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We show that a neural network originally designed for language processing can learn the dynamical rules of a stochastic system by observation of a single dynamical trajectory of the system, and can accurately predict its emergent behavior…

Statistical Mechanics · Physics 2022-02-18 Corneel Casert , Isaac Tamblyn , Stephen Whitelam

We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…

chao-dyn · Physics 2009-10-31 Piotr Garbaczewski

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

Under normal operations, memristive devices undergo variability in time and space and have internal dynamics. Interplay of memory and stochastic signal processing in memristive devices makes them candidates for performing bio-inspired tasks…

Emerging Technologies · Computer Science 2024-08-01 P. F. Gora , Ewa Gudowska-Nowak

The theory of slow manifolds is an important tool in the study of deterministic dynamical systems, giving a practical method by which to reduce the number of relevant degrees of freedom in a model, thereby often resulting in a considerable…

Statistical Mechanics · Physics 2013-07-01 George W A Constable , Alan J McKane , Tim Rogers

Human motion prediction is a stochastic process: Given an observed sequence of poses, multiple future motions are plausible. Existing approaches to modeling this stochasticity typically combine a random noise vector with information about…

We consider linear hyperbolic balance law that describe gas flow. Stochastic influences are introduced by series of orthogonal functions. A deterministic stabilization concept, which makes deviations at steady states decay exponentially…

Optimization and Control · Mathematics 2021-02-25 Stephan Gerster

Stochastic feedback systems give rise to a variety of notions of stability. The conditions for the stability of the median, mean, and variance stability conditions differ. These conditions can be stated explicitly for scalar discrete-time…

Systems and Control · Electrical Eng. & Systems 2019-12-19 Roy S. Smith , Bassam Bamieh

Noise, through its interaction with the nonlinearity of the living systems, can give rise to counter-intuitive phenomena such as stochastic resonance, noise-delayed extinction, temporal oscillations, and spatial patterns. In this paper we…

Populations and Evolution · Quantitative Biology 2007-05-23 B. Spagnolo , D. Valenti , A. Fiasconaro

We consider a sequential decision making process, such as renewable energy trading or electrical production scheduling, whose outcome depends on the future realization of a random factor, such as a meteorological variable. We assume that…

Trading and Market Microstructure · Quantitative Finance 2021-07-01 Peter Tankov , Laura Tinsi

We introduce Neural Dynamical Systems (NDS), a method of learning dynamical models in various gray-box settings which incorporates prior knowledge in the form of systems of ordinary differential equations. NDS uses neural networks to…

The literature is rich with studies, analyses, and examples on parameter estimation for describing the evolution of chaotic dynamical systems based on measurements, even when only partial information is available through observations.…

Chaotic Dynamics · Physics 2025-08-07 Michele Baia , Tommaso Matteuzzi , Franco Bagnoli

The dynamics of one species chemical kinetics is studied. Chemical reactions are modelled by means of continuous time Markov processes whose probability distribution obeys a suitable master equation. A large deviation theory is formally…

Statistical Mechanics · Physics 2015-03-14 Carlos Escudero , Andres M. Rivera , Pedro J. Torres

We develop a rigorous theory of external influences on finite discrete dynamical systems, going beyond the perturbation paradigm, in that the external influence need not be a small contribution. Indeed, the covariance condition can be…

Mathematical Physics · Physics 2023-02-09 Carlo Maria Scandolo , Gilad Gour , Barry C. Sanders

We investigate the stochastic resonance phenomenon in a physical system based on a tunnel diode. The experimental control parameters are set to allow the control of the frequency and amplitude of the deterministic modulating signal over an…

Statistical Mechanics · Physics 2009-10-31 Rosario N. Mantegna , Bernardo Spagnolo , Marco Trapanese

In complex systems, the interplay between nonlinear and stochastic dynamics, e.g., J. Monod's necessity and chance, gives rise to an evolutionary process in Darwinian sense, in terms of discrete jumps among attractors, with punctuated…

Adaptation and Self-Organizing Systems · Physics 2013-03-18 Hong Qian

We study the modeling and prediction of dynamical systems based on conventional models derived from measurements. Such algorithms are highly desirable in situations where the underlying dynamics are hard to model from physical principles or…

Data Analysis, Statistics and Probability · Physics 2016-08-03 Markus Quade , Markus Abel , Kamran Shafi , Robert K. Niven , Bernd R. Noack

Stochastic storage models based on essentially non-Gaussian noise are considered. The stochastic description of physical systems based on stochastic storage models is associated with generalized Poisson (or shot) noise, in which the jump…

Statistical Mechanics · Physics 2025-09-22 V. V. Ryazanov

Distinguishability and, by extension, observability are key properties of dynamical systems. Establishing these properties is challenging, especially when no analytical model is available and they are to be inferred directly from…

Systems and Control · Electrical Eng. & Systems 2024-06-10 Pierre-François Massiani , Mona Buisson-Fenet , Friedrich Solowjow , Florent Di Meglio , Sebastian Trimpe

We consider the effects of noise on a model of epidemic outbreaks, where the outbreaks appear. randomly. Using a constructive transition approach that predicts large outbreaks, prior to their occurrence, we derive an adaptive control.…

Chaotic Dynamics · Physics 2009-11-11 I. B. Schwartz , L. Billings , E. M. Bollt
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