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We investigate the stability properties of discrete and hybrid stochastic nonlinear dynamical systems. More precisely, we extend the stochastic contraction theorems (which were formulated for continuous systems) to the case of discrete and…

Optimization and Control · Mathematics 2008-04-08 Quang-Cuong Pham

A model-based approach to forecasting chaotic dynamical systems utilizes knowledge of the physical processes governing the dynamics to build an approximate mathematical model of the system. In contrast, machine learning techniques have…

Machine Learning · Computer Science 2018-05-09 Jaideep Pathak , Alexander Wikner , Rebeckah Fussell , Sarthak Chandra , Brian Hunt , Michelle Girvan , Edward Ott

Many production-grade algorithms benefit from combining an asymptotically efficient algorithm for solving big problem instances, by splitting them into smaller ones, and an asymptotically inefficient algorithm with a very small…

Data Structures and Algorithms · Computer Science 2017-04-14 Margarita Markina , Maxim Buzdalov

Sampling rare events in metastable dynamical systems is often a computationally expensive task and one needs to resort to enhanced sampling methods such as importance sampling. Since we can formulate the problem of finding optimal…

Optimization and Control · Mathematics 2023-10-05 Enric Ribera Borrell , Jannes Quer , Lorenz Richter , Christof Schütte

We show that the nonlinear stochastic dynamics of a measurement-feedback-based coherent Ising machine (MFB-CIM) in the presence of quantum noise can be exploited to sample degenerate ground and low-energy spin configurations of the Ising…

We develop an algorithm for computing bounded reachability probability for hybrid systems, i.e., the probability that the system reaches an unsafe region within a finite number of discrete transitions. In particular, we focus on hybrid…

Logic in Computer Science · Computer Science 2015-05-13 Fedor Shmarov , Paolo Zuliani

We propose a framework employing stochastic differential equations to facilitate the long-term stability analysis of power grids with intermittent wind power generations. This framework takes into account the discrete dynamics which play a…

Systems and Control · Computer Science 2017-03-10 Xiaozhe Wang , Tao Wang , Hsiao-Dong Chiang , Jianhui Wang , Hui Liu

We consider the problem of learning stabilizable systems governed by nonlinear state equation $h_{t+1}=\phi(h_t,u_t;\theta)+w_t$. Here $\theta$ is the unknown system dynamics, $h_t $ is the state, $u_t$ is the input and $w_t$ is the…

Machine Learning · Computer Science 2021-11-22 Yahya Sattar , Samet Oymak

Aims. Linear magnetohydrostatic (MHS) models of solar magnetic fields balance plasma pressure gradients, gravity and Lorentz forces where the current density is composed of a linear force-free component and a cross-field component that…

Solar and Stellar Astrophysics · Physics 2013-07-26 David MacTaggart , Abdulaziz Elsheikh , James McLaughlin , Radostin Simitev

We propose a method to reduce the relaxation time towards equilibrium in stochastic sampling of complex energy landscapes in statistical systems with discrete degrees of freedom by generalizing the platform previously developed for…

Statistical Mechanics · Physics 2015-03-17 Zsolt Bertalan , Hidetoshi Nishimori , Henri Orland

Momentum Stochastic Gradient Descent (MSGD) algorithm has been widely applied to many nonconvex optimization problems in machine learning, e.g., training deep neural networks, variational Bayesian inference, and etc. Despite its empirical…

Machine Learning · Computer Science 2021-03-09 Tianyi Liu , Zhehui Chen , Enlu Zhou , Tuo Zhao

The paper proposes a novel hybrid method for solving equilibrium problems and fixed point problems. By constructing specially cutting-halfspaces, in this algorithm, only an optimization program is solved at each iteration without the…

Optimization and Control · Mathematics 2015-10-30 Dang Van Hieu

Asynchronous momentum stochastic gradient descent algorithms (Async-MSGD) is one of the most popular algorithms in distributed machine learning. However, its convergence properties for these complicated nonconvex problems is still largely…

Machine Learning · Computer Science 2021-01-14 Tianyi Liu , Shiyang Li , Jianping Shi , Enlu Zhou , Tuo Zhao

We propose a hybrid Monte Carlo (HMC) technique applicable to high-dimensional multivariate normal distributions that effectively samples along chaotic trajectories. The method is predicated on the freedom of choice of the HMC momentum…

Data Analysis, Statistics and Probability · Physics 2016-04-26 Nirag Kadakia

We propose an efficient symbolic control synthesis algorithm for equivariant continuous-time dynamical systems to satisfy reach-avoid specifications. The algorithm exploits dynamical symmetries to construct lean abstractions to avoid…

Systems and Control · Electrical Eng. & Systems 2025-03-04 Hussein Sibai , Sacha Huriot , Tyler Martin , Murat Arcak

Sample-efficient exploration is crucial not only for discovering rewarding experiences but also for adapting to environment changes in a task-agnostic fashion. A principled treatment of the problem of optimal input synthesis for system…

Machine Learning · Computer Science 2019-10-10 Matthias Schultheis , Boris Belousov , Hany Abdulsamad , Jan Peters

We study the approach towards equilibrium in a dynamic Ising model, the Q2R cellular automaton, with microscopic reversibility and conserved energy for an infinite one-dimensional system. Starting from a low-entropy state with positive…

Statistical Mechanics · Physics 2017-08-02 Kristian Lindgren , Eckehard Olbrich

For many systems with quenched disorder the study of ground states can crucially contribute to a thorough understanding of the physics at play, be it for the critical behavior if that is governed by a zero-temperature fixed point or for…

Disordered Systems and Neural Networks · Physics 2020-06-12 Manoj Kumar , Martin Weigel

Understanding neural dynamics is a central topic in machine learning, non-linear physics and neuroscience. However, the dynamics is non-linear, stochastic and particularly non-gradient, i.e., the driving force can not be written as gradient…

Neurons and Cognition · Quantitative Biology 2024-12-05 Junbin Qiu , Haiping Huang

The computation of Bayesian estimates of system parameters and functions of them on the basis of observed system performance data is a common problem within system identification. This is a previously studied issue where stochastic…

Computation · Statistics 2018-05-09 Johan Dahlin , Adrian Wills , Brett Ninness