michael Ortiz

Many stochastic optimization problems include chance constraints that enforce constraint satisfaction with a specific probability; however, solving an optimization problem with chance constraints assumes that the solver has access to the…

Optimization and Control · Mathematics 2021-09-21 Joshua Comden , Ahmed S. Zamzam , Andrey Bernstein

Deep sequence models are receiving significant interest in current machine learning research. By representing probability distributions that are fit to data using maximum likelihood estimation, such models can model data on general…

Systems and Control · Electrical Eng. & Systems 2024-09-09 Kristian Løvland , Bjarne Grimstad , Lars Struen Imsland