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We derive consistency and asymptotic normality results for quasi-maximum likelihood methods for drift parameters of ergodic stochastic processes observed in discrete time in an underlying continuous-time setting. The special feature of our…

Statistics Theory · Mathematics 2021-09-20 Teppei Ogihara , Mitja Stadje

The following paper discusses the application of a multigrid-in-time scheme to Least Squares Shadowing (LSS), a novel sensitivity analysis method for chaotic dynamical systems. While traditional sensitivity analysis methods break down for…

Numerical Analysis · Mathematics 2013-12-10 Patrick Blonigan , Qiqi Wang

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

Our goal is to show that both the fast and slow versions of the triangle map (a type of multi-dimensional continued fraction algorithm) in dimension $n$ are ergodic, resolving a conjecture of Messaoudi, Noguiera and Schweiger. This…

Dynamical Systems · Mathematics 2024-09-24 Thomas Garrity , Jacob Lehmann Duke

In search and surveillance applications in robotics, it is intuitive to spatially distribute robot trajectories with respect to the probability of locating targets in the domain. Ergodic coverage is one such approach to trajectory planning…

Robotics · Computer Science 2017-07-25 Elif Ayvali , Hadi Salman , Howie Choset

Dynamical processes can be transformed into graphs through a family of mappings called visibility algorithms, enabling the possibility of (i) making empirical data analysis and signal processing and (ii) characterising classes of dynamical…

Chaotic Dynamics · Physics 2015-06-18 Lucas Lacasa

In this paper we study measurable dynamics for the widest reasonable class of smooth one dimensional maps. Three principle decompositions are described in this class : decomposition of the global measure-theoretical attractor into primitive…

Dynamical Systems · Mathematics 2016-09-06 Mikhail Lyubich

We provide the first step toward developing a hierarchical control-estimation framework to actively plan robot trajectories for anomaly detection in confined spaces. The space is represented globally using a directed region graph, where a…

Robotics · Computer Science 2023-10-03 Benjamin Wong , Tyler M. Paine , Santosh Devasia , Ashis G. Banerjee

Traditional deterministic subgrid-scale (SGS) models are often dissipative and unstable, especially in regions of chaotic and turbulent flow. Ongoing work in climate science and ocean modeling motivates the use of stochastic SGS models for…

Numerical Analysis · Mathematics 2025-04-15 Emily Williams , David Darmofal

Analytical solutions to the chaotic and ergodic motion of a certain class of one-dimensional dissipative and discrete dynamical systems are derived. This allows us to obtain exact expressions for physical properties like the time…

chao-dyn · Physics 2009-10-30 D. Pingel , P. Schmelcher , F. K. Diakonos

Conventional notions of generalization often fail to describe the ability of learned models to capture meaningful information from dynamical data. A neural network that learns complex dynamics with a small test error may still fail to…

Machine Learning · Computer Science 2025-06-18 Jeongjin Park , Nicole Yang , Nisha Chandramoorthy

By means of a novel variational approach we study ergodic properties of a model of a multi lane traffic flow, considered as a (deterministic) wandering of interacting particles on an infinite lattice. For a class of initial configurations…

Chaotic Dynamics · Physics 2007-05-23 Michael Blank

Stochastic Structural Stability Theory (S3T) provides analytical methods for understanding the emergence and equilibration of jets from the turbulence in planetary atmospheres based on the dynamics of the statistical mean state of the…

Fluid Dynamics · Physics 2015-03-20 Navid C. Constantinou , Brian F. Farrell , Petros J. Ioannou

A key conjecture about the evolution of complex quantum systems towards an ergodic steady state, known as scrambling, is that this process acquires universal features when it is most efficient. We develop a single-parameter scaling theory…

Quantum Physics · Physics 2025-03-05 Tara Kalsi , Alessandro Romito , Henning Schomerus

The present paper is devoted to the study of the asymptotic behavior of the value functions of both finite and infinite horizon stochastic control problems and to the investigation of their relation with suitable stochastic ergodic control…

Probability · Mathematics 2018-04-06 Andrea Cosso , Giuseppina Guatteri , Gianmario Tessitore

Sensitivity analysis (SA) is a procedure for studying how sensitive are the output results of large-scale mathematical models to some uncertainties of the input data. The models are described as a system of partial differential equations.…

Numerical Analysis · Mathematics 2017-01-20 Ivan Dimov , Rayna Georgieva

The problem of the insensitivity of the macroscopic behavior of any thermodynamical system to partitioning generates a bias between the reproducibility of its macroscopic behavior viewed as the simplest form of causality and its long-term…

General Physics · Physics 2007-05-23 Maria K. Koleva

Multidimensional scaling (MDS) is a popular dimensionality reduction techniques that has been widely used for network visualization and cooperative localization. However, the traditional stress minimization formulation of MDS necessitates…

Optimization and Control · Mathematics 2016-12-22 Ketan Rajawat , Sandeep Kumar

Recent studies have shown that chaotic maps are well-suited for applications requiring unpredictable behaviour, making them a valuable tool for enhancing unpredictability and complexity. A method is developed using 3D parametric equations…

Chaotic Dynamics · Physics 2024-10-25 Harisankar R , Abhishek Kaushik , Sishu Shankar Muni

The Birkhoff Ergodic Theorem asserts under mild conditions that Birkhoff averages (i.e. time averages computed along a trajectory) converge to the space average. For sufficiently smooth systems, our small modification of numerical Birkhoff…

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