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Related papers: A Data Driven Method for Computing Quasipotentials

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Many real-world scientific processes are governed by complex nonlinear dynamic systems that can be represented by differential equations. Recently, there has been increased interest in learning, or discovering, the forms of the equations…

Methodology · Statistics 2022-10-20 Joshua S. North , Christopher K. Wikle , Erin M. Schliep

Data-Driven Computational Mechanics is a novel computing paradigm that enables the transition from standard data-starved approaches to modern data-rich approaches. At this early stage of development, one can distinguish two mainstream…

Numerical Analysis · Mathematics 2019-10-29 Cristian Guillermo Gebhardt , Dominik Schillinger , Marc Christian Steinbach , Raimund Rolfes

In this paper, we present large deviation theory that characterizes the exponential estimate for rare events of stochastic dynamical systems in the limit of weak noise. We aim to consider next-to-leading-order approximation for more…

Machine Learning · Statistics 2023-06-21 Yang Li , Shenglan Yuan , Linghongzhi Lu , Xianbin Liu

Understanding the transition events between metastable states in complex systems is an important subject in the fields of computational physics, chemistry and biology. The transition pathway plays an important role in characterizing the…

Computational Physics · Physics 2024-04-10 Bo Lin , Yangzheng Zhong , Weiqing Ren

We describe a semiclassical method to calculate universal transport properties of chaotic cavities. While the energy-averaged conductance turns out governed by pairs of entrance-to-exit trajectories, the conductance variance, shot noise and…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Sebastian Müller , Stefan Heusler , Petr Braun , Fritz Haake

The quasiprobability representation of quantum states addresses two main concerns, the identification of nonclassical features and the decomposition of the density operator. While the former aspect is a main focus of current research, the…

Quantum Physics · Physics 2018-10-26 J. Sperling , I. A. Walmsley

Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about…

Dynamical Systems · Mathematics 2023-05-17 Nan Chen , Yinling Zhang

We propose a new procedure to monitor and forecast the onset of transitions in high dimensional complex systems. We describe our procedure by an application to the Tangled Nature model of evolutionary ecology. The quasi-stable…

Adaptation and Self-Organizing Systems · Physics 2014-12-31 Andrea Cairoli , Duccio Piovani , Henrik Jeldtoft Jensen

Rare event simulation and estimation for systems in equilibrium are among the most challenging topics in molecular dynamics. As was shown by Jarzynski and others, nonequilibrium forcing can theoretically be used to obtain equilibrium rare…

Optimization and Control · Mathematics 2015-06-11 Carsten Hartmann , Christof Schütte

We present an explicit construction of the Freidlin-Wentzell quasipotential of a stochastic system with two degrees of freedom and nonreciprocal interactions. This model undergoes noise-induced transitions between four metastable…

Statistical Mechanics · Physics 2025-12-10 Janik Schüttler , Robert L. Jack , Michael E. Cates

We propose a combination of cluster analysis and stochastic process analysis to characterize high-dimensional complex dynamical systems by few dominating variables. As an example, stock market data are analyzed for which the dynamical…

Statistical Finance · Quantitative Finance 2015-03-10 Philip Rinn , Yuriy Stepanov , Joachim Peinke , Thomas Guhr , Rudi Schäfer

A machine learning technique is proposed for quantifying uncertainty in power system dynamics with spatiotemporally correlated stochastic forcing. We learn one-dimensional linear partial differential equations for the probability density…

Machine Learning · Computer Science 2023-12-19 Tyler E. Maltba , Vishwas Rao , Daniel Adrian Maldonado

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

Molecular dynamics is a powerful tool for studying the thermodynamics and kinetics of complex molecular events. However, these simulations can rarely sample the required time scales in practice. Transition path sampling overcomes this…

Chemical Physics · Physics 2023-07-31 Gianmarco Lazzeri , Hendrik Jung , Peter G. Bolhuis , Roberto Covino

Atypical, rare trajectories of dynamical systems are important: they are often the paths for chemical reactions, the haven of (relative) stability of planetary systems, the rogue waves that are detected in oil platforms, the structures that…

Statistical Mechanics · Physics 2012-04-12 Cristian Giardina , Jorge Kurchan , Vivien Lecomte , Julien Tailleur

We present a numerical framework for recovering unknown non-autonomous dynamical systems with time-dependent inputs. To circumvent the difficulty presented by the non-autonomous nature of the system, our method transforms the solution state…

Signal Processing · Electrical Eng. & Systems 2020-06-04 Tong Qin , Zhen Chen , John Jakeman , Dongbin Xiu

The engineering design process often relies on mathematical modeling that can describe the underlying dynamic behavior. In this work, we present a data-driven methodology for modeling the dynamics of nonlinear systems. To simplify this…

Dynamical Systems · Mathematics 2024-01-05 Pawan Goyal , Peter Benner

The time-dependent fields obtained by solving partial differential equations in two and more dimensions quickly overwhelm the analytical capabilities of the human brain. A meaningful insight into the temporal behaviour can be obtained by…

Numerical Analysis · Mathematics 2024-04-04 Miha Rot , Martin Horvat , Gregor Kosec

Damped-driven systems are ubiquitous in engineering and science. Despite the diversity of physical processes observed in a broad range of applications, the underlying instabilities observed in practice have a universal characterization…

Adaptation and Self-Organizing Systems · Physics 2022-11-23 J. Nathan Kutz , Aminur Rahman , Megan R. Ebers , James Koch , Jason J. Bramburger

While there is currently a lot of enthusiasm about "big data", useful data is usually "small" and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from {\em small} data. In…

Artificial Intelligence · Computer Science 2018-01-17 Maziar Raissi , George Em Karniadakis