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We study classical stochastic systems with discrete states, coupled to switching external environments. For fast environmental processes we derive reduced dynamics for the system itself, focusing on corrections to the adiabatic limit of…

Statistical Mechanics · Physics 2019-03-27 Peter G. Hufton , Yen Ting Lin , Tobias Galla

This article shows how to specify and construct a discrete, stochastic, continuous-time model specifically for ecological systems. The model is more broad than typical chemical kinetics models in two ways. First, using time-dependent hazard…

Populations and Evolution · Quantitative Biology 2015-06-30 Andrew J. Dolgert

This work addresses the exact characterization of the covariance dynamics related to linear discrete-time systems subject to both additive and parametric stochastic uncertainties that are potentially unbounded. Using this characterization,…

Systems and Control · Electrical Eng. & Systems 2026-01-22 Kaouther Moussa , Mirko Fiacchini

We analytically compute the full counting statistics of charge transfer in a classical automaton of interacting charged particles. Deriving a closed-form expression for the moment generating function with respect to a stationary equilibrium…

Statistical Mechanics · Physics 2024-02-06 Žiga Krajnik , Johannes Schmidt , Vincent Pasquier , Enej Ilievski , Tomaž Prosen

We study the problem of robust performance of quantum systems under structured uncertainties. A specific feature of closed (Hamiltonian) quantum systems is that their poles lie on the imaginary axis and that neither a coherent controller…

Quantum Physics · Physics 2021-10-12 S G Schirmer , F C Langbein , C A Weidner , E A Jonckheere

Understanding the nonlinear dynamics of coupled scalar fields often necessitates simulations on a 3D mesh. These simulations can be computationally expensive if a large scale separation is involved. A common solution is adaptive mesh…

High Energy Physics - Phenomenology · Physics 2025-01-14 Malte Buschmann

To study discrete dynamical systems of different types --- deterministic, statistical and quantum --- we develop various approaches. We introduce the concept of a system of discrete relations on an abstract simplicial complex and develop…

Mathematical Physics · Physics 2010-11-10 Vladimir V. Kornyak

We propose a latent score-based generative AI framework for learning stochastic, non-local closure models and constitutive laws in nonlinear dynamical systems of computational mechanics. This work addresses a key challenge of modeling…

Machine Learning · Computer Science 2025-06-27 Xinghao Dong , Huchen Yang , Jin-Long Wu

We discuss an extension of the scalar auxiliary variable approach, which was originally introduced by Shen et al. ([Shen, Xu, Yang, J. Comput. Phys., 2018]) for the discretization of deterministic gradient flows. By introducing an…

Numerical Analysis · Mathematics 2024-09-20 Stefan Metzger

Simulating turbulent fluid flows is a computationally prohibitive task, as it requires the resolution of fine-scale structures and the capture of complex nonlinear interactions across multiple scales. This is particularly the case in direct…

Fluid Dynamics · Physics 2026-04-22 Ismaël Zighed , Nicolas Thome , Patrick Gallinari , Taraneh Sayadi

We propose a combination of cluster analysis and stochastic process analysis to characterize high-dimensional complex dynamical systems by few dominating variables. As an example, stock market data are analyzed for which the dynamical…

Statistical Finance · Quantitative Finance 2015-03-10 Philip Rinn , Yuriy Stepanov , Joachim Peinke , Thomas Guhr , Rudi Schäfer

Three-dimensional shell-like structures can be obtained spontaneously at the microscale from the self-folding of 2D templates of rigid panels. At least for simple structures, the motion of each panel is consistent with a Brownian process…

Soft Condensed Matter · Physics 2021-02-18 T. S. A. N. Simões , H. P. M. Melo , N. A. M. Araújo

The anomalous scaling behavior of the n-th order correlation functions ${\cal F}_n$ of the Kraichnan model of turbulent passive scalar advection is believed to be dominated by the homogeneous solutions (zero-modes) of the Kraichnan equation…

chao-dyn · Physics 2016-08-31 Omri Gat , Victor S. L'vov , Evgenii Podivilov , Itamar Procaccia

We analyze networked heterogeneous nonlinear systems, with diffusive coupling and interconnected over a generic static directed graph. Due to the network's hetereogeneity, complete synchronization is impossible, in general, but an emergent…

Optimization and Control · Mathematics 2022-06-01 Mohamed Maghenem , Elena Panteley , Antonio Loria

We present a study of the intermittent properties of a shell model of turbulence with unprecedented statistics, about $\sim 10^7$ eddy turn over time, achieved thanks to an implementation on a large-scale parallel GPU factory. This allows…

We introduce a shell model of turbulence featuring intermittent behaviour with anomalous power-law scaling of structure functions. This model is solved analytically with the explicit derivation of anomalous exponents. The solution…

Fluid Dynamics · Physics 2021-11-09 Alexei A. Mailybaev

Discovering the underlying relationships among variables from temporal observations has been a longstanding challenge in numerous scientific disciplines, including biology, finance, and climate science. The dynamics of such systems are…

Machine Learning · Computer Science 2024-05-07 Benjie Wang , Joel Jennings , Wenbo Gong

We propose a novel approach to induce anomalous dissipation through advection driven by turbulent fluid flows. Specifically, we establish the existence of a velocity field $v$ satisfying randomly forced Navier-Stokes equations, leading to…

Analysis of PDEs · Mathematics 2024-02-14 Martina Hofmanová , Umberto Pappalettera , Rongchan Zhu , Xiangchan Zhu

In this paper, a simulation-based method for the analysis and design of abstracted models for a stochastic hybrid system is proposed. The accuracy of a model is evaluated in terms of its capability to reproduce the system output for all the…

Systems and Control · Computer Science 2014-05-29 M. Prandini , S. Garatti , R. Vignali

The self-consistent Gaussian approximation (SCGA) for classical spin systems described by a completely anisotropic D-component vector model is proposed, which takes into account fluctuations of the molecular field and thus is a next step…

Statistical Mechanics · Physics 2009-10-31 D. A. Garanin
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