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We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of…

Dynamical Systems · Mathematics 2009-09-29 Vladimir Belitsky , Antonio L. Pereira , Fernando P. de Almeida Prado

The goal of this paper is to solve the global sensitivity analysis for a particular control problem. More precisely, the boundary control problem of an open-water channel is considered, where the boundary conditions are defined by the…

Analysis of PDEs · Mathematics 2014-12-10 Alexandre Janon , Maëlle Nodet , Christophe Prieur , Clémentine Prieur

We present an adjoint-based optimization method to invert for stress and frictional parameters used in earthquake modeling. The forward problem is linear elastodynamics with nonlinear rate-and-state frictional faults. The misfit functional…

Numerical Analysis · Mathematics 2024-09-10 Vidar Stiernström , Martin Almquist , Eric M. Dunham

Simulations of the kinetic friction due to a layer of adsorbed molecules between two crystalline surfaces are presented. The adsorbed layer naturally produces friction that is consistent with Amontons' laws and insensitive to parameters…

Materials Science · Physics 2007-05-23 Gang He , Mark O. Robbins

A new continuum-mechanical formulation is proposed which encompasses all material processes within and surrounding an ice sheet. Using this formulation, the balance of mass and free-surface relations for ice sheets are derived and…

Fluid Dynamics · Physics 2018-08-23 Evan M. Cummings

High-dimensional time series are characterized by a large number of measurements and complex dependence, and often involve abrupt change points. We propose a new procedure to detect change points in the mean of high-dimensional time series…

Methodology · Statistics 2019-03-19 Jun Li , Minya Xu , Ping-Shou Zhong , Lingjun Li

Surface-subsurface flow models for hydrological applications solve a coupled multiphysics problem. This usually consists of some form of the Richards and shallow water equations. A typical setup couples these two nonlinear partial…

Numerical Analysis · Mathematics 2025-04-25 Valentina Schüller , Philipp Birken , Andreas Dedner

Impact of single particle onto a rigid substrate leads to its deformation and fragmentation. The flow associated with the particle spreading on a solid substrate after impact is extremely complicated. In this theoretical study a simplified…

Fluid Dynamics · Physics 2021-12-20 Ilia V. Roisman

Linear dynamical relations that may exist in continuous-time, or at some natural sampling rate, are not directly discernable at reduced observational sampling rates. Indeed, at reduced rates, matricial spectral densities of vectorial time…

Systems and Control · Computer Science 2018-07-25 Tryphon T. Georgiou , Anders Lindquist

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 properties are (approximately) constant for some time and then slowly start…

Methodology · Statistics 2015-04-03 Michael Vogt , Holger Dette

An adjoint-based shape optimization method for solid bodies subjected to both rarefied and continuum gas flows is proposed. The gas-kinetic BGK equation with the diffuse-reflection boundary condition is used to describe the multiscale gas…

Computational Physics · Physics 2025-01-03 Ruifeng Yuan , Lei Wu

Inverse problems constrained by partial differential equations (PDEs) play a critical role in model development and calibration. In many applications, there are multiple uncertain parameters in a model which must be estimated. Although the…

Functional data analysis is ubiquitous in most areas of sciences and engineering. Several paradigms are proposed to deal with the dimensionality problem which is inherent to this type of data. Sparseness, penalization, thresholding, among…

Methodology · Statistics 2018-09-05 Rodney V. Fonseca , Aluísio Pinheiro

This paper introduces a linear state-space model with time-varying dynamics. The time dependency is obtained by forming the state dynamics matrix as a time-varying linear combination of a set of matrices. The time dependency of the weights…

Machine Learning · Statistics 2014-10-06 Jaakko Luttinen , Tapani Raiko , Alexander Ilin

We introduce a unified sensitivity concept for shape and topological perturbations and perform the sensitivity analysis for a discretized PDE-constrained design optimization problem in two space dimensions. We assume that the design is…

Optimization and Control · Mathematics 2026-04-01 Peter Gangl , Michael H. Gfrerer

This paper investigates the modeling of an important class of degradation data, which are collected from a spatial domain over time; for example, the surface quality degradation. Like many existing time-dependent stochastic degradation…

Methodology · Statistics 2017-12-29 Xiao Liu , Kyongmin Yeo , Jayant Kalagnanam

Sensitivity analysis is an important tool used in many domains of computational science to either gain insight into the mathematical model and interaction of its parameters or study the uncertainty propagation through the input-output…

Methodology · Statistics 2023-06-02 Juraj Kardos , Wouter Edeling , Diana Suleimenova , Derek Groen , Olaf Schenk

We study theoretically and numerically a family of multi-point dynamic susceptibilities that quantify the strength and characteristic lengthscales of dynamic heterogeneities in glass-forming materials. We use general theoretical arguments…

The behavior of the average velocity, its deviation and average squared velocity are characterized using three techniques for a 1-D dissipative impact system. The system -- a particle, or an ensemble of non interacting particles, moving in…

Chaotic Dynamics · Physics 2016-04-01 Gabriel Díaz I. , André L. P. Livorati , Edson D. Leonel

We study the steady state of a stochastic particle system on a two-dimensional lattice, with particle influx, diffusion and desorption, and the formation of a dimer when particles meet. Surface processes are thermally activated, with…

Statistical Mechanics · Physics 2015-05-30 A. Wolff , I. Lohmar , J. Krug , O. Biham
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