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We develop a formalism to describe the discrete-time dynamics of systems containing an arbitrary number of interacting species. The individual-based model, which forms our starting point, is described by a Markov chain, which in the limit…

Statistical Mechanics · Physics 2014-10-06 César Parra-Rojas , Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

Changes in the statistical properties of a stochastic process are typically assumed to occur via change-points, which demark instantaneous moments of complete and total change in process behavior. In cases where these transitions occur…

Machine Learning · Statistics 2022-05-06 Chris Browne

We propose a new simple three-dimensional continuous autonomous model with two nonlinear terms and observe the dynamical behavior with respect to system parameters. This system changes the stability of fixed point via Hopf bifurcation and…

Chaotic Dynamics · Physics 2020-10-28 Arnob Ray , Dibakar Ghosh

The automated localisation of damage in structures is a challenging but critical ingredient in the path towards predictive or condition-based maintenance of high value structures. The use of acoustic emission time of arrival mapping is a…

Machine Learning · Computer Science 2023-01-11 Matthew R Jones , Timothy J Rogers , Elizabeth J Cross

Despite the celebrated success of stochastic control approaches for uncertain systems, such approaches are limited in the ability to handle non-Gaussian uncertainties. This work presents an adaptive robust control for linear uncertain…

Optimization and Control · Mathematics 2026-01-13 Xuehui Ma , Shiliang Zhang , Zhiyong Sun , Xiaohui Zhang , Sabita Maharjan

Motivated by recent progress in data assimilation, we develop an algorithm to dynamically learn the parameters of a chaotic system from partial observations. Under reasonable assumptions, we rigorously establish the convergence of this…

Classical Analysis and ODEs · Mathematics 2021-08-20 Elizabeth Carlson , Joshua Hudson , Adam Larios , Vincent R. Martinez , Eunice Ng , Jared P. Whitehead

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the prop- erties are (approximately) constant for some time and then slowly…

Methodology · Statistics 2014-03-18 Michael Vogt , Holger Dette

This paper addresses the problem of learning linear dynamical systems from noisy observations. In this setting, existing algorithms either yield biased parameter estimates or have large sample complexities. We resolve these issues by…

Systems and Control · Electrical Eng. & Systems 2025-09-08 Yuyang Zhang , Xinhe Zhang , Jia Liu , Na Li

A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…

Statistical Mechanics · Physics 2014-09-15 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

Machine learning techniques not only offer efficient tools for modelling dynamical systems from data, but can also be employed as frontline investigative instruments for the underlying physics. Nontrivial information about the original…

Data Analysis, Statistics and Probability · Physics 2021-02-24 Francesco Borra , Marco Baldovin

Asymptotic state of an open quantum system can undergo qualitative changes upon small variation of system parameters. We demonstrate it that such 'quantum bifurcations' can be appropriately defined and made visible as changes in the…

Quantum Physics · Physics 2017-11-17 M. Ivanchenko , E. Kozinov , V. Volokitin , A. Liniov , I. Meyerov , S. Denisov

This paper considers a stochastic control framework, in which the residual model uncertainty of the dynamical system is learned using a Gaussian Process (GP). In the proposed formulation, the residual model uncertainty consists of a…

Systems and Control · Electrical Eng. & Systems 2023-05-26 Marcel Menner , Karl Berntorp

Bifurcation theory is the usual analytic approach to study the parameter space of a dynamical system. Despite the great power of prediction of these techniques, fundamental limitations appear during the study of a given problem. Nonlinear…

Chaotic Dynamics · Physics 2023-10-02 Alexandre Wagemakers , Alvar Daza , Miguel A. F. Sanjuán

This work proposes a data-driven approach for bifurcation analysis in nonlinear systems when the governing differential equations are not available. Specifically, regularized regression with barrier terms is used to learn a homeomorphism…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Wentao Tang

The paper describes the application of some numerical techniques to analyze and to characterize the observed dynamical behaviour of fluidized bed systems. The preliminary results showed clearly that the dynamics of the considered process…

comp-gas · Physics 2016-08-31 E. Caputo , S. Sello , ; V. Marcolongo

The data-driven recovery of the unknown governing equations of dynamical systems has recently received an increasing interest. However, the identification of governing equations remains challenging when dealing with noisy and partial…

Machine Learning · Computer Science 2021-02-17 Duong Nguyen , Said Ouala , Lucas Drumetz , Ronan Fablet

Transitions between multiple stable states of nonlinear systems are ubiquitous in physics, chemistry, and beyond. Two types of behaviors are usually seen as mutually exclusive: unpredictable noise-induced transitions and predictable…

Statistical Mechanics · Physics 2017-10-03 Corentin Herbert , Freddy Bouchet

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 study the asymptotics of a two-dimensional stochastic differential system with a degenerate diffusion matrix. This system describes the dynamics of a population where individuals contribute to the degradation of their environment through…

Dynamical Systems · Mathematics 2024-05-06 Pierre Collet , Claire Ecotière , Sylvie Méléard

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