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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…
A pathwise large deviation principle in the Wasserstein topology and a pathwise central limit theorem are proved for the empirical measure of a mean-field system of interacting diffusions. The coefficients are path-dependent. The framework…
Transition path theory (TPT) for diffusion processes is a framework for analysing the transitions of multiscale ergodic diffusion processes between disjoint metastable subsets of state space. Most methods for applying TPT involve the…
Efficient trajectory generation is crucial for autonomous systems; however, current numerical methods often struggle to handle periodic behaviors effectively, particularly when the onboard sensors require equidistant temporal sampling. This…
The objective of this paper is to investigate a new numerical method for the approximation of the self-diffusion matrix of a tagged particle process defined on a grid. While standard numerical methods make use of long-time averages of…
A method is presented for tracing the locus of a specific peak in the frequency response under variation of a parameter. It is applicable to periodic, steady-state vibrations of harmonically forced nonlinear mechanical systems. It operates…
Quasicentroid molecular dynamics (QCMD) is a path-integral method for approximating nuclear quantum effects in dynamics simulations, which has given promising results for gas- and condensed-phase water. Here, by simulating the infrared…
To generate reliable motion for legged robots through trajectory optimization, it is crucial to simultaneously compute the robot's path and contact sequence, as well as accurately consider the dynamics in the problem formulation. In this…
We review various semiclassical models for strong-field physics. These semiclassical models employ ensembles of classical trajectories to simulate electron motion in the continuum after being released from an atom or molecule by an external…
We propose a new method for computing Dynamic Mode Decomposition (DMD) evolution matrices, which we use to analyze dynamical systems. Unlike the majority of existing methods, our approach is based on a variational formulation consisting of…
We consider a class of difference-of-convex (DC) optimization problems where the objective function is the sum of a smooth function and a possible nonsmooth DC function. The application of proximal DC algorithms to address this problem…
Employing the path integral approach, we calculate the semiclassical equilibrium density matrix of a particle moving in a nonlinear potential field for coordinates near the top of a potential barrier. As the temperature is decreased, near a…
In the Optimal Velocity Model proposed as a new version of Car Following Model, it has been found that a congested flow is generated spontaneously from a homogeneous flow for a certain range of the traffic density. A well-established…
High-resolution simulations of particle-based kinetic plasma models typically require a high number of particles and thus often become computationally intractable. This is exacerbated in multi-query simulations, where the problem depends on…
We study the transport properties of nonautonomous chaotic dynamical systems over a finite time duration. We are particularly interested in those regions that remain coherent and relatively non-dispersive over finite periods of time,…
Theoretical concepts in condensed matter physics are typically verified and also developed by exploiting computer simulations mostly in simple models. Predictions based on these usually isotropic models are often at odds with measurement…
Mean-field molecular dynamics based on path integrals is used to approximate canonical quantum observables for particle systems consisting of nuclei and electrons. A computational bottleneck is the sampling from the Gibbs density of the…
In many real-world settings--e.g., single-cell RNA sequencing, mobility sensing, and environmental monitoring--data are observed only as temporally aggregated snapshots collected over finite time windows, often with noisy or uncertain…
We proposed a formally exact, probabilistic method to assess the validity of the Thomas-Fermi potential for three-dimensional condensed matter systems where electron dynamics is constrained to the Fermi surface. Our method, which relies on…
The possibility to apply phase-space methods to many-body interacting systems might provide accurate descriptions of correlations with a reduced numerical cost. For instance, the so--called stochastic mean-field phase-space approach, where…