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We develop a framework for dimension reduction, mode decomposition, and nonparametric forecasting of data generated by ergodic dynamical systems. This framework is based on a representation of the Koopman and Perron-Frobenius groups of…

Dynamical Systems · Mathematics 2017-09-04 Dimitrios Giannakis

The question of thermalisation in closed quantum many-body systems has received a lot of attention in the past few years. An intimately related question is whether a closed quantum system shows irreversible dynamics. However,…

Statistical Mechanics · Physics 2017-10-04 Markus Schmitt , Stefan Kehrein

The exploration of complex physical or technological processes usually requires exploiting available information from different sources: (i) physical laws often represented as a family of parameter dependent partial differential equations…

Numerical Analysis · Mathematics 2020-02-04 Albert Cohen , Wolfgang Dahmen , Ron DeVore

Stochastic systems often exhibit multiple viable metastable states that are long-lived. Over very long timescales, fluctuations may push the system to transition between them, drastically changing its macroscopic configuration. In realistic…

Statistical Mechanics · Physics 2023-04-14 Tobias Grafke , Alessandro Laio

This article deals with the numerical approximation of effective coefficients in stochastic homogenization of discrete linear elliptic equations. The originality of this work is the use of a well-known abstract spectral representation…

Probability · Mathematics 2010-08-20 Antoine Gloria , Jean-Christophe Mourrat

The effective Hamiltonian formalism is extended to vectorial electromagnetic waves in order to describe statistical properties of the field in reverberation chambers. The latter are commonly used in electromagnetic compatibility tests. As a…

Mesoscale and Nanoscale Physics · Physics 2016-03-09 J. -B. Gros , U. Kuhl , O. Legrand , F. Mortessagne

Perceptrons are the building blocks of many theoretical approaches to a wide range of complex systems, ranging from neural networks and deep learning machines, to constraint satisfaction problems, glasses and ecosystems. Despite their…

Disordered Systems and Neural Networks · Physics 2018-11-20 Elisabeth Agoritsas , Giulio Biroli , Pierfrancesco Urbani , Francesco Zamponi

The work aims effective and low-dimensional systems. Some different contexts involving gravitational and electromagnetic interactions are investigated. The electromagnetic one approaches bosonic and fermionic Effective Quantum Field…

High Energy Physics - Theory · Physics 2022-10-10 M. G. Campos , L. P. R. Ospedal , J. A. Helayël-Neto

We study a subsystem of an isolated one-dimensional correlated metal when it is driven by a steady electric field or when it relaxes after driving. We obtain numerically exact reduced density matrix $\rho$ for subsystems which are…

Strongly Correlated Electrons · Physics 2013-05-21 M. Mierzejewski , T. Prosen , D. Crivelli , P. Prelovsek

Full information about a many-body quantum system is usually out-of-reach due to the exponential growth -- with the size of the system -- of the number of parameters needed to encode its state. Nonetheless, in order to understand the…

We consider optimization of the average entropy production in inhomogeneous temperature environments within the framework of stochastic thermodynamics. For systems modeled by Langevin equations (e.g. a colloidal particle in a heat bath) it…

Statistical Mechanics · Physics 2013-03-14 Stefano Bo , Erik Aurell , Ralf Eichhorn , Antonio Celani

Designing algorithms for solving high-dimensional Bayesian inverse problems directly in infinite-dimensional function spaces - where such problems are naturally formulated - is crucial to ensure stability and convergence as the…

Machine Learning · Statistics 2025-12-02 Lorenzo Baldassari , Josselin Garnier , Knut Solna , Maarten V. de Hoop

We study the convergence of Hermitian Dynamic Mode Decomposition (DMD) to the spectral properties of self-adjoint Koopman operators. Hermitian DMD is a data-driven method that approximates the Koopman operator associated with an unknown…

Numerical Analysis · Mathematics 2024-10-08 Nicolas Boullé , Matthew J. Colbrook

Many complex systems have natural representations as multi-layer networks. While these formulations retain more information than standard single-layer network models, there is not yet a fully developed theory for computing network metrics…

Social and Information Networks · Computer Science 2017-03-17 Daryl R. DeFord , Scott D. Pauls

We present methods that can provide an exponential savings in the resources required to perform dynamic parameter estimation using quantum systems. The key idea is to merge classical compressive sensing techniques with quantum control…

Quantum Physics · Physics 2015-06-16 Easwar Magesan , Alexandre Cooper , Paola Cappellaro

A standard approach to computing expectations with respect to a given target measure is to introduce an overdamped Langevin equation which is reversible with respect to the target distribution, and to approximate the expectation by a…

Numerical Analysis · Mathematics 2016-04-20 A. B. Duncan , T. Lelievre , G. A. Pavliotis

A finite-dimensional quantum system is coupled to a bath of oscillators in thermal equilibrium at temperature $T>0$. We show that for fixed, small values of the coupling constant $\lambda$, the true reduced dynamics of the system is…

Quantum Physics · Physics 2022-01-05 Marco Merkli

We study the scenario approach for solving chance-constrained optimization in time-coupled dynamic environments. Scenario generation methods approximate the true feasible region from scenarios generated independently and identically from…

Optimization and Control · Mathematics 2024-04-02 Apurv Shukla , Qian Zhang , Le Xie

Experimental measurements of physical systems often have a limited number of independent channels, causing essential dynamical variables to remain unobserved. However, many popular methods for unsupervised inference of latent dynamics from…

Machine Learning · Computer Science 2020-10-23 William Gilpin

For boundary-driven non-equilibrium Markov models of non-interacting particles in one dimension, either in continuous space with the Fokker-Planck dynamics involving an arbitrary force $F(x)$ and an arbitrary diffusion coefficient $D(x)$,…

Statistical Mechanics · Physics 2023-07-06 Cecile Monthus