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Analyzing signals arising from dynamical systems typically requires many modeling assumptions and parameter estimation. In high dimensions, this modeling is particularly difficult due to the "curse of dimensionality". In this paper, we…

Systems and Control · Computer Science 2016-12-21 Tal Shnitzer , Ronen Talmon , Jean-Jacques Slotine

The aim of this article is to highlight the interest to apply Differential Geometry and Mechanics concepts to chaotic dynamical systems study. Thus, the local metric properties of curvature and torsion will directly provide the analytical…

Dynamical Systems · Mathematics 2014-08-11 Jean-Marc Ginoux , Bruno Rossetto

The slow processes of metastable stochastic dynamical systems are difficult to access by direct numerical simulation due the sampling problem. Here, we suggest an approach for modeling the slow parts of Markov processes by approximating the…

Mathematical Physics · Physics 2012-12-03 Frank Noé , Feliks Nüske

Large scale dynamical systems (e.g. many nonlinear coupled differential equations) can often be summarized in terms of only a few state variables (a few equations), a trait that reduces complexity and facilitates exploration of behavioral…

Model order reduction in high-dimensional, nonlinear dynamical systems if often enabled through fast-slow timescale separation. One such approach involves identifying a low-dimensional slow manifold to which the state rapidly converges and…

Dynamical Systems · Mathematics 2026-05-14 Dan Wilson

This work is about parameter estimation for a fast-slow stochastic system with non-Gaussian $\alpha$-stable L\'evy noise. When the observations are only available for slow components, a system parameter is estimated and the accuracy for…

Dynamical Systems · Mathematics 2020-02-28 Ying Chao , Pingyuan Wei , Jinqiao Duan

Stability is a basic requirement when studying the behavior of dynamical systems. However, stabilizing dynamical systems via reinforcement learning is challenging because only little data can be collected over short time horizons before…

Optimization and Control · Mathematics 2024-11-01 Steffen W. R. Werner , Benjamin Peherstorfer

We consider complex dynamical systems showing metastable behavior but no local separation of fast and slow time scales. The article raises the question of whether such systems exhibit a low-dimensional manifold supporting its effective…

Dynamical Systems · Mathematics 2019-07-10 Andreas Bittracher , Péter Koltai , Stefan Klus , Ralf Banisch , Michael Dellnitz , Christof Schütte

This work aims at understanding the slow dynamics of a nonlocal fast-slow stochastic evolutionary system with stable Levy noise. Slow manifolds along with exponential tracking property for a nonlocal fast-slow stochastic evolutionary system…

Analysis of PDEs · Mathematics 2019-10-02 Hina Zulfiqar , Shenglan Yuan , Ziying He , Jinqiao Duan

In this document, we deal with the stabilization problem of slow-fast systems (or singularly perturbed Ordinary Differential Equations) at a non-hyperbolic point. The class of systems studied here have the following properties: 1) they have…

Systems and Control · Computer Science 2017-04-26 H. Jardon-Kojakhmetov , Jacquelien M. A. Scherpen , D. del Puerto-Flores

This work is concerned with the dynamics of a slow-fast stochastic evolutionary system quantified with a scale parameter. An invariant foliation decomposes the state space into geometric regions of different dynamical regimes, and thus…

Analysis of PDEs · Mathematics 2013-11-04 Guanggan Chen , Jinqiao Duan , Jian Zhang

We consider a dynamical system, possibly infinite dimensional or non-autonomous, with fast and slow time scales which is oscillatory with high frequencies in the fast directions. We first derive and justify the limit system of the slow…

Dynamical Systems · Mathematics 2011-03-10 Nan Lu , Chongchun Zeng

The identification of slow invariant manifolds (SIMs) is an essential part in model-order reduction for reactive systems. The mathematical definition of the SIM by Fenichel can be considered unsatisfactory, because it is only applicable to…

Differential Geometry · Mathematics 2019-05-08 Johannes Poppe , Dirk Lebiedz

We introduce a nonlinear stochastic model reduction technique for high-dimensional stochastic dynamical systems that have a low-dimensional invariant effective manifold with slow dynamics, and high-dimensional, large fast modes. Given only…

Machine Learning · Statistics 2023-10-25 Felix X. -F. Ye , Sichen Yang , Mauro Maggioni

Multiscale stochastic dynamical systems have been widely adopted to a variety of scientific and engineering problems due to their capability of depicting complex phenomena in many real world applications. This work is devoted to…

Machine Learning · Statistics 2024-01-02 Lingyu Feng , Ting Gao , Min Dai , Jinqiao Duan

Finite-dimensional dissipative dynamical systems with multiple time-scales are obtained when modeling chemical reaction kinetics with ordinary differential equations. Such stiff systems are computationally hard to solve and therefore,…

Optimization and Control · Mathematics 2019-07-03 Marcus Heitel , Robin Verschueren , Moritz Diehl , Dirk Lebiedz

A non-perturbative approach to the time-averaging of nonlinear, autonomous ODE systems is developed based on invariant manifold methodology. The method is implemented computationally and applied to model problems arising in the mechanics of…

Numerical Analysis · Mathematics 2009-11-11 Amit Acharya , Aarti Sawant

We extend classical finite-dimensional Fenichel theory in two directions to infinite dimensions. Under comparably weak assumptions we show that the solution of an infinite-dimensional fast-slow system is approximated well by the…

Dynamical Systems · Mathematics 2020-08-26 Felix Hummel , Christian Kuehn

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…

Statistical Mechanics · Physics 2011-10-11 P. L. Krapivsky , J. M. Luck , K. Mallick

We consider model order reduction of parameterized Hamiltonian systems describing nondissipative phenomena, like wave-type and transport dominated problems. The development of reduced basis methods for such models is challenged by two main…

Numerical Analysis · Mathematics 2021-05-27 Cecilia Pagliantini