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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

It is well known that the seven-step backward difference formula (BDF) is unstable for the parabolic equations, since it is not even zero-stable. However, a linear combination of two non zero-stable schemes, namely the seven-step BDF and…

Numerical Analysis · Mathematics 2025-09-03 Minghua Chen , Jiankang Shi , Fan Yu , Zhi Zhou

We present a multirate method that is particularly suited for integrating the systems of Ordinary Differential Equations (ODEs) that arise in step models of surface evolution. The surface of a crystal lattice, that is slightly miscut from a…

Numerical Analysis · Mathematics 2008-10-15 Pak-Wing Fok , Rodolfo R. Rosales

We study dynamical reversibility in stationary stochastic processes from an information theoretic perspective. Extending earlier work on the reversibility of Markov chains, we focus on finitary processes with arbitrarily long conditional…

Statistical Mechanics · Physics 2015-05-28 Christopher J. Ellison , John R. Mahoney , Ryan G. James , James P. Crutchfield , Joerg Reichardt

In this paper, we develop a class of robust numerical methods for solving dynamical systems with multiple time scales. We first represent the solution of a multiscale dynamical system as a transformation of a slowly varying solution. Then,…

Numerical Analysis · Mathematics 2019-09-11 Thomas Y. Hou , Zhongjian Wang , Zhiwen Zhang

The inverse problem method is tested for a class of mean field statistical mechanics models representing a mixture of particles of different species. The robustness of the inversion is investigated for different values of the physical…

Mathematical Physics · Physics 2015-06-12 M. Fedele , C. Vernia , P. Contucci

Results on the problem of stabilizing a nonlinear continuous-time system by a finite number of control or measurement values are presented. The basic tool is a discontinuous version of the so-called semi-global backstepping lemma. We derive…

Optimization and Control · Mathematics 2010-04-13 C. De Persis

We present a new solution for fundamental problems in nonlinear dynamical systems: finding, verifying, and stabilizing cycles. The solution we propose consists of a new control method based on mixing previous states of the system (or the…

Dynamical Systems · Mathematics 2017-12-19 D. Dmitrishin , I. E. Iacob , I. Skrinnik , A. Stokolos

We consider high order, implicit Runge-Kutta schemes to solve time-dependent stiff PDEs on dynamically adapted grids generated by multiresolution analysis for unsteady problems disclosing localized fronts. The multiresolution finite volume…

Numerical Analysis · Mathematics 2016-04-04 Max Duarte , Richard Dobbins , Mitchell Smooke

Koopman analysis can be used to understand the dynamics of a nonlinear dynamical system in terms a linear, but generally infinite dimensional operator. The isostable coordinate system focuses on the slowest decaying principal Koopman…

Dynamical Systems · Mathematics 2025-07-21 Dan Wilson

The depth of networks plays a crucial role in the effectiveness of deep learning. However, the memory requirement for backpropagation scales linearly with the number of layers, which leads to memory bottlenecks during training. Moreover,…

Numerical Analysis · Mathematics 2025-02-20 Sofya Maslovskaya , Sina Ober-Blöbaum , Christian Offen , Pranav Singh , Boris Wembe

This paper presents a robust, distributed algorithm to solve general linear programs. The algorithm design builds on the characterization of the solutions of the linear program as saddle points of a modified Lagrangian function. We show…

Optimization and Control · Mathematics 2014-09-26 Dean Richert , Jorge Cortes

This paper addresses the problem of stabilizing a part of variables for control systems described by stochastic differential equations of the Ito type. The considered problem is related to the asymptotic stability property of invariant sets…

Optimization and Control · Mathematics 2020-02-07 Alexander Zuyev , Iryna Vasylieva

Learning complex trajectories from demonstrations in robotic tasks has been effectively addressed through the utilization of Dynamical Systems (DS). State-of-the-art DS learning methods ensure stability of the generated trajectories;…

Robotics · Computer Science 2024-12-10 Andreas Sochopoulos , Michael Gienger , Sethu Vijayakumar

In this paper we address the question of whether it is possible to integrate time-dependent high-dimensional PDEs with hierarchical tensor methods and explicit time stepping schemes. To this end, we develop sufficient conditions for…

Numerical Analysis · Mathematics 2020-03-18 Abram Rodgers , Daniele Venturi

In this work we shall review the (phased) inverse scattering problem and then pursue the phaseless reconstruction from far-field data with the help of the concept of scattering coefficients. We perform sensitivity, resolution and stability…

Numerical Analysis · Mathematics 2015-10-15 Habib Ammari , Yat Tin Chow , Jun Zou

This paper is concerned with an inverse moving point source problem in electromagnetics. The aim is to reconstruct the moving orbit from the tangential components of magnetic fields taken at a finite number of observation points. The…

Numerical Analysis · Mathematics 2025-07-22 Minghui Li , Guanghui Hu , Yue Zhao

We introduce and demonstrate two linear inverse modelling methods for systems of stochastic ODE's with accuracy that is independent of the dimensionality (number of elements) of the state vector representing the system in question.…

Data Analysis, Statistics and Probability · Physics 2015-04-29 Fenwick C. Cooper

Sparse regression has emerged as a popular technique for learning dynamical systems from temporal data, beginning with the SINDy (Sparse Identification of Nonlinear Dynamics) framework proposed by arXiv:1509.03580. Quantifying the…

Methodology · Statistics 2023-08-21 Sara Venkatraman , Sumanta Basu , Martin T. Wells

This study develops a fixed-time convergent saddle point dynamical system for solving min-max problems under a relaxation of standard convexity-concavity assumption. In particular, it is shown that by leveraging the dynamical systems…

Optimization and Control · Mathematics 2022-07-28 Kunal Garg , Mayank Baranwal
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