Related papers: Forming invariant stochastic differential systems …
Continuous linear dynamical systems are used extensively in mathematics, computer science, physics, and engineering to model the evolution of a system over time. A central technique for certifying safety properties of such systems is by…
According to the stochastic-quantum correspondence, a quantum system can be understood as a stochastic process unfolding in an old-fashioned configuration space based on ordinary notions of probability and `indivisible' stochastic laws,…
Malliavin Calculus can be seen as a differential calculus on Wiener spaces. We present the notion of stochastic manifold for which the Malliavin Calculus plays the same role as the classical differential calculus for the differential…
We propose a probabilistic framework for developing computational models of biological neural systems. In this framework, physiological recordings are viewed as discrete-time partial observations of an underlying continuous-time stochastic…
We introduce a novel conditional stochastic interpolant framework for generative modeling of three-dimensional shapes. The method builds on a recent LDDMM-based registration approach to learn the conditional drift between geometries. By…
Invariant discretization schemes are derived for the one- and two-dimensional shallow-water equations with periodic boundary conditions. While originally designed for constructing invariant finite difference schemes, we extend the usage of…
The long-term dynamics of many dynamical systems evolve on an attracting, invariant "slow manifold" that can be parameterized by a few observable variables. Yet a simulation using the full model of the problem requires initial values for…
In this paper, a physics-oriented stochastic kinetic scheme will be developed that includes random inputs from both flow and electromagnetic fields via a hybridization of stochastic Galerkin and collocation methods. Based on the BGK-type…
The identification of slow invariant manifolds (SIMs) is an essential part in model-order reduction for reactive systems. The mathematical definition of the SIM by Fenichel can be considered unsatisfactory, because it is only applicable to…
We formulate stochastic partial differential equations on Riemannian manifolds, moving surfaces, general evolving Riemannian manifolds (with appropriate assumptions) and Riemannian manifolds with random metrics, in the variational setting…
This letter presents a non-parametric modeling approach for forecasting stochastic dynamical systems on low-dimensional manifolds. The key idea is to represent the discrete shift maps on a smooth basis which can be obtained by the diffusion…
It is shown how Adler's trace dynamics can be applied to stochastic mechanics and other complex classical dynamical systems. Emergent non-commutivity due to the fractal nature of sample trajectories is closely related to the fact that the…
Chemical kinetic models in terms of ordinary differential equations correspond to finite dimensional dissipative dynamical systems involving a multiple time scale structure. Most dimension reduction approaches aimed at a slow…
Stochastic dynamical systems are fundamental in state estimation, system identification and control. System models are often provided in continuous time, while a major part of the applied theory is developed for discrete-time systems.…
This work is concerned with the dynamics of a class of slow-fast stochastic dynamical systems with non-Gaussian stable L\'evy noise with a scale parameter. Slow manifolds with exponentially tracking property are constructed, eliminating the…
The reduction of dimensionality of physical systems, specially in fluid dynamics, leads in many situations to nonlinear ordinary differential equations which have global invariant manifolds with algebraic expressions containing relevant…
Invariant manifolds are the skeleton of the chaotic dynamics in Hamiltonian systems. In Celestial Mechanics, for instance, these geometrical structures are applied to a multitude of physical and practical problems, such as to the…
Stochastic processes are considered on free loop spaces, geometric loop and diffeomorphism groups of real and complex manifolds. They are used for investigations of Wiener differentiable quasi-invariant measures on such groups relative to…
Modelling is an essential procedure in analyzing and controlling a given logical dynamic system (LDS). It has been proved that deterministic LDS can be modeled as a linear-like system using algebraic state space representation. However, due…
Admissible states in hyperbolic systems and related equations often form a convex invariant domain. Numerical violations of this domain can lead to loss of hyperbolicity, resulting in illposedness and severe numerical instabilities. It is…