Related papers: Learning ergodic averages in chaotic systems
We study weighted ensemble, an interacting particle method for sampling distributions of Markov chains that has been used in computational chemistry since the 1990s. Many important applications of weighted ensemble require the computation…
Cyberattacks on critical infrastructure, particularly water distribution systems, have increased due to rapid digitalization and the integration of IoT devices and industrial control systems (ICS). These cyber-physical systems (CPS)…
Dynamical weather and climate prediction models underpin many studies of the Earth system and hold the promise of being able to make robust projections of future climate change based on physical laws. However, simulations from these models…
The Path-dependent Neural Jump ODE (PD-NJ-ODE) is a model for online prediction of generic (possibly non-Markovian) stochastic processes with irregular (in time) and potentially incomplete (with respect to coordinates) observations. It is a…
In this paper we propose a dynamical transmission power allocation for elastic optical networks (EONs) based on the evolutionary hurricane search optimization (HSO) algorithm with a chaotic logistic map diversification strategy with the…
Adjoint methods have been the pillar of gradient-based optimization for decades. They enable the accurate computation of a gradient (sensitivity) of a quantity of interest with respect to all system's parameters in one calculation. When the…
This paper proposes a probabilistic Bayesian formulation for system identification (ID) and estimation of nonseparable Hamiltonian systems using stochastic dynamic models. Nonseparable Hamiltonian systems arise in models from diverse…
Power systems dominated by renewable energy encounter frequently large, random disturbances, and a critical challenge faced in power-system management is how to anticipate accurately whether the perturbed systems will return to the…
Learning continuous-time stochastic dynamics is a fundamental and essential problem in modeling sporadic time series, whose observations are irregular and sparse in both time and dimension. For a given system whose latent states and…
The robotic systems continuously interact with complex dynamical systems in the physical world. Reliable predictions of spatiotemporal evolution of these dynamical systems, with limited knowledge of system dynamics, are crucial for…
Macroeconomic forecasting has recently started embracing techniques that can deal with large-scale datasets and series with unequal release periods. MIxed-DAta Sampling (MIDAS) and Dynamic Factor Models (DFM) are the two main…
This paper introduces a stochastic hybrid system (SHS) framework in state space model to capture sensor, communication, and system contingencies in modern power systems (MPS). Within this new framework, the paper concentrates on the…
Our ability to predict, control, and ultimately understand complex systems rests on discovering the equations that govern their dynamics. Identifying these equations directly from noisy, limited observations has therefore become a central…
The Echo State Network (ESN) is a class of Recurrent Neural Network with a large number of hidden-hidden weights (in the so-called reservoir). Canonical ESN and its variations have recently received significant attention due to their…
Obtaining heteroscedastic predictive uncertainties from a Bayesian Neural Network (BNN) is vital to many applications. Often, heteroscedastic aleatoric uncertainties are learned as outputs of the BNN in addition to the predictive means,…
By definition, a map quasiperiodic on a set $X$ if the map is conjugate to a pure rotation. Suppose we have a trajectory $(x_n)$ that we suspect is quasiperiodic. How do we determine if it is? In this paper we show how to compute the…
This study suggests a new prediction model for chaotic time series inspired by the brain emotional learning of mammals. We describe the structure and function of this model, which is referred to as BELPM (Brain Emotional Learning-Based…
In this study, an ergodic environment exploration problem is introduced for a centralized multi-agent system. Given the reference distribution represented by the Mixture of Gaussian (MoG), the ergodicity is achieved when the time-averaged…
In this paper, we propose, analyze, and test an efficient algorithm for computing ensemble average of incompressible magnetohydrodynamics (MHD) flows, where instances/members correspond to varying kinematic viscosity, magnetic diffusivity,…
Modeling of conservative systems with neural networks is an area of active research. A popular approach is to use Hamiltonian neural networks (HNNs) which rely on the assumptions that a conservative system is described with Hamilton's…