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This article proposes for stochastic partial differential equations (SPDEs) driven by additive noise, a novel approach for the approximate parameterizations of the ``small'' scales by the ``large'' ones, along with the derivaton of the…

Analysis of PDEs · Mathematics 2013-11-14 Mickaël D. Chekroun , Honghu Liu , Shouhong Wang

This work investigates a three-dimensional slow-fast stochastic system with quadratic nonlinearity and additive noise, inspired by fluid dynamics. The deterministic counterpart exhibits a periodic orbit and a slow manifold. We demonstrate…

Dynamical Systems · Mathematics 2025-01-22 Mickaël D. Chekroun , Jeroen S. W. Lamb , Christian J. Pangerl , Martin Rasmussen

Assessment of the degree of boundedness/stability of multidimensional nonlinear systems with time-dependent and nonperiodic coefficients is an important problem in various applied areas which has no adequate resolution yet. Most of the…

Dynamical Systems · Mathematics 2022-06-07 Mark A. Pinsky

Invariant manifolds are important constructs for the quantitative and qualitative understanding of nonlinear phenomena in dynamical systems. In nonlinear damped mechanical systems, for instance, spectral submanifolds have emerged as useful…

Computational Engineering, Finance, and Science · Computer Science 2021-10-15 Shobhit Jain , George Haller

In spatially extended systems, it is common to find latent variables that are hard, or even impossible, to measure with acceptable precision, but are crucially important for the proper description of the dynamics. This substantially…

Numerical Analysis · Computer Science 2019-08-28 Patrick A. K. Reinbold , Roman O. Grigoriev

We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Johannes Teutsch , Sebastian Kerz , Dirk Wollherr , Marion Leibold

Sufficient conditions for global stabilization of nonlinear systems with delayed input by means of approximate predictors are presented. An approximate predictor is a mapping which approximates the exact values of the stabilizing input for…

Optimization and Control · Mathematics 2009-10-21 Iasson Karafyllis

One fundamental problem in studying dynamical process is whether it is possible and how to construct prediction model for an unknown system via sampled time series, especially in the modern big data era. The research in this area is…

Dynamical Systems · Mathematics 2024-11-15 Xiao-Song Yang

Uncertainty quantification is a primary challenge for reliable modeling and simulation of complex stochastic dynamics. Such problems are typically plagued with incomplete information that may enter as uncertainty in the model parameters, or…

Probability · Mathematics 2015-07-15 Paul Dupuis , Markos A. Katsoulakis , Yannis Pantazis , Petr Plechac

Time-delay dynamical systems inherently embody infinite-dimensional dynamics, thereby amplifying their complexity. This aspect is especially notable in nonlinear dynamical systems, which frequently defy analytical solutions and necessitate…

Dynamical Systems · Mathematics 2025-05-20 Yuan Tang , Mingwu Li

This paper considers the problem of learning, from samples, the dependency structure of a system of linear stochastic differential equations, when some of the variables are latent. In particular, we observe the time evolution of some…

Machine Learning · Computer Science 2012-05-02 Ali Jalali , Sujay Sanghavi

Several physical systems in condensed matter have been modeled approximating their constituent particles as hard objects. The hard spheres model has been indeed one of the cornerstones of the computational and theoretical description in…

Computational Physics · Physics 2015-05-13 Cristiano De Michele

Perturbation theory can be reformulated as dynamical theory. Then a sequence of perturbative approximations is bijective to a trajectory of dynamical system with discrete time, called the approximation cascade. Here we concentrate our…

Statistical Mechanics · Physics 2015-06-25 V. I. Yukalov , E. P. Yukalova

In Hamiltonian systems subjected to periodic perturbations the stable and unstable manifolds of the unstable periodic orbits provide the dynamical "skeleton" that drives the mixing process and bounds the chaotic regions of the phase space.…

Plasma Physics · Physics 2016-10-05 David Ciro Taborda , Todd Edwin Evans , Iberê Luiz Caldas

Jamming is a phenomenon shared by a wide variety of systems, such as granular materials, foams, and glasses in their high density regime. This has motivated the development of a theoretical framework capable of explaining many of their…

Statistical Mechanics · Physics 2021-06-24 Rafael Díaz Hernández Rojas , Giorgio Parisi , Federico Ricci-Tersenghi

The limiting slow dynamics of slow-fast, piecewise-linear, continuous systems of ODEs occurs on critical manifolds that are piecewise-linear. At points of non-differentiability, such manifolds are not normally hyperbolic and so the…

Dynamical Systems · Mathematics 2018-01-16 David J. W. Simpson

The classical dynamics of a particle that is driven by a rapidly oscillating potential (with frequency $\omega$) is studied. The motion is separated into a slow part and a fast part that oscillates around the slow part. The motion of the…

Chaotic Dynamics · Physics 2007-05-23 Saar Rahav , Eli Geva , Shmuel Fishman

The incidence of rare events in fast-slow systems is investigated via analysis of the large deviation principle (LDP) that characterizes the likelihood and pathway of large fluctuations of the slow variables away from their mean behavior --…

Statistical Mechanics · Physics 2016-02-17 Freddy Bouchet , Tobias Grafke , Tomás Tangarife , Eric Vanden-Eijnden

In this paper, we investigate the speed of convergence and higher-order asymptotics of solutions to the porous medium equation posed in $\mathbf{R}^N$. Applying a nonlinear change of variables, we rewrite the equation as a diffusion on a…

Analysis of PDEs · Mathematics 2015-05-26 Christian Seis

We construct a data-driven dynamical system model for a macroscopic variable the Reynolds number of a high-dimensionally chaotic fluid flow by training its scalar time-series data. We use a machine-learning approach, the reservoir computing…

Fluid Dynamics · Physics 2022-02-01 Kengo Nakai , Yoshitaka Saiki
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