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Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding…
Certain deterministic non-linear systems may show chaotic behaviour. Time series derived from such systems seem stochastic when analyzed with linear techniques. However, uncovering the deterministic structure is important because it allows…
This paper is concerned with identifying linear system dynamics without the knowledge of individual system trajectories, but from the knowledge of the system's reachable sets observed at different times. Motivated by a scenario where the…
In this work, sample-based observability of linear discrete-time systems is studied. That is, we consider the case where the system output measurements are not available at every time instance. It is shown that some discrete-time systems…
We consider a multidimensional time-homogeneous dynamical system and add a randomly perturbed time-dependent deterministic signal to some of its components, giving rise to a high-dimensional system of stochastic differential equations,…
This paper is the second in a series of two, and describes the current state of the art in modelling and prediction of chaotic time series. Sampled data from deterministic non-linear systems may look stochastic when analysed with linear…
Change point detection in time series aims to identify moments when the probability distribution of time series changes. It is widely applied in many areas, such as human activity sensing and medical science. In the context of multivariate…
Analyzing data from dynamical systems often begins with creating a reconstruction of the trajectory based on one or more variables, but not all variables are suitable for reconstructing the trajectory. The concept of nonlinear observability…
Nonlinear dynamical systems, ranging from insect populations to lasers and chemical reactions, might exhibit sensitivity to small perturbations in their control parameters, resulting in uncertainties on the predictability of tunning…
Despite their deterministic nature, dynamical systems often exhibit seemingly random behaviour. Consequently, a dynamical system is usually represented by a probabilistic model of which the unknown parameters must be estimated using…
Multistability is a phenomenon prevalent in many natural systems. In climate, for example, it allows the possibility of irreversible consequences on planetary scale as a result of climate change. Indeed, a climate ``tipping element'' is a…
Discovering nonlinear differential equations that describe system dynamics from empirical data is a fundamental challenge in contemporary science. Here, we propose a methodology to identify dynamical laws by integrating denoising techniques…
Chaotic systems which are due to nonlinearity have attracted a great concern in the current world and chaotic models. Systems for a wide range of operation conditions have their application in almost all branches of engineering and science.…
This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…
Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…
In 1980 and 1981, two pioneering papers laid the foundation for what became known as nonlinear time-series analysis: the analysis of observed data---typically univariate---via dynamical systems theory. Based on the concept of state-space…
This paper considers the robustness of an uncertain nonlinear system along a finite-horizon trajectory. The uncertain system is modeled as a connection of a nonlinear system and a perturbation. The analysis relies on three ingredients.…
In a physical system, changing parameters such as temperature can induce a phase transition: an abrupt change from one state of matter to another. Analogous phenomena have recently been observed in large language models. Typically, the task…
Discrete time crystals are related to non-equilibrium dynamics of periodically driven quantum many-body systems where the discrete time translation symmetry of the Hamiltonian is spontaneously broken into another discrete symmetry.…
Recent work in dynamical systems theory has shown that many properties that are associated with irreversible processes in fluids can be understood in terms of the dynamical properties of reversible, Hamiltonian systems. That is,…