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Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features…

Computational Engineering, Finance, and Science · Computer Science 2021-09-03 Chao Yin , Xihaier Luo , Ahsan Kareem

The physical sciences are replete with dynamical systems that require the resolution of a wide range of length and time scales. This presents significant computational challenges since direct numerical simulation requires discretization at…

Machine Learning · Computer Science 2025-11-11 Andrew F. Ilersich , Prasanth B. Nair

Dynamical symmetries are of considerable importance in elucidating the complex behaviour of strongly interacting systems with many degrees of freedom. Paradigmatic examples are cooperative phenomena as they arise in phase transitions, where…

Mathematical Physics · Physics 2015-11-16 Malte Henkel

For dynamical systems that can be modelled as asymptotically stable linear systems forced by Gaussian noise, this paper develops methods to infer or estimate their modes from observations in real time. The modes can be real or complex. For…

Machine Learning · Statistics 2019-10-30 Robert S. MacKay

Dynamical systems see widespread use in natural sciences like physics, biology, chemistry, as well as engineering disciplines such as circuit analysis, computational fluid dynamics, and control. For simple systems, the differential…

Multiple time scale stochastic dynamical systems are ubiquitous in science and engineering, and the reduction of such systems and their models to only their slow components is often essential for scientific computation and further analysis.…

Dynamical Systems · Mathematics 2015-01-22 Carmeline J. Dsilva , Ronen Talmon , C. William Gear , Ronald R. Coifman , Ioannis G. Kevrekidis

We analyst in detail a new approach to the monitoring and forecasting of the onset of transitions in high dimensional complex systems (see Phys. Rev. Lett . vol. 113, 264102 (2014)) by application to the Tangled Nature Model of evolutionary…

Adaptation and Self-Organizing Systems · Physics 2015-08-03 Duccio Piovani , Jelena Grujic , Henrik Jeldtoft Jensen

The objective of this contribution is to compare two methods proposed recently in order to build efficient reduced-order models for geometrically nonlinear structures. The first method relies on the normal form theory that allows one to…

Numerical Analysis · Mathematics 2022-02-22 Alessandra Vizzaccaro , Loïc Salles , Cyril Touzé

In this short note, we discuss the basic approach to computational modeling of dynamical systems. If a dynamical system contains multiple time scales, ranging from very fast to slow, computational solution of the dynamical system can be…

Numerical Analysis · Mathematics 2012-05-15 Johan Jansson , Claes Johnson , Anders Logg

The dynamical systems of the form $\ddot\bold r=\bold F (\bold r,\dot\bold r)$ in $\Bbb R^n$ accepting the normal shift are considered. The concept of weak normality for them is introduced. The partial differential equations for the force…

patt-sol · Physics 2009-10-28 A. Yu. Boldin , R. A. Sharipov

We consider the relation for the stochastic equilibrium states between the reduced system on a random slow manifold and the original system. This provides a theoretical basis for the reduction about sophisti- cated detailed models by the…

Dynamical Systems · Mathematics 2018-05-15 Ziying He , Rui Cai , Jinqiao Duan , Xianming Liu

This paper explores the connection between dynamical system properties and statistical physics of ensembles of such systems. Simple models are used to give novel phase transitions; particularly for finite N particle systems with many…

Statistical Mechanics · Physics 2007-11-06 Ajay Patwardhan

Differential equations are used in a wide variety of disciplines, describing the complex behavior of the physical world. Analytic solutions to these equations are often difficult to solve for, limiting our current ability to solve complex…

Machine Learning · Computer Science 2022-08-09 Ethan Mills , Alexey Pozdnyakov

This paper introduces coordinate-independent methods for analysing multiscale dynamical systems using numerical techniques based on the transfer operator and its adjoint. In particular, we present a method for testing whether an arbitrary…

Dynamical Systems · Mathematics 2014-09-30 Gary Froyland , Georg A. Gottwald , Andy Hammerlindl

Complex systems are often characterized by the interplay of multiple interconnected dynamical processes operating across a range of temporal scales. This phenomenon is widespread in both biological and artificial scenarios, making it…

Statistical Mechanics · Physics 2025-09-08 Giorgio Nicoletti , Daniel M. Busiello

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 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

The normal form and zero dynamics are powerful tools useful in analysis and control of both linear and nonlinear systems. There are no simple closed form solutions to the general zero dynamics problem for nonlinear systems. A few algorithms…

Optimization and Control · Mathematics 2018-12-06 Siamak Tafazoli

Many consequential real-world systems, like wind fields and ocean currents, are dynamic and hard to model. Learning their governing dynamics remains a central challenge in scientific machine learning. Dynamic Mode Decomposition (DMD)…

Machine Learning · Computer Science 2025-11-26 Yujin Kim , Sarah Dean

We consider the modeling of the dynamics of the chemostat at its very source. The chemostat is classically represented as a system of ordinary differential equations. Our goal is to establish a stochastic model that is valid at the scale…

Quantitative Methods · Quantitative Biology 2011-07-07 Fabien Campillo , Marc Joannides , Irène Larramendy