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The emergence of periodic oscillations is observed in various complex systems in nature and engineering. Thermoacoustic oscillations in systems comprising turbulent reactive flow exemplify such complexity in the engineering context, where…

We present a case study applying learning-based distributionally robust model predictive control to highway motion planning under stochastic uncertainty of the lane change behavior of surrounding road users. The dynamics of road users are…

Systems and Control · Electrical Eng. & Systems 2022-11-08 Mathijs Schuurmans , Alexander Katriniok , Christopher Meissen , H. Eric Tseng , Panagiotis Patrinos

The climate is a complex non-equilibrium dynamical system that relaxes toward a steady state under the continuous input of solar radiation and dissipative mechanisms. The steady state is not necessarily unique. A useful tool to describe the…

Atmospheric and Oceanic Physics · Physics 2023-05-31 Maura Brunetti , Charline Ragon

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

The kinetics of collective rearrangements in solution, such as protein folding and nanocrystal phase transitions, often involve free energy barriers that are both long and rough. Applying methods of transition path sampling to harvest…

Statistical Mechanics · Physics 2009-11-13 M. Grünwald , P. L. Geissler , C. Dellago

In stochastic resonance, a periodically forced Brownian particle in a double-well potential jumps between minima at rare increments, the prediction of which poses a major theoretical challenge. Here, we use a path-integral method to find a…

Data Analysis, Statistics and Probability · Physics 2020-04-02 L. T. Giorgini , S. H. Lim , W. Moon , J. S. Wettlaufer

We calculate the dynamic phase transition (DPT) temperatures and present the dynamic phase diagrams in the Blume-Capel model under the presence of a time-dependent oscillating external magnetic field by using the path probability method. We…

Statistical Mechanics · Physics 2015-06-15 Mehmet Ertas , Mustafa Keskin

We study the optimal transport problem for pairs of stationary finite-state Markov chains, with an emphasis on the computation of optimal transition couplings. Transition couplings are a constrained family of transport plans that capture…

Optimization and Control · Mathematics 2021-09-20 Kevin O'Connor , Kevin McGoff , Andrew B. Nobel

The trajectories of diffusion processes are continuous but non-differentiable, and each occurs with vanishing probability. This introduces a gap between theory, where path probabilities are used in many contexts, and experiment, where only…

Statistical Mechanics · Physics 2020-07-01 Julian Kappler , Ronojoy Adhikari

Optimal paths for the classical Onsager-Machlup function determining most probable paths between points on a manifold are only explicitly identified for specific processes, for example the Riemannian Brownian motion. This leaves out large…

Probability · Mathematics 2026-03-19 Erlend Grong , Stefan Sommer

This paper investigates a deterministic variant of the Saltzman-Maasch model for Pleistocene glacial cycles, formulated as a three-dimensional dynamical system with cubic feedback in the atmospheric carbon dioxide equation. After reducing…

Critical transitions in multistable systems have been discussed as models for a variety of phenomena ranging from the extinctions of species to socio-economic changes and climate transitions between ice-ages and warm-ages. From bifurcation…

Data Analysis, Statistics and Probability · Physics 2018-12-24 Xiaozhu Zhang , Christian Kuehn , Sarah Hallerberg

The steady state behavior of thermodynamically supercritical natural circulation loops (NCLs) is investigated in this work. Experimental steady state results with supercritical carbon dioxide are presented for reduced pressures in the range…

Fluid Dynamics · Physics 2023-11-16 Marko Draskic , Benjamin Bugeat , Rene Pecnik

Many natural systems undergo critical transitions, i.e. sudden shifts from one dynamical regime to another. In the climate system, the atmospheric boundary layer can experience sudden transitions between fully turbulent states and…

Atmospheric and Oceanic Physics · Physics 2020-08-26 Amandine Kaiser , Davide Faranda , Sebastian Krumscheid , Danijel Belušić , Nikki Vercauteren

Switching interacting particle systems studied in probability theory are the stochastic processes of hopping particles on a lattice made up of slow and fast particles, where the switching between these types of particles occurs randomly at…

Statistical Mechanics · Physics 2024-05-14 Ayana Ezoe , Saori Morimoto , Yuya Tanaka , Makoto Katori , Hiraku Nishimori

In this paper we develop a perturbation method to predict the rate of occurrence of rare events for singularly perturbed stochastic systems using a probability density function approach. In contrast to a stochastic normal form approach, we…

Dynamical Systems · Mathematics 2015-06-16 Christoffer R. Heckman , Ira B. Schwartz

We present a computer-assisted approach to approximating coarse optimal switching policies for systems described by microscopic/stochastic evolution rules. The coarse timestepper constitutes a bridge between the underlying kinetic Monte…

Cellular Automata and Lattice Gases · Physics 2007-05-23 Antonios Armaou , Ioannis G. Kevrekidis

A new method of regime shift detection in the correlation coefficient is proposed. The method is designed to find multiple change-points with unknown locations in time series. It signals a possible regime shift in real time and allows for…

Methodology · Statistics 2015-07-24 Sergei Rodionov

Dissipation is inevitable in realistic quantum circuits. We examine the effects of dissipation on a class of monitored random circuits that exhibit a measurement-induced entanglement phase transition. This transition has previously been…

Statistical Mechanics · Physics 2023-10-13 Yue Li , Martin Claassen

The percolation phase transition in complex network systems attracts much attention and has numerous applications in various research fields. Finite size effects smooth the transition and make it difficult to predict the critical point of…

Disordered Systems and Neural Networks · Physics 2026-02-11 A. V. Goltsev , S. N. Dorogovtsev