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The large-deviation method allows to characterize an ergodic counting process in terms of a thermodynamic frame where a free energy function determines the asymptotic non-stationary statistical properties of its fluctuations. Here, we study…

Statistical Mechanics · Physics 2011-12-13 Adrian A. Budini

In this paper, an extremely accurate numerical algorithm, namely the "clean numerical simulation" (CNS), is proposed to accurately simulate the propagation of micro-level inherent physical uncertainty of chaotic dynamic systems. The chaotic…

Chaotic Dynamics · Physics 2012-12-27 S. J. Liao

We propose a method of estimating ergodization time of a chaotic many-particle system by monitoring equilibrium noise before and after time reversal of dynamics (Loschmidt echo). The ergodization time is defined as the characteristic time…

Quantum Physics · Physics 2019-10-10 Andrei E. Tarkhov , Boris V. Fine

Reservoir computing is a machine learning paradigm that uses a structure called a reservoir, which has nonlinearities and short-term memory. In recent years, reservoir computing has expanded to new functions such as the autonomous…

Machine Learning · Computer Science 2023-07-05 Kohei Tsuchiyama , André Röhm , Takatomo Mihana , Ryoichi Horisaki , Makoto Naruse

Despite the widespread adoption of deterministic samplers in diffusion models (DMs), their potential limitations remain largely unexplored. In this paper, we identify collapse errors, a previously unrecognized phenomenon in ODE-based…

Machine Learning · Computer Science 2025-08-25 Yi Zhang , Zhenyu Liao , Jingfeng Wu , Difan Zou

The modelling and analysis of biological systems has deep roots in Mathematics, specifically in the field of ordinary differential equations (ODEs). Alternative approaches based on formal calculi, often derived from process algebras or term…

Programming Languages · Computer Science 2010-11-03 Mario Coppo , Ferruccio Damiani , Maurizio Drocco , Elena Grassi , Eva Sciacca , Salvatore Spinella , Angelo Troina

We introduce an algorithm to compute Hamiltonian dynamics on digital quantum computers that requires only a finite circuit depth to reach an arbitrary precision, i.e. achieves zero discretization error with finite depth. This finite number…

Quantum Physics · Physics 2024-09-10 Etienne Granet , Henrik Dreyer

Many applications of computational fluid dynamics require multiple simulations of a flow under different input conditions. In this paper, a numerical algorithm is developed to efficiently determine a set of such simulations in which the…

Numerical Analysis · Mathematics 2017-05-29 Max Gunzburger , Nan Jiang , Zhu Wang

Simulating real-time dynamics under a Hamiltonian is a central goal of quantum information science. While numerous Hamiltonian-simulation quantum algorithms have been proposed, the effects of physical noise have rarely been incorporated…

Quantum Physics · Physics 2026-03-13 Keisuke Murota , Synge Todo , Suguru Endo

For a class of linear switched systems in continuous time a controllability condition implies that state feedbacks allow to achieve almost sure stabilization with arbitrary exponential decay rates. This is based on the Multiplicative…

Dynamical Systems · Mathematics 2019-01-11 Fritz Colonius , Guilherme Mazanti

We propose and analyze a stabilizing iteration scheme for the algorithmic implementation of model predictive control for linear discrete-time systems. Polytopic input and state constraints are considered and handled by means of so-called…

Optimization and Control · Mathematics 2016-04-07 Christian Feller , Christian Ebenbauer

This paper investigates theoretical and methodological foundations for stochastic optimal control (SOC) in discrete time. We start formulating the control problem in a general dynamic programming framework, introducing the mathematical…

Machine Learning · Statistics 2025-09-25 Andrea Della Vecchia , Damir Filipović

We experimentally investigate theoretical predictions of universal impedance fluctuations in wave chaotic systems using a microwave analog of a quantum chaotic infinite square well potential. Our approach emphasizes the use of the radiation…

Disordered Systems and Neural Networks · Physics 2009-11-10 Sameer Hemmady , Xing Zheng , Edward Ott , Thomas M. Antonsen , Steven M. Anlage

This paper considers an ergodic version of the bounded velocity follower problem, assuming that the decision maker lacks knowledge of the underlying system parameters and must learn them while simultaneously controlling. We propose…

Machine Learning · Statistics 2024-10-07 Stefan Ankirchner , Sören Christensen , Jan Kallsen , Philip Le Borne , Stefan Perko

Efficient and faithful parallel simulation of large asynchronous systems is a challenging computational problem. It requires using the concept of local simulated times and a synchronization scheme. We study the scalability of massively…

Statistical Mechanics · Physics 2007-05-23 G. Korniss , M. A. Novotny , P. A. Rikvold , H. Guclu , Z. Toroczkai

A new approach is proposed to the quantitative estimation of the complexity of multidimensional discrete sequences in terms of the shapes of their trajectories in the extended space of states. This approach is based on the study of the…

Data Analysis, Statistics and Probability · Physics 2015-10-28 A. V. Makarenko

This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian…

Optimization and Control · Mathematics 2016-02-23 Jesper Karlsson , Stig Larsson , Mattias Sandberg , Anders Szepessy , Raùl Tempone

Delays in biological systems may be used to model events for which the underlying dynamics cannot be precisely observed. Mathematical modeling of biological systems with delays is usually based on Delay Differential Equations (DDEs), a kind…

Quantitative Methods · Quantitative Biology 2009-10-08 Roberto Barbuti , Giulio Caravagna , Paolo Milazzo , Andrea Maggiolo-Schettini

In this paper, we analyze the finite sample complexity of stochastic system identification using modern tools from machine learning and statistics. An unknown discrete-time linear system evolves over time under Gaussian noise without…

Machine Learning · Computer Science 2019-03-22 Anastasios Tsiamis , George J. Pappas

This paper considers the problem of estimating linear dynamic system models when the observations are corrupted by random disturbances with nonstandard distributions. The paper is particularly motivated by applications where sensor…

Methodology · Statistics 2018-07-09 Johan Dahlin , Adrian Wills , Brett Ninness