Related papers: An algorithm for series expansions based on hierar…
We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…
Based on quasi-stationary distribution ideas, a general finite size scaling theory is proposed for discontinuous nonequilibrium phase transitions into absorbing states. Analogously to the equilibrium case, we show that quantities such as,…
Using a reference system approach, we develop an analytical theory for the adsorption of random heteropolymers with exponentially decaying and/or oscillating sequence correlations on planar homogeneous surfaces. We obtain a simple equation…
Currently, there is no general theory for deriving diffusion approximations of queueing systems with high- or infinite-dimensional state descriptors. In this paper, we explore one path for deriving diffusion limit equations of queueing…
A new method is proposed which allows a reconstruction of time series based on higher order multiscale statistics given by a hierarchical process. This method is able to model the time series not only on a specific scale but for a range of…
We consider a dynamic method, based on synchronization and adaptive control, to estimate unknown parameters of a nonlinear dynamical system from a given scalar chaotic time series. We present an important extension of the method when time…
Understanding the dynamics of spatially extended systems represents a challenge in diverse scientific disciplines, ranging from physics and mathematics to the earth and climate sciences or the neurosciences. This challenge has stimulated…
New algorithms for construction of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces are presented. These algorithms are based on a special technique of sequential…
We provide examples of initial data which saturate the enhanced diffusion rates proved for general shear flows which are H\"{o}lder regular or Lipschitz continuous with critical points, and for regular circular flows, establishing the…
In the present paper, a discrete differential calculus is introduced and used to describe dynamical systems over arbitrary graphs. The discretization of space and time allows the derivation of Heisenberg-like uncertainty inequalities and of…
In power system dynamic simulation, up to 90% of the computational time is devoted to solve the network equations, i.e., a set of linear equations. Traditional approaches are based on sparse LU factorization, which is inherently sequential.…
This paper introduces a novel deep-learning-based approach for numerical simulation of a time-evolving Schr\"odinger equation inspired by stochastic mechanics and generative diffusion models. Unlike existing approaches, which exhibit…
In this paper, we consider the problem of extraction of most informative features from time series that are regarded as observed values of stochastic processes satisfying the It{\^{o}} stochastic differential equations with unknown random…
We apply a new formalism to derive the higher-order quantum kinetic expansion (QKE) for studying dissipative dynamics in a general quantum network coupled with an arbitrary thermal bath. The dynamics of system population is described by a…
The non-stationary evolution of observable quantities in complex systems can frequently be described as a juxtaposition of quasi-stationary spells. Given that standard theoretical and data analysis approaches usually rely on the assumption…
Hamiltonian matrices appear in a variety or problems in physics and engineering, mostly related to the time evolution of linear dynamical systems as for instance in ion beam optics. The time evolution is given by symplectic transfer…
Three numerical algorithms are proposed to solve the time-dependent elastodynamic equations in elastic solids. All algorithms are based on approximating the solution of the equations, which can be written as a matrix exponential. By…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
In this study we present an extension of the replicator equation with diffusion to multiplex graphs. We derive an exact formula for the diffusion term, which shows that, while diffusion is linear for numbers of agents, it is necessary to…
Optimization tasks are crucial in statistical machine learning. Recently, there has been great interest in leveraging tools from dynamical systems to derive accelerated and robust optimization methods via suitable discretizations of…