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Dynamic mode decomposition (DMD) has recently become a popular tool for the non-intrusive analysis of dynamical systems. Exploiting Proper Orthogonal Decomposition (POD) as a dimensionality reduction technique, DMD is able to approximate a…

Numerical Analysis · Mathematics 2024-01-17 Francesco Andreuzzi , Nicola Demo , Gianluigi Rozza

We consider a dynamical system with small noise for which the drift is parametrized by a finite dimensional parameter. For this model we consider minimum distance estimation from continuous time observations under $l^p$-penalty imposed on…

Statistics Theory · Mathematics 2018-03-16 Alessandro De Gregorio , Stefano Iacus

Motivated by Dynamic Mode Decomposition algorithms, we provide lower bounds on the dimension of a finite-dimensional subspace $F \subseteq \mathrm{L}^2(\mathrm{X})$ required for predicting the behavior of dynamical systems over long time…

Dynamical Systems · Mathematics 2025-04-30 Till Hauser , Julian Hölz

In this article, we extend the foundations of the theory of differential inclusions in the space of compactly supported probability measures, introduced recently by the authors, to the setting of general Wasserstein spaces. In this context,…

Optimization and Control · Mathematics 2024-11-06 Benoît Bonnet-Weill , Hélène Frankowska

We revise the extended uncertainty relations for the Rindler and Friedmann spacetimes recently discussed by Dabrowski and Wagner in [9]. We reveal these results to be coordinate dependent expressions of the invariant uncertainty relations…

General Relativity and Quantum Cosmology · Physics 2020-02-18 Thomas Schürmann

This paper extends some results of [M5] and [M3], in particular, removing assumptions of positive lower density. We give conditions on a general family $P_{\lambda}:\mathbb{R}^{n}\to\mathbb{R}^{m}, \lambda \in \Lambda,$ of orthogonal…

Classical Analysis and ODEs · Mathematics 2023-10-12 Pertti Mattila

The main purpose of this paper is to give an upper bound of Hausdorff dimension of random attractors for a stochastic delayed parabolic equation in Banach spaces. The estimation of dimensions of random attractors are obtained by combining…

Analysis of PDEs · Mathematics 2024-02-20 Wenjie Hu , TomásCaraballo , Yueliang Duan

We offer a measure-theoretic extension of the concept and theory of $k$-contraction, including their generalization on fractional dimensions $d$. The respective contraction property is defined through the exponential decay of the…

Dynamical Systems · Mathematics 2026-03-04 A. Matveev , A. Pogromsky

We investigate stochastic averaging theory for locally Lipschitz discrete-time nonlinear systems with stochastic perturbation and its applications to convergence analysis of discrete-time stochastic extremum seeking algorithms. Firstly, by…

Optimization and Control · Mathematics 2015-02-18 Shu-Jun Liu , Miroslav Krstic

We consider time-dependent dynamical systems arising as sequential compositions of self-maps of a probability space. We establish conditions under which the Birkhoff sums for multivariate observations, given a centering and a general…

Dynamical Systems · Mathematics 2020-10-28 Juho Leppänen , Mikko Stenlund

In this paper we present some bounds of Hausdorff measures of objects definable in o-minimal structures: sets, fibers of maps, inverse images of curves of maps, etc. Moreover, we also give some explicit bounds for semi-algebraic or…

Differential Geometry · Mathematics 2012-04-27 Ta Le Loi , Phan Phien

We calculate explicit estimates for the dimension of trajectories satisfying a certain growth bound. We generalize the classic results of Kurzweil by considering nonlinear nonautonomous and uniformly compact dynamical systems on normed…

Dynamical Systems · Mathematics 2025-02-25 John Ioannis Stavroulakis

In this paper, a purely measurement-based method is proposed to estimate the dynamic system state matrix by applying the regression theorem of the multivariate Ornstein-Uhlenbeck process. The proposed method employs a recursive algorithm to…

Signal Processing · Electrical Eng. & Systems 2019-05-29 Hao Sheng , Xiaozhe Wang

For a fixed, compactly supported probability measure $\mu$ on the $d$-dimensional space $\mathbb{R}^d$, we consider the problem of minimizing the $p^{\mathrm{th}}$-power average distance functional over all compact, connected $\Sigma…

Optimization and Control · Mathematics 2025-08-12 Lucas O'Brien , Forest Kobayashi , Young-Heon Kim

We investigate the minimal error in approximating a general probability measure $\mu$ on $\mathbb{R}^d$ by the uniform measure on a finite set with prescribed cardinality $n$. The error is measured in the $p$-Wasserstein distance. In…

Probability · Mathematics 2024-08-26 Filippo Quattrocchi

We consider the problem of surrogate sufficient dimension reduction, that is, estimating the central subspace of a regression model, when the covariates are contaminated by measurement error. When no measurement error is present, a…

Methodology · Statistics 2023-10-24 Linh H. Nghiem , Francis K. C. Hui , Samuel Mueller , A. H. Welsh

We consider the problem of finite-time identification of linear dynamical systems from $T$ samples of a single trajectory. Recent results have predominantly focused on the setup where either no structural assumption is made on the system…

Statistics Theory · Mathematics 2025-10-02 Hemant Tyagi , Denis Efimov

We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

Systems and Control · Computer Science 2019-03-01 Ibrahim Ayed , Emmanuel de Bézenac , Arthur Pajot , Julien Brajard , Patrick Gallinari

In \cite{ CLEVACKTHI, CLEVACK} an attempt is made to find a comprehensive mathematical framework in which to investigate the problems of well-posedness, asymptotic analysis and parameter estimation for fully nonlinear evolutionary game…

Dynamical Systems · Mathematics 2014-12-02 John Cleveland

Takens' Embedding Theorem asserts that when the states of a hidden dynamical system are confined to a low-dimensional attractor, complete information about the states can be preserved in the observed time-series output through the delay…

Dynamical Systems · Mathematics 2014-06-17 Han Lun Yap , Armin Eftekhari , Michael B. Wakin , Christopher J. Rozell