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This article introduces two Tensor Network-based iterative algorithms for the identification of high-order discrete-time nonlinear multiple-input multiple-output (MIMO) Volterra systems. The system identification problem is rewritten in…

Numerical Analysis · Computer Science 2016-10-19 Kim Batselier , Zhongming Chen , Ngai Wong

In linear transport, the fluctuation-dissipation theorem relates equilibrium current correlations to the linear conductance coefficient. Theory and experiment have shown that in small electrical conductors the non-linear I-V-characteristic…

Mesoscale and Nanoscale Physics · Physics 2015-05-13 Heidi Forster , Markus Buttiker

Nonlinear observers based on the well-known concept of minimum energy estimation are discussed. The approach relies on an output injection operator determined by a Hamilton-Jacobi-Bellman equation and is subsequently approximated by a…

Optimization and Control · Mathematics 2020-03-17 Tobias Breiten , Karl Kunisch

Exploiting previous results on Markovian dynamics and fluctuation theorems, we study the consequences of memory effects on single realizations of nonequilibrium processes within an open system approach. The entropy production along single…

Statistical Mechanics · Physics 2015-06-12 Bruno Leggio , Anna Napoli , Heinz-Peter Breuer , Antonino Messina

While linear response theory, manifested by the fluctuation dissipation theorem, can be applied at any level of coarse graining, nonlinear response theory is fundamentally of microscopic nature. For perturbations of equilibrium systems, we…

Statistical Mechanics · Physics 2020-12-01 Fenna Müller , Urna Basu , Peter Sollich , Matthias Krüger

We investigate in this work the effects of interaction on the fluctuation of empirical measures. The systems with positive definite interaction potentials tend to exhibit smaller fluctuation compared to the fluctuation in standard Monte…

Probability · Mathematics 2022-04-19 Lei Li , Jiaheng Chen

A conditional entropic approach is discussed for nonequilibrium complex systems with a weak correlation between spatiotemporally fluctuating quantities on a large time scale. The weak correlation is found to constitute the fluctuation…

Statistical Mechanics · Physics 2023-04-04 Yuichi Itto

When a probe particle immersed in a fluid with nonlinear interactions is subject to strong driving, the cumulants of the stochastic force acting on the probe are nonlinear functionals of the driving protocol. We present a Volterra series…

Statistical Mechanics · Physics 2024-12-17 Juliana Caspers , Matthias Krüger

A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems. Our study clearly reveals anti-persistent behavior and…

Chaotic Dynamics · Physics 2009-11-11 P. Manimaran , Prasanta K. Panigrahi , P. Anantha Lakshmi

We are concerned with nonparametric hypothesis testing of time series functionals. It is known that the popular autoregressive sieve bootstrap is, in general, not valid for statistics whose (asymptotic) distribution depends on moments of…

Methodology · Statistics 2020-10-21 Natalia Sirotko-Sibirskaya , Matthias O. Franz , Thorsten Dickhaus

We present a theoretical framework to understand a modified fluctuation-dissipation theorem valid for systems close to non-equilibrium steady-states and obeying markovian dynamics. We discuss the interpretation of this result in terms of…

Statistical Mechanics · Physics 2015-05-20 G. Verley , K. Mallick , D. Lacoste

Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…

Statistics Theory · Mathematics 2025-02-27 Marie-Christine Düker , Adam Waterbury

Volterra observations systems with scalar kernels are studied. New sufficient conditions for admissibility of observation operators are developed. The obtained results are applied to time-fractional diffusion equations of distributed order.

Analysis of PDEs · Mathematics 2009-07-10 Bernhard Hermann Haak , Birgit Jacob

Estimating the dissipativity of nonlinear systems from empirical data is useful for the analysis and control of nonlinear systems, especially when an accurate model is unavailable. Based on a Koopman operator model of the nonlinear system…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Xiuzhen Ye , Wentao Tang

We present non-linear solutions of Vlasov Perturbation Theory (VPT), describing gravitational clustering of collisionless dark matter with dispersion and higher cumulants induced by orbit crossing. We show that VPT can be cast into a form…

Cosmology and Nongalactic Astrophysics · Physics 2023-04-05 Mathias Garny , Dominik Laxhuber , Roman Scoccimarro

The study of multiplicative noise models has a long history in control theory but is re-emerging in the context of complex networked systems and systems with learning-based control. We consider linear system identification with…

Systems and Control · Electrical Eng. & Systems 2020-07-06 Yu Xing , Ben Gravell , Xingkang He , Karl Henrik Johansson , Tyler Summers

This work presents a control-oriented identification scheme for efficient control design and stability analysis of nonlinear systems. Neural networks are used to identify a discrete-time nonlinear state-space model to approximate…

Systems and Control · Electrical Eng. & Systems 2024-10-04 Maxime Thieffry , Alexandre Hache , Mohamed Yagoubi , Philippe Chevrel

The short time behavior of a disturbed system is influenced by off-shell motion and best characterized by the reduced density matrix possessing high energetic tails. We present analytically the formation of correlations due to collisions in…

Quantum Physics · Physics 2016-11-23 Klaus Morawetz , Václav Špička , Pavel Lipavský

In many applications one is interested to detect certain (known) patterns in the mean of a process with smallest delay. Using an asymptotic framework which allows to capture that feature, we study a class of appropriate sequential…

Statistics Theory · Mathematics 2018-05-01 Ansgar Steland

A Fluctuation Theorem (FT), both Classical and Quantum, describes the large-deviations in the approach to equilibrium of an isolated quasi-integrable system. Two characteristics make it unusual: (i) it concerns the internal dynamics of an…

Statistical Mechanics · Physics 2018-11-14 Tomer Goldfriend , Jorge Kurchan