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Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, using observations on either mean exit time or escape…

Dynamical Systems · Mathematics 2013-06-04 Ting Gao , Jinqiao Duan

It has become common to perform kinetic analysis using approximate Koopman operators that transforms high-dimensional time series of observables into ranked dynamical modes. Key to a practical success of the approach is the identification…

Data Analysis, Statistics and Probability · Physics 2023-10-09 Van A. Ngo , Yen Ting Lin , Danny Perez

The identification of nonlinear dynamics from observations is essential for the alignment of the theoretical ideas and experimental data. The last, in turn, is often corrupted by the side effects and noise of different natures, so…

Machine Learning · Computer Science 2020-06-08 Anna Shalova , Ivan Oseledets

In this paper we derive a representation of the deterministic 3-dimensional Navier-Stokes equations based on stochastic Lagrangian paths. The particle trajectories obey SDEs driven by a uniform Wiener process; the inviscid Weber formula for…

Probability · Mathematics 2010-03-16 Peter Constantin , Gautam Iyer

We are interested in studying an unsteady fluid-structure interaction problem in a three-dimensional space. We consider a homogeneous Newtonian fluid which is modeled by the Navier-Stokes equations. Whereas the motion of the structure is…

Analysis of PDEs · Mathematics 2019-10-14 Fatima Abbas , Ayman Mourad

This work presents a scalable control framework based on nonlinear Model Predictive Control for high-dimensional dynamical systems. The proposed approach addresses the key challenges of model scalability and partial observability by…

Koopman operator theory has gained significant attention in recent years for identifying discrete-time nonlinear systems by embedding them into an infinite-dimensional linear vector space. However, providing stability guarantees while…

Systems and Control · Electrical Eng. & Systems 2025-04-03 Ruikun Zhou , Yiming Meng , Zhexuan Zeng , Jun Liu

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the prop- erties are (approximately) constant for some time and then slowly…

Methodology · Statistics 2014-03-18 Michael Vogt , Holger Dette

Transfer and Koopman operator methods offer a framework for representing complex, nonlinear dynamical systems via linear transformations, enabling a deeper understanding of the underlying dynamics. The spectra of these operators provide…

Dynamical Systems · Mathematics 2026-03-25 Gary Froyland , Kevin Kühl

Data-driven surrogate models of dynamical systems based on the extended dynamic mode decomposition are nowadays well-established and widespread in applications. Further, for non-holonomic systems exhibiting a multiplicative coupling between…

Robotics · Computer Science 2023-03-17 Lea Bold , Hannes Eschmann , Mario Rosenfelder , Henrik Ebel , Karl Worthmann

We show that the sensor self-localization problem can be cast as a static parameter estimation problem for Hidden Markov Models and we implement fully decentralized versions of the Recursive Maximum Likelihood and on-line…

Optimization and Control · Mathematics 2015-06-05 Nikolas Kantas , Sumeetpal S. Singh , Arnaud Doucet

On the basis of the Navier-Stokes equations we develop the statistical theory of many space-time correlation functions of velocity differences. Their time dependence is {\em not} scale invariant: $n$-order correlations functions exhibit…

chao-dyn · Physics 2016-08-31 Victor S. L'vov , Evgenii Podivilov , Itamar Procaccia

Differential equations based on physical principals are used to represent complex dynamic systems in all fields of science and engineering. Through repeated use in both academics and industry, these equations have been shown to represent…

Methodology · Statistics 2022-09-08 Joshua S. North , Christopher K. Wikle , Erin M. Schliep

We describe a method to extract from experimental data the important dynamical modes in spatio-temporal patterns in a system driven out of thermodynamic equilibrium. Using a novel optical technique for controlling fluid flow, we create an…

Fluid Dynamics · Physics 2011-05-03 Adam C. Perkins , Roman O. Grigoriev , Michael F. Schatz

The Koopman operator is an useful analytical tool for studying dynamical systems -- both controlled and uncontrolled. For example, Koopman eigenfunctions can provide non-local stability information about the underlying dynamical system.…

Dynamical Systems · Mathematics 2020-05-01 Craig Bakker , Thiagarajan Ramachandran , W. Steven Rosenthal

We consider the incompressible 2D Navier-Stokes equations on the torus, driven by a deterministic time periodic force and a noise that is white in time and degenerate in Fourier space. The main result is twofold. Firstly, we establish a…

Probability · Mathematics 2023-07-13 Rongchang Liu , Kening Lu

The exploration of high-speed movement by robots or road traffic agents is crucial for autonomous driving and navigation. Trajectory prediction at high speeds requires considering historical features and interactions with surrounding…

Robotics · Computer Science 2024-05-14 Yao Liu , Ruoyu Wang , Yuanjiang Cao , Quan Z. Sheng , Lina Yao

In this paper, we are concerned with the local-in-time well-posedness of a fluid-kinetic model in which the BGK model with density dependent collision frequency is coupled with the inhomogeneous Navier-Stokes equation through drag forces.…

Analysis of PDEs · Mathematics 2019-09-25 Young-Pil Choi , Jaeseung Lee , Seok-Bae Yun

This work presents a data-driven method for learning low-dimensional time-dependent physics-based surrogate models whose predictions are endowed with uncertainty estimates. We use the operator inference approach to model reduction that…

Numerical Analysis · Mathematics 2025-03-19 Shane A. McQuarrie , Anirban Chaudhuri , Karen E. Willcox , Mengwu Guo

The phenomenon of localization is usually accompanied with the presence of quenched disorder. To what extent disorder is necessary for localization is a well-known open problem. In this paper, we prove the instability of localization in…

Disordered Systems and Neural Networks · Physics 2020-01-06 Yichen Huang , Aram W. Harrow
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