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Invariant foliations are geometric structures for describing and understanding the qualitative behaviors of nonlinear dynamical systems. For stochastic dynamical systems, however, these geometric structures themselves are complicated random…

Dynamical Systems · Mathematics 2011-11-29 Xu Sun , Xingye Kan , Jinqiao Duan

We introduce a new measure of the structure of a liquid which is the softness of the mean-field potential developed by us earlier. We find that this softness is sensitive to small changes in the structure. We then study its correlation with…

Soft Condensed Matter · Physics 2021-05-26 Manoj Kumar Nandi , Sarika Maitra Bhattacharyya

In this paper, we present a method of estimating the volatility of a signal that displays stochastic noise (such as a risky asset traded on an open market) utilizing Linear Predictive Coding. The main purpose is to associate volatility with…

Information Theory · Computer Science 2007-07-13 Louis Mello

The notion of fractional dynamics is related to equations of motion with one or a few terms with derivatives of a fractional order. This type of equation appears in the description of chaotic dynamics, wave propagation in fractal media, and…

Classical Physics · Physics 2015-03-19 Vasily E. Tarasov , George M. Zaslavsky

This paper discusses some links properties of operators with the well- known physical concepts of hyperstability, passivity, energy dissipativeness and conservativeness with positive realness properties of the transfer functions in linear…

Dynamical Systems · Mathematics 2008-03-27 M. De la Sen

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

We extend a phase-field/gradient damage formulation for cohesive fracture to the dynamic case. The model is characterized by a regularized fracture energy that is linear in the damage field, as well as non-polynomial degradation functions.…

Applied Physics · Physics 2019-03-27 Rudy J. M. Geelen , Yingjie Liu , Tianchen Hu , Michael R. Tupek , John E. Dolbow

We introduce a metric for evaluating the robustness of a classifier, with particular attention to adversarial perturbations, in terms of expected functionality with respect to possible adversarial perturbations. A classifier is assumed to…

Machine Learning · Computer Science 2023-09-19 Ryan McCoppin , Colin Dawson , Sean M. Kennedy , Leslie M. Blaha

Adaptive dynamical systems arise in a multitude of contexts, e.g., optimization, control, communications, signal processing, and machine learning. A precise characterization of their fundamental limitations is therefore of paramount…

Information Theory · Computer Science 2010-10-13 Maxim Raginsky

Motivated by a variety of applications, high-dimensional time series have become an active topic of research. In particular, several methods and finite-sample theories for individual stable autoregressive processes with known lag have…

Statistics Theory · Mathematics 2023-03-06 Somnath Chakraborty , Johannes Lederer , Rainer von Sachs

We use statistical tools to characterize the response of an excitable system to periodic perturbations. The system is an optically injected semiconductor laser under pulsed perturbations of the phase of the injected field. We characterize…

Adaptation and Self-Organizing Systems · Physics 2020-08-26 Jordi Tiana-Alsina , Bruno Garbin , Stephane Barland , Cristina Masoller

The problem of linking the structure of a finite linear dynamical system with its dynamics is well understood when the phase space is a vector space over a finite field. The cycle structure of such a system can be described by the…

Dynamical Systems · Mathematics 2008-10-20 Guangwu Xu , Yi Ming Zou

Electricity systems are experiencing increased effects of randomness and variability due to emerging stochastic assets. The increased effects introduce new uncertainties into power systems that can impact system operability and reliability.…

Systems and Control · Electrical Eng. & Systems 2022-11-10 Naeem Turner-Bandele , Amritanshu Pandey , Larry Pileggi

Adaptivity is a dynamical feature that is omnipresent in nature, socio-economics, and technology. For example, adaptive couplings appear in various real-world systems like the power grid, social, and neural networks, and they form the…

The concept of stochastic Lagrangian and its use in statistical dynamics is illustrated theoretically, and with some examples. Dynamical variables undergoing stochastic differential equations are stochastic processes themselves, and their…

Statistical Mechanics · Physics 2020-03-18 Massimo Materassi

Determining functionals are tools to describe the finite dimensional long-term dynamics of infinite dimensional dynamical systems. There also exist several applications to infinite dimensional {\em random} dynamical systems. In these…

Dynamical Systems · Mathematics 2016-08-16 Igor Chueshov , Jinqiao Duan , Björn Schmalfuß

To the reduct problems of decision system, the paper proposes the notion of dynamic core according to the dynamic reduct model. It describes various formal definitions of dynamic core, and discusses some properties about dynamic core. All…

Artificial Intelligence · Computer Science 2007-05-23 Jiayang Wang

We review how an algebraic formulation for the dynamics of a physical system allows to describe a reduction procedure for both classical and quantum evolutions.

Mathematical Physics · Physics 2021-09-22 Giuseppe Marmo , Alessandro Zampini

Uncertainty is an important feature of dynamic systems, and entropy has been widely used to measure this attribute. In this Letter, we prove that state aggregation and decomposition can decrease and increase the entropy, respectively, of…

Information Theory · Computer Science 2022-05-18 Lirong Cui , Xiangchen Li , Narayanaswamy Balakrishnan

A new class of exclusion type processes acting in continuum with synchronous updating is introduced and studied. Ergodic averages of particle velocities are obtained and their connections to other statistical quantities, in particular to…

Dynamical Systems · Mathematics 2015-05-13 Michael Blank