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Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…

Machine Learning · Statistics 2026-04-28 Ludovico T. Giorgini

To predict the future evolution of dynamical systems purely from observations of the past data is of great potential application. In this work, a new formulated paradigm of reservoir computing is proposed for achieving model-free…

Neural and Evolutionary Computing · Computer Science 2021-10-27 Zhuo Liu , Leisheng Jin

We introduce a class of stochastic advection problems amenable to analysis of turbulent transport. The statistics of the flow field are represented as a continuous time Markov process, a choice that captures the intuitive notion of…

Fluid Dynamics · Physics 2022-12-01 Andre N. Souza , Tyler Lutz , Glenn R. Flierl

Turbulent dynamical systems are characterized by nonlinear interactions and stochastic effects that generate coupled statistical quantities, such as non-zero higher-order moments, which are difficult to capture from data with accuracy. We…

Machine Learning · Computer Science 2026-05-12 Xingjian Xu , Di Qi , Chunmei Wang

Computer simulations generate trajectories at a single, well-defined thermodynamic state point. Statistical reweighting offers the means to reweight static and dynamical properties to different equilibrium state points by means of analytic…

Computational Physics · Physics 2019-12-25 Marius Bause , Timon Wittenstein , Kurt Kremer , Tristan Bereau

We construct classes of stochastic differential equations with fluctuating friction forces that generate a dynamics correctly described by Tsallis statistics and nonextensive statistical mechanics. These systems generalize the way in which…

Statistical Mechanics · Physics 2009-11-07 Christian Beck

Symbolic dynamics has proven to be an invaluable tool in analyzing the mechanisms that lead to unpredictability and random behavior in nonlinear dynamical systems. Surprisingly, a discrete partition of continuous state space can produce a…

Machine Learning · Computer Science 2007-07-13 Christopher C. Strelioff , James P. Crutchfield

Given (small amounts of) time-series' data from a high-dimensional, fine-grained, multiscale dynamical system, we propose a generative framework for learning an effective, lower-dimensional, coarse-grained dynamical model that is predictive…

Machine Learning · Statistics 2021-01-18 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis

Proper states' representations are the key to the successful dynamics modeling of chaotic systems. Inspired by recent advances of deep representations in various areas such as natural language processing and computer vision, we propose the…

Dynamical Systems · Mathematics 2020-02-13 Anna Shalova , Ivan Oseledets

We study finite state random dynamical systems (RDS) and their induced Markov chains (MC) as stochastic models for complex dynamics. The linear representation of deterministic maps in RDS are matrix-valued random variables whose…

Dynamical Systems · Mathematics 2020-03-23 Felix X. -F. Ye , Hong Qian

The transition from laminar to turbulent fluid motion occurring at large Reynolds numbers is generally associated with the instability of the laminar flow. On the other hand, since the turbulent flow characteristically appears in the form…

Fluid Dynamics · Physics 2013-09-27 Sergei F. Chekmarev

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

A discrete model of traffic on a multilane road is considered. The traffic is presented as particles movement with a deterministic component and a stochastic one. Formulas for the traffic characteristics have been found. The model can…

Physics and Society · Physics 2007-05-23 A. P. Buslaev , V. M. Prikhodko , A. G. Tatashev , M. V. Yashina

A stochastic wavevector approach is formulated to accurately represent compressible turbulence subject to rapid deformations. This approach is inspired by the incompressible particle representation model of Kassinos (1995) and preserves the…

Fluid Dynamics · Physics 2025-01-30 Noah Zambrano , Karthik Duraisamy

Deterministic closures for coarse-grained turbulence models help reproduce mean statistics, but often fail to capture the finite-time growth of uncertainty. Using the framework of shell models as a quantitative multi-scale testbed, we…

Physically motivated stochastic dynamics are often used to sample from high-dimensional distributions. However such dynamics often get stuck in specific regions of their state space and mix very slowly to the desired stationary state. This…

Machine Learning · Statistics 2025-05-13 Abhijith Jayakumar , Andrey Y. Lokhov , Sidhant Misra , Marc Vuffray

Coarse-grained models of chaotic systems neglect unresolved degrees of freedom, inducing structured model error that limits predictability and distorts long-term statistics. Typical data-driven closures are trained to minimize error over a…

Dynamical Systems · Mathematics 2026-03-31 Martin Thomas Brolly

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

In this effort we propose a data-driven learning framework for reduced order modeling of fluid dynamics. Designing accurate and efficient reduced order models for nonlinear fluid dynamic problems is challenging for many practical…

Computational Physics · Physics 2018-12-05 Xuping Xie , Guannan Zhang , Clayton G. Webster

A calculational approach in fluid turbulence is presented. Use is made of the attracting nature of the fluid-dynamic dynamical system. An approximate approach is offerred that effectively propagates the statistics in time. Loss of…

Fluid Dynamics · Physics 2007-05-23 Edsel A. Ammons