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We derive a stochastic process that describes the kinetics of a one-dimensional Bose gas in a regime where three body collisions are important. In this situation the system becomes non integrable offering the possibility to investigate…

Quantum Gases · Physics 2013-05-30 Patrick Navez , Achilleas Lazarides

The problem of non-stationarity in financial markets is discussed and related to the dynamic nature of price volatility. A new measure is proposed for estimation of the current asset volatility. A simple and illustrative explanation is…

Statistical Finance · Quantitative Finance 2016-09-08 Sergey S. Stepanov

The prohibitive cost of performing Uncertainty Quantification (UQ) tasks with a very large number of input parameters can be addressed, if the response exhibits some special structure that can be discovered and exploited. Several physical…

Computational Physics · Physics 2016-02-16 Ilias Bilionis , Rohit Tripathy , Marcial Gonzalez

Reliable optimal control is challenging when the dynamics of a nonlinear system are unknown and only infrequent, noisy output measurements are available. This work addresses this setting of limited sensing by formulating a Bayesian prior…

Systems and Control · Electrical Eng. & Systems 2026-05-21 Robert Lefringhausen , Theodor Springer , Sandra Hirche

The Design of Experiments (DOEs) is a fundamental scientific methodology that provides researchers with systematic principles and techniques to enhance the validity, reliability, and efficiency of experimental outcomes. In this study, we…

Machine Learning · Statistics 2025-07-22 Miao Huang , Hongqiao Wang , Kunyu Wu

The influence of a Gaussian environment on a quantum system can be described by effectively replacing the continuum with a discrete set of ancillary quantum and classical degrees of freedom. This defines a pseudomode model which can be used…

Quantum Physics · Physics 2024-07-30 Mauro Cirio , Si Luo , Pengfei Liang , Franco Nori , Neill Lambert

General fractional dynamics (GFDynamics) can be viewed as an interdisciplinary science, in which the non-local properties of linear and nonlinear dynamical systems are studied by using of general fractional calculus, equations with general…

Chaotic Dynamics · Physics 2025-10-22 Vasily E. Tarasov

A challenge in modeling time-dependent strong-field processes such as high-harmonic generation for many-body systems, is how to effectively represent the electronic continuum. We apply Rothe's method to the time-dependent Hartree-Fock…

Chemical Physics · Physics 2025-08-22 Simon Elias Schrader , Håkon Emil Kristiansen , Thomas Bondo Pedersen , Simen Kvaal

End-to-end learning of dynamical systems with black-box models, such as neural ordinary differential equations (ODEs), provides a flexible framework for learning dynamics from data without prescribing a mathematical model for the dynamics.…

Machine Learning · Statistics 2022-06-20 Paidamoyo Chapfuwa , Sherri Rose , Lawrence Carin , Edward Meeds , Ricardo Henao

High-dimensional nonlinear mechanical systems admit quasi-periodic solutions that are essential for the understanding of the dynamical systems. These quasi-periodic solutions stay on some invariant tori governed by complex PDEs in…

Numerical Analysis · Mathematics 2025-08-11 Junqing Wu , Ling Hong , Mingwu Li , Jun Jiang

This study investigates the use of fractional order differential models to simulate the dynamic response of non-homogeneous discrete systems and to achieve efficient and accurate model order reduction. The traditional integer order approach…

Numerical Analysis · Mathematics 2016-12-22 John P. Hollkamp , Mihir Sen , Fabio Semperlotti

In this work, we present a model-independent method to quantify the non-Gaussian fluctuations in the observable distributions, which are assessed by the difference between the measured observable distributions and reconstructed observable…

Nuclear Theory · Physics 2025-04-01 Xinyu Wang , Xiang Chen , Junping Yang , Ying Cui , Zhuxia Li , Kai Zhao , Yingxun Zhang

In many problems of data-driven modeling for dynamical systems, the governing equations are not known a priori and must be selected phenomenologically from a large set of candidate interactions and basis functions. In such situations, point…

Applications · Statistics 2026-04-14 Shuhei Kashiwamura , Yusuke Kato , Hiroshi Kori , Masato Okada

Gaussian processes are now commonly used in dimensionality reduction approaches tailored to neuroscience, especially to describe changes in high-dimensional neural activity over time. As recording capabilities expand to include neuronal…

Machine Learning · Statistics 2024-12-24 Evren Gokcen , Anna I. Jasper , Adam Kohn , Christian K. Machens , Byron M. Yu

We introduce a framework for model learning and planning in stochastic domains with continuous state and action spaces and non-Gaussian transition models. It is efficient because (1) local models are estimated only when the planner requires…

Artificial Intelligence · Computer Science 2018-08-06 Zi Wang , Stefanie Jegelka , Leslie Pack Kaelbling , Tomás Lozano-Pérez

Far-from-equilibrium situations are ubiquitous in nature. They are responsible for a wealth of phenomena, which are not simple extensions of near-equilibrium properties, ranging from fluid flows turning turbulent to the highly organized…

The constructive role of non-Gaussian random fluctuations is studied in the context of the passage over the dichotomously switching potential barrier. Our attention focuses on the interplay of the effects of independent sources of…

Statistical Mechanics · Physics 2009-11-11 Bartlomiej Dybiec , Ewa Gudowska-Nowak

We consider the common problem setting of an elastic sphere impacting on a flexible beam. In contrast to previous studies, we analyze the modal energy distribution induced by the impact, having in mind the particular application of impact…

Systems and Control · Electrical Eng. & Systems 2022-07-05 Felix Gehr , Timo Theurich , Carlo Monjaraz-Tec , Johann Gross , Stefan Schwarz , Andreas Hartung , Malte Krack

In this paper, we propose a Bayesian approach for multiscale problems with the availability of dynamic observational data. Our method selects important degrees of freedom probabilistically in a Generalized multiscale finite element method…

Numerical Analysis · Mathematics 2018-06-18 Siu Wun Cheung , Nilabja Guha

The Fokker-Planck equations for stochastic dynamical systems, with non-Gaussian $\alpha-$stable symmetric L\'evy motions, have a nonlocal or fractional Laplacian term. This nonlocality is the manifestation of the effect of non-Gaussian…

Numerical Analysis · Mathematics 2013-10-30 Ting Gao , Jinqiao Duan , Xiaofan Li