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In this paper, we investigate a model describing induction hardening of steel. The related system consists of an energy balance, an ODE for the different phases of steel, and Maxwell's equations in a potential formulation. The existence of…

Analysis of PDEs · Mathematics 2023-12-22 Dietmar Hömberg , Robert Lasarzik

In the stochastic volatility models for multivariate daily stock returns, it has been found that the estimates of parameters become unstable as the dimension of returns increases. To solve this problem, we focus on the factor structure of…

Econometrics · Economics 2021-09-16 Yuta Yamauchi , Yasuhiro Omori

We propose a novel method for fast and scalable evaluation of periodic solutions of systems of ordinary differential equations for a given set of parameter values and initial conditions. The equations governing the system dynamics are…

Dynamical Systems · Mathematics 2016-05-30 I. Yu. Tyukin , A. N. Gorban , T. A. Tyukina , J. Al Ameri , Yu. A. Korablev

Dissipative phase transitions are characteristic features in open quantum systems. Key signatures are the dynamical switching between different states in the vicinity of the phase transition and the appearance of hysteresis. Here, we…

Quantum Gases · Physics 2024-07-03 Marvin Röhrle , Jens Benary , Erik Bernhart , Herwig Ott

We analyse a one-dimensional model of hard particles, within ensembles of trajectories that are conditioned (or biased) to atypical values of the time-averaged dynamical activity. We analyse two phenomena that are associated with these…

Statistical Mechanics · Physics 2015-11-18 Ian R. Thompson , Robert L. Jack

This article deals with invariant manifolds for infinite dimensional random dynamical systems with different time scales. Such a random system is generated by a coupled system of fast-slow stochastic evolutionary equations. Under suitable…

Probability · Mathematics 2013-07-29 Hongbo Fu , Xianming Liu , Jinqiao Duan

We investigate indeterminate points in discrete integrable system. They appear in singularity confinement phenomenon naturally. We develop a method to analyse indeterminate points of dynamical maps and using this method we clarify behaviour…

Exactly Solvable and Integrable Systems · Physics 2017-05-03 Yuki Wakimoto

In this paper we consider the possibility to use numerical simulations for a computer assisted analysis of integrability of dynamical systems. We formulate a rather general method of recovering the obstruction to integrability for the…

Dynamical Systems · Mathematics 2014-11-18 Vladimir Salnikov

The identification of nonlinear dynamics from observations is essential for the alignment of the theoretical ideas and experimental data. The last, in turn, is often corrupted by the side effects and noise of different natures, so…

Machine Learning · Computer Science 2020-06-08 Anna Shalova , Ivan Oseledets

An analytical model of high frequency oscillations of the kinetic and potential energies in a one-dimensional harmonic crystal with a substrate potential is obtained by introducing the nonlocal energies [1]. A generalization of the kinetic…

Statistical Mechanics · Physics 2018-02-07 Mikhail B. Babenkov , Anton M. Krivtsov , Denis V. Tsvetkov

We show that, when music pieces are cast in the form of time series of pitch variations, the concepts and tools of dynamical systems theory can be applied to the analysis of {\it temporal dynamics} in music. (i) Phase space portraits are…

chao-dyn · Physics 2009-10-22 Jean Pierre Boon , Olivier Decroly

This paper presents a new class of high order linear ImEx multistep schemes with large regions of unconditional stability. Unconditional stability is a desirable property of a time stepping scheme, as it allows the choice of time step…

Numerical Analysis · Mathematics 2019-04-26 Rodolfo Ruben Rosales , Benjamin Seibold , David Shirokoff , Dong Zhou

The purpose of this paper is to derive the dynamical equations for the period vectors of a periodic system under constant external stress. The explicit starting point is Newton's second law applied to halves of the system. Later statistics…

Materials Science · Physics 2015-09-03 Gang Liu

Stochastic nonlinear dynamical systems can undergo rapid transitions relative to the change in their forcing, for example due to the occurrence of multiple equilibrium solutions for a specific interval of parameters. In this paper, we…

Data Analysis, Statistics and Probability · Physics 2020-11-12 S. Baars , D. Castellana , F. W. Wubs , H. A. Dijkstra

A significant amount of converter-based generation is being integrated into the bulk electric power grid to fulfill the future electric demand through renewable energy sources, such as wind and photovoltaic. The dynamics of converter…

Dynamic power system models are instrumental in real-time stability, monitoring, and control. Such models are traditionally posed as systems of nonlinear differential algebraic equations (DAEs): the dynamical part models generator…

Systems and Control · Electrical Eng. & Systems 2024-02-02 Mohamad H. Kazma , Ahmad F. Taha

Deep networks are commonly used to model dynamical systems, predicting how the state of a system will evolve over time (either autonomously or in response to control inputs). Despite the predictive power of these systems, it has been…

Machine Learning · Computer Science 2020-01-20 Gaurav Manek , J. Zico Kolter

We study the dynamical properties of a broad class of high-dimensional random dynamical systems exhibiting chaotic as well as fixed point and periodic attractors. We consider cases in which attractors can co-exists in some regions of the…

Disordered Systems and Neural Networks · Physics 2026-03-02 Samantha J. Fournier , Pierfrancesco Urbani

Several studies analyzed certain nonlinear dynamical systems by showing that the cyclic number of sign variations in the vector of derivatives is an integer-valued Lyapunov function. These results are based on direct analysis of the…

Dynamical Systems · Mathematics 2018-07-10 Tsuff Ben-Avraham , Guy Sharon , Yoram Zarai , Michael Margaliot

In modern power systems, the operating point, at which the demand and supply are balanced, may take different values due to changes in loads and renewable generation levels. Understanding the dynamics of stressed power systems with a range…

Systems and Control · Computer Science 2017-10-31 Thanh Long Vu , Hung Dinh Nguyen , Alexandre Megretski , Jean-Jacques Slotine , Konstantin Turitsyn