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Distribution-dependent stochastic dynamical systems arise widely in engineering and science. We consider a class of such systems which model the limit behaviors of interacting particles moving in a vector field with random fluctuations. We…

数值分析 · 数学 2023-09-15 Wei Wei , Jianyu Hu

In this paper, we consider queueing systems where the dynamics are non-stationary and state-dependent. For performance analysis of these systems, fluid and diffusion models have been typically used. Although they are proven to be…

概率论 · 数学 2016-09-08 Young Myoung Ko , Natarajan Gautam

For complex nonlinear systems, it is challenging to design algorithms that are fast, scalable, and give an accurate approximation of the stability region. This paper proposes a sampling-based approach to address these challenges. By…

系统与控制 · 电气工程与系统科学 2024-05-24 Péter Antal , Tamás Péni , Roland Tóth

We study dynamical transportation networks in a framework that includes extensions of the classical Cell Transmission Model to arbitrary network topologies. The dynamics are modeled as systems of ordinary differential equations describing…

最优化与控制 · 数学 2014-10-28 Enrico Lovisari , Giacomo Como , Anders Rantzer , Ketan Savla

We address an issue that arises when self-consistently flattened dynamical stellar systems are constructed by adopting a distribution function (DF) that depends on the action integrals. The velocity distribution at points on the symmetry…

星系天体物理 · 物理学 2019-07-24 Raffaele Pascale , James Binney , Carlo Nipoti

Diffusion and flow-based generative models have achieved remarkable success in domains such as image synthesis, video generation, and natural language modeling. In this work, we extend these advances to weight space learning by leveraging…

机器学习 · 计算机科学 2025-10-17 Daniel Saragih , Deyu Cao , Tejas Balaji

We consider a class of models describing an ensemble of identical interacting agents subject to multiplicative noise. In the thermodynamic limit, these systems exhibit continuous and discontinuous phase transitions in a, generally,…

统计力学 · 物理学 2023-10-27 Niccolò Zagli , Grigorios A. Pavliotis , Valerio Lucarini , Alexander Alecio

A limited mobility nonequilibrium solid-on-solid dynamical model for kinetic surface growth is introduced as a simple description for the morphological evolution of a growing interface under random vapor deposition and surface diffusion…

统计力学 · 物理学 2007-05-23 S. Das Sarma , P. Punyindu

Discontinuous dynamical systems with grazing solutions are discussed. The group property, continuation of solutions, continuity and smoothness of motions are thoroughly analyzed. A variational system around a grazing solution which depends…

动力系统 · 数学 2016-04-20 Marat Akhmet , Aysegul Kivilcim

We propose a stochastic optimization method for minimizing loss functions, expressed as an expected value, that adaptively controls the batch size used in the computation of gradient approximations and the step size used to move along such…

机器学习 · 计算机科学 2020-03-04 Achraf Bahamou , Donald Goldfarb

In learning from demonstrations, many generative models of trajectories make simplifying assumptions of independence. Correctness is sacrificed in the name of tractability and speed of the learning phase. The ignored dependencies, which…

机器人学 · 计算机科学 2020-11-09 Emmanuel Pignat , Hakan Girgin , Sylvain Calinon

Spatial nonstationarity, the location variance of features' statistical distributions, is ubiquitous in many natural settings. For example, in geological reservoirs rock matrix porosity varies vertically due to geomechanical compaction…

机器学习 · 计算机科学 2023-08-09 Lei Liu , Javier E. Santos , Maša Prodanović , Michael J. Pyrcz

We introduce and study a variational framework for the analysis of empirical risk based inference for dynamical systems and ergodic processes. The analysis applies to a two-stage estimation procedure in which (i) the trajectory of an…

动力系统 · 数学 2018-01-24 Kevin McGoff , Andrew B. Nobel

In this paper, we investigate finite-horizon optimal density steering problems for discrete-time stochastic linear dynamical systems whose state probability densities can be represented as Gaussian Mixture Models (GMMs). Our goal is to…

最优化与控制 · 数学 2025-01-07 Isin M Balci , Efstathios Bakolas

We construct explicit examples of one-dimensional driven diffusive systems for two and three species of interacting particles, defined by asymmetric dynamical rules which do not obey detailed balance, but whose nonequilibrium…

统计力学 · 物理学 2007-05-23 J. M. Luck , C. Godreche

Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…

统计力学 · 物理学 2022-10-18 Dimitra Maoutsa , Manfred Opper

We propose a dynamic factor model (DFM) where the latent factors are linked to observed variables with unknown and potentially nonlinear functions. The key novelty and source of flexibility of our approach is a nonparametric observation…

计量经济学 · 经济学 2025-09-08 Tony Chernis , Niko Hauzenberger , Haroon Mumtaz , Michael Pfarrhofer

The paper describes a novel method for studying the stability of nonautonomous dynamical systems. This method based on the flow and divergence of the vector field with coupling to the method of Lyapunov functions. The necessary and…

系统与控制 · 电气工程与系统科学 2020-03-31 Igor Furtat

We analyse large deviations of the dynamical activity in one-dimensional systems of diffusing hard particles. Using an optimal-control representation of the large-deviation problem, we analyse effective interaction forces which can be added…

统计力学 · 物理学 2020-01-22 Jakub Dolezal , Robert L. Jack

Diffusion policies are becoming mainstream in robotic manipulation but suffer from hard negative class imbalance due to uniform sampling and lack of sample difficulty awareness, leading to slow training convergence and frequent inference…

机器人学 · 计算机科学 2026-04-20 Xinglei Yu , Zhenyang Liu , Shufeng Nan , Simo Wu , Yanwei Fu