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Related papers: Complex systems under stochastic dynamics

200 papers

We present a data-driven modeling strategy to overcome improperly modeled dynamics for systems exhibiting complex spatio-temporal behaviors. We propose a Deep Learning framework to resolve the differences between the true dynamics of the…

Machine Learning · Computer Science 2020-10-28 Maan Qraitem , Dhanushka Kularatne , Eric Forgoston , M. Ani Hsieh

The study of the physical properties of open quantum systems is at the heart of many present investigations which aim to describe their dynamical evolution, on theoretical ground and through physical realizations. Here we develop a…

Quantum Physics · Physics 2021-11-23 Tarek Khalil , Jean Richert

This short review is devoted to the problem of the equilibrium of stellar dynamical systems in the context of the Vlasov-Poisson model. In a first part we will review some classical problems posed by the application of the Vlasov-Poisson…

Astrophysics · Physics 2009-11-13 jerome perez

We review progress towards direct simulation of quantum dynamics in many-body systems, using recently developed stochastic gauge techniques. We consider master equations, canonical ensemble calculations and reversible quantum dynamics are…

Condensed Matter · Physics 2017-08-23 P. D. Drummond , P. Deuar , J. F. Corney , K. V. Kheruntsyan

The modeling of complex systems such as ecological or socio-economic systems can be very challenging. Although various modeling approaches exist, they are generally not compatible and mutually consistent, and empirical data often do not…

Physics and Society · Physics 2010-07-19 Dirk Helbing

In this thesis, we explore the use of complex systems to study learning and adaptation in natural and artificial systems. The goal is to develop autonomous systems that can learn without supervision, develop on their own, and become…

Neural and Evolutionary Computing · Computer Science 2023-07-21 Hugo Cisneros

We develop a stochastic calculus that makes it easy to capture a variety of predictable transformations of semimartingales such as changes of variables, stochastic integrals, and their compositions. The framework offers a unified treatment…

Probability · Mathematics 2022-01-13 Aleš Černý , Johannes Ruf

The paper argues that attracting more economists and adopting a more-precise definition of dynamic complexity might help econophysics acquire more attention in the economics community and bring new lymph to economic research. It may be…

General Finance · Quantitative Finance 2020-02-03 Paolo Magrassi

This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…

Condensed Matter · Physics 2009-10-31 S. Siegert , R. Friedrich , J. Peinke

In this paper, we investigate a special class of stochastic Markov processes, known as Glauber dynamics. Markov processes are importance, for example, in the study of complex systems. For this, we present the basic theory of Glauber…

Statistical Mechanics · Physics 2014-02-28 Vilardo da Silva Junior , Alexsandro M. Carvalho

We address the problem of learning linear system models from observing multiple trajectories from different system dynamics. This framework encompasses a collaborative scenario where several systems seeking to estimate their dynamics are…

Optimization and Control · Mathematics 2023-09-12 Leonardo F. Toso , Han Wang , James Anderson

This paper is motivated by the theory of sequential dynamical systems, developed as a basis for a mathematical theory of computer simulation. It contains a classification of finite dynamical systems on binary strings, which are obtained by…

Dynamical Systems · Mathematics 2007-05-23 Luis Garcia , Abdul Salam Jarrah , Reinhard Laubenbacher

This article focuses on the optimization of a complex system which is composed of several subsystems. On the one hand, these subsystems are subject to multiple objectives, local constraints as well as local variables, and they are…

This paper presents a new theory, known as robust dynamic pro- gramming, for a class of continuous-time dynamical systems. Different from traditional dynamic programming (DP) methods, this new theory serves as a fundamental tool to analyze…

Optimization and Control · Mathematics 2018-09-18 Tao Bian , Zhong-Ping Jiang

The complex dynamics of physical systems can often be modeled with stochastic differential equations. However, computational constraints inhibit the estimation of dynamics from large time-series datasets. I present a method for estimating…

Data Analysis, Statistics and Probability · Physics 2023-11-02 William Davis

Model uncertainties and simulation uncertainties occur in mathematical modeling of multiscale complex systems, since some mechanisms or scales are not represented (i.e., "unresolved") due to lack in our understanding of these mechanisms or…

Dynamical Systems · Mathematics 2008-11-25 Jinqiao Duan

Identifying and understanding modular organizations is centrally important in the study of complex systems. Several approaches to this problem have been advanced, many framed in information-theoretic terms. Our treatment starts from the…

Adaptation and Self-Organizing Systems · Physics 2015-01-19 Artemy Kolchinsky , Luis M. Rocha

Reaction systems are discrete dynamical systems inspired by bio-chemical processes, whose dynamical behaviour is expressed by set-theoretic operations on finite sets. Reaction systems thus provide a description of bio-chemical phenomena…

Formal Languages and Automata Theory · Computer Science 2020-08-05 Alberto Dennunzio , Enrico Formenti , Luca Manzoni , Antonio E. Porreca

Simulation has become the evaluation method of choice for many areas of distributing computing research. However, most existing simulation packages have several limitations on the size and complexity of the system being modeled. Fine…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-07-01 Dobre Ciprian , Cristea Valentin , Iosif C. Legrand

This paper provides the analysis for structural and functional approaches of complex network systems research. In order to study the behavior of these systems the flow adjacency matrices were introduced, and local and global dynamic…

Physics and Society · Physics 2018-07-18 Olexandr Polishchuk