English
Related papers

Related papers: Data-driven construction of stochastic reduced dyn…

200 papers

Macroscopic dynamical descriptions of complex physical systems are crucial for understanding and controlling material behavior. With the growing availability of data and compute, machine learning has become a promising alternative to…

Computational Physics · Physics 2026-03-24 Mengyi Chen , Pengru Huang , Kostya S. Novoselov , Qianxiao Li

In this paper, we consider modeling missing dynamics with a nonparametric non-Markovian model, constructed using the theory of kernel embedding of conditional distributions on appropriate Reproducing Kernel Hilbert Spaces (RKHS), equipped…

Methodology · Statistics 2020-07-10 Shixiao W. Jiang , John Harlim

The generalized Langevin equation is a model for the motion of coarse-grained particles where dissipative forces are represented by a memory term. The numerical realization of such a model requires the implementation of a stochastic…

Soft Condensed Matter · Physics 2021-05-26 Niklas Bockius , Jeanine Shea , Gerhard Jung , Friederike Schmid , Martin Hanke

Neural ordinary differential equations offer an effective framework for modeling dynamical systems by learning a continuous-time vector field. However, they rely on the Markovian assumption - that future states depend only on the current…

Machine Learning · Computer Science 2025-09-16 Eliott Pradeleix , Rémy Hosseinkhan-Boucher , Alena Shilova , Onofrio Semeraro , Lionel Mathelin

Despite its widespread use in materials science, conventional molecular dynamics (MD) simulations are severely constrained by timescale limitations. To address this shortcoming, we propose an empirical formulation of accelerated MD method,…

Materials Science · Physics 2025-12-10 Liang Wan , Qingsong Mei , Haowen Liu , Huafeng Zhang , Jun-Ping Du , Shigenobu Ogata , Wen Tong Geng

A reduced chemical scheme involving a small number of variables is often sufficient to account for the deterministic evolution of the concentrations of the main species contributing to a reaction. However its predictions are questionable in…

Statistical Mechanics · Physics 2020-10-28 Gabriel Morgado , Bogdan Nowakowski , Annie Lemarchand

A numerical method of calculating the non-Markovian evolution of a driven atom radiating into a structured continuum is developed. The formal solution for the atomic reduced density matrix is written as a Markovian algorithm by introducing…

Quantum Physics · Physics 2009-11-06 M. W. Jack , J. J. Hope

Robust Markov decision processes (r-MDPs) extend MDPs by explicitly modelling epistemic uncertainty about transition dynamics. Learning r-MDPs from interactions with an unknown environment enables the synthesis of robust policies with…

Machine Learning · Computer Science 2025-11-21 Yannik Schnitzer , Alessandro Abate , David Parker

This study evaluates data-driven models from a dynamical system perspective, such as unstable fixed points, periodic orbits, chaotic saddle, Lyapunov exponents, manifold structures, and statistical values. We find that these dynamical…

Dynamical Systems · Mathematics 2021-11-10 Miki U Kobayashi , Kengo Nakai , Yoshitaka Saiki , Natsuki Tsutsumi

We present a numerical method to produce stochastic dynamics according to the generalized Langevin equation with a non-stationary memory kernel. This type of dynamics occurs when a microscopic system with an explicitly time-dependent…

Statistical Mechanics · Physics 2022-11-30 Christoph Widder , Fabian Glatzel , Tanja Schilling

Markov models are often used to capture the temporal patterns of sequential data for statistical learning applications. While the Hidden Markov modeling-based learning mechanisms are well studied in literature, we analyze a…

Machine Learning · Statistics 2021-03-25 Devesh K. Jha

We propose a generalized Langevin dynamics (GLD) technique to construct non-Markovian particle-based coarse-grained models from fine-grained reference simulations and to efficiently integrate them. The proposed GLD model has the form of a…

Soft Condensed Matter · Physics 2018-11-16 Gerhard Jung , Martin Hanke , Friederike Schmid

A large class of linear memory differential equations in one dimension, where the evolution depends on the whole history, can be equivalently described as a projection of a Markov process living in a higher dimensional space. Starting with…

Classical Analysis and ODEs · Mathematics 2018-04-09 Artur Stephan , Holger Stephan

This paper aims to investigate the non-Markovian dynamics. The governing equations are derived for the probability density functions (PDFs) of non-Markovian stochastic responses to Langevin equation excited by combined fractional Gaussian…

Probability · Mathematics 2025-03-03 Bin Pei , Lifang Feng , Yunzhang Li , Yong Xu

We describe a stochastic, dynamical system capable of inference and learning in a probabilistic latent variable model. The most challenging problem in such models - sampling the posterior distribution over latent variables - is proposed to…

Machine Learning · Statistics 2022-07-26 Michael Y. -S. Fang , Mayur Mudigonda , Ryan Zarcone , Amir Khosrowshahi , Bruno A. Olshausen

Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…

Statistical Mechanics · Physics 2021-06-07 Jared L. Callaham , Jean-Christophe Loiseau , Georgios Rigas , Steven L. Brunton

Automated model selection is an important application in science and engineering. In this work, we develop a learning approach for identifying structured dynamical systems from undersampled and noisy spatiotemporal data. The learning is…

Machine Learning · Statistics 2023-05-31 Xiaofan Lu , Linan Zhang , Hongjin He

Non-Markovian stochastic processes are ubiquitous in biology. Nevertheless, we lack a general framework for quantifying historical dependencies. In this Letter, we propose an information-theoretic approach to decompose history dependence in…

Statistical Mechanics · Physics 2025-12-23 Matthew P. Leighton , Christopher W. Lynn

We study the mechanical unfolding of a simple model protein. The Langevin dynamics results are analyzed using Markov-model methods which allow to describe completely the configurational space of the system. Using transition path theory we…

Biological Physics · Physics 2015-06-08 Rafael Tapia-Rojo , Sergio Arregui , Juan José Mazo , Fernando Falo

Modeling and control of high-dimensional, nonlinear robotic systems remains a challenging task. While various model- and learning-based approaches have been proposed to address these challenges, they broadly lack generalizability to…

Robotics · Computer Science 2022-09-21 John Irvin Alora , Mattia Cenedese , Edward Schmerling , George Haller , Marco Pavone