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We propose a new adequacy test and a graphical evaluation tool for nonlinear dynamic models. The proposed techniques can be applied in any setup where parametric conditional distribution of the data is specified, in particular to models…

Statistics Theory · Mathematics 2017-06-02 Igor L. Kheifets

For a non-linear MIMO feedback system, the robustness against uncertain time-variations in the feedback loop is investigated in an input-output framework. A general sufficient condition in terms of a bound on average rates of time-variation…

Systems and Control · Electrical Eng. & Systems 2020-03-03 Yu-chen Sung , Sagar V. Patil , Michael G. Safonov

Nonlinear string vibration, in particular the case of nonplanar motion, has been an area of intense study for many years. Numerical simulation methods, essential for the comparison between measured data and theory, have received somewhat…

Analysis of PDEs · Mathematics 2019-05-23 Stefan Bilbao

The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…

Data Analysis, Statistics and Probability · Physics 2022-12-14 Martin Heßler , Oliver Kamps

Turbulence in wall-bounded flows is characterized by stable statistics. Although, in many turbulent systems, this stable statistical state corresponds to a stable fixed point of an associated statistical state dynamics (SSD) closed at…

Fluid Dynamics · Physics 2023-12-14 Brian F. Farrell , Petros J. Ioannou

This paper introduces a method for predicting the likely behaviors of continuous nonlinear systems in equilibrium in which the input values can vary. The method uses a parameterized equation model and a lower bound on the input joint…

Systems and Control · Computer Science 2013-04-10 Alexander Yeh

Risk assessment for rare events is essential for understanding systemic stability in complex systems. As rare events are typically highly correlated, it is important to study heavy-tailed multivariate distributions of the relevant…

Statistical Finance · Quantitative Finance 2025-12-02 Efstratios Manolakis , Anton J. Heckens , Benjamin Köhler , Thomas Guhr

Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…

Optimization and Control · Mathematics 2020-12-08 Andrey Tremba

The response of ecosystems to perturbations is considered from a thermodynamic perspective by acknowledging that, as for all macroscopic systems and processes, the dynamics and stability of ecosystems is subject to definite thermodynamic…

Biological Physics · Physics 2008-09-26 K. Michaelian , V. Alonso Chavez

Turbulence, namely, irregular fluctuations in space and time characterize fluid flows in general and atmospheric flows in particular.The irregular,i.e., nonlinear space-time fluctuations on all scales contribute to the unpredictable nature…

General Physics · Physics 2007-05-23 J. S. Pethkar , A. M. Selvam

Geoscientific systems tend to be characterized by pronounced temporal non-stationarity, arising from seasonal and climatic variability in hydrometeorological drivers, and from natural and anthropogenic changes to land use and cover. As has…

Machine Learning · Computer Science 2026-04-13 M Jawad , HV Gupta , YH Wang , MA Farmani , A Behrangi , GY Niu

This paper introduces a measure or statistics invariant through the flow of the Benjamin-Bona-Mahony equation and studies its stability, regarding a specific class of perturbation and in the idea of the wave turbulence theory.

Mathematical Physics · Physics 2014-03-11 Anne-Sophie de Suzzoni

Compact planetary systems with more than two planets can undergo orbital crossings from planet-planet perturbations. The time which the system remains stable without orbital crossings has an exponential dependence on the initial orbital…

Earth and Planetary Astrophysics · Physics 2023-02-15 David R. Rice , Jason H. Steffen

Representing and quantifying uncertainty in physical parameterisations is a central challenge in weather and climate modelling, and approaches are often developed separately for different timescales. Here, we introduce a unified framework…

Atmospheric and Oceanic Physics · Physics 2025-12-01 Laura A. Mansfield , Hannah M. Christensen

An empirical algorithm is used here to study the stochastic and multifractal nature of nonlinear time series. A parameter can be defined to quantitatively measure the deviation of the time series from a Wiener process so that the…

Statistical Finance · Quantitative Finance 2014-01-08 Chih-Hao Lin , Chia-Seng Chang , Sai-Ping Li

Multiparticle collision dynamics (MPC), a particle-based mesoscale simulation technique for com- plex fluid, is widely employed in non-equilibrium simulations of soft matter systems. To maintain a defined thermodynamic state, thermalization…

Soft Condensed Matter · Physics 2015-03-30 Chien-Cheng Huang , Anoop Varghese , Gerhard Gompper , Roland G. Winkler

This article proposes an online bootstrap scheme for nonparametric level estimation in nonstationary time series. Our approach applies to a broad class of level estimators expressible as weighted sample averages over time windows, including…

Methodology · Statistics 2026-03-02 Thomas Nagler , Tobias Brock , Nicolai Palm

In many scientific fields, such as economics and neuroscience, we are often faced with nonstationary time series, and concerned with both finding causal relations and forecasting the values of variables of interest, both of which are…

Machine Learning · Computer Science 2019-08-01 Biwei Huang , Kun Zhang , Mingming Gong , Clark Glymour

Stability of the zero solution plays an important role in the investigation of positive systems. In this note, we revisit the $\mu$-stability of positive nonlinear systems with unbounded time-varying delays. The system is modelled by…

Dynamical Systems · Mathematics 2015-05-29 xiwei Liu , Tianping Chen

Utilizing the information in observations of a complex system to make accurate predictions through a quantitative model when observations are completed at time $T$, requires an accurate estimate of the full state of the model at time $T$.…

Chaotic Dynamics · Physics 2014-05-13 Zhe An , Daniel Rey , Henry D. I. Abarbanel