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相关论文: Nonlinear model reduction for slow-fast stochastic…

200 篇论文

A stochastic mode reduction strategy is applied to multiscale models with a deterministic energy-conserving fast sub-system. Specifically, we consider situations where the slow variables are driven stochastically and interact with the fast…

概率论 · 数学 2014-10-14 Ankita Jain , Ilya Timofeyev , Eric Vanden-Eijnden

This work presents a method for constructing online-efficient reduced models of large-scale systems governed by parametrized nonlinear scalar conservation laws. The solution manifolds induced by transport-dominated problems such as…

数值分析 · 数学 2021-01-01 Donsub Rim , Benjamin Peherstorfer , Kyle T. Mandli

We examine robust output feedback control of discrete-time nonlinear systems with bounded uncertainties affecting the dynamics and measurements. Specifically, we demonstrate how to construct semi-infinite programs that produce gains to…

系统与控制 · 电气工程与系统科学 2024-09-16 Jad Wehbeh , Eric C. Kerrigan

Projection-based model reduction has become a popular approach to reduce the cost associated with integrating large-scale dynamical systems so they can be used in many-query settings such as optimization and uncertainty quantification. For…

数值分析 · 数学 2020-08-26 Han Gao , Jian-Xun Wang , Matthew J. Zahr

This article establishes the foundation for a new theory of invariant/integral manifolds for non-autonomous dynamical systems. Current rigorous support for dimensional reduction modelling of slow-fast systems is limited by the rare events…

动力系统 · 数学 2022-06-01 A. J. Roberts

The sparse identification of nonlinear dynamics (SINDy) has been established as an effective method to learn interpretable models of dynamical systems from data. However, for high-dimensional slow-fast dynamical systems, the regression…

动力系统 · 数学 2025-07-02 Diemen Delgado-Cano , Erick Kracht , Urban Fasel , Benjamin Herrmann

This study presents a method for constructing a sequence of approximate solutions of increasing accuracy to general equilibrium models on nonlocal domains. The method is based on a technique originated from dynamical systems theory. The…

经济学 · 定量金融 2015-06-16 Viktors Ajevskis

We study a Wong-Zakai approximation for the random slow manifold of a slow-fast stochastic dynamical system. We first deduce the existence of the random slow manifold about an approximation system driven by an integrated Ornstein-Uhlenbeck…

动力系统 · 数学 2018-05-15 Ziying He , Xinyong Zhang , Tao Jiang , Xianming Liu

The paper proposes a new adaptive approach to power system model reduction for fast and accurate time-domain simulation. This new approach is a compromise between linear model reduction for faster simulation and nonlinear model reduction…

系统与控制 · 计算机科学 2017-11-13 Denis Osipov , Kai Sun

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

最优化与控制 · 数学 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

We consider multiscale stochastic dynamical systems. In this article an \emph{intermediate} reduced model is obtained for a slow-fast system with fast mode driven by white noise. First, the reduced stochastic system on exponentially…

数学物理 · 物理学 2009-03-10 W. Wang , A. J. Roberts

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…

This work is about a slow-fast data assimilation system under non-Gaussian noisy fluctuations. Firstly, we show the existence of a random invariant manifold for a stochastic dynamical system with non-Gaussian noise and two-time scales.…

概率论 · 数学 2018-11-12 Yanjie Zhang , Huijie Qiao , Jinqiao Duan

This paper aims at reviewing nonlinear methods for model order reduction of structures with geometric nonlinearity, with a special emphasis on the techniques based on invariant manifold theory. Nonlinear methods differ from linear based…

数值分析 · 数学 2022-05-26 Cyril Touzé , Alessandra Vizzaccaro , Olivier Thomas

The simulation of large nonlinear dynamical systems, including systems generated by discretization of hyperbolic partial differential equations, can be computationally demanding. Such systems are important in both fluid and kinetic…

等离子体物理 · 物理学 2021-06-14 Alexander Engel , Graeme Smith , Scott E. Parker

In this paper, we introduce a fictitious dynamics for describing the only fast relaxation of a stiff ordinary differential equation (ODE) system towards a stable low-dimensional invariant manifold in the phase-space (slow invariant manifold…

统计力学 · 物理学 2025-10-01 Eliodoro Chiavazzo

Finding a reduction of complex, high-dimensional dynamics to its essential, low-dimensional "heart" remains a challenging yet necessary prerequisite for designing efficient numerical approaches. Machine learning methods have the potential…

动力系统 · 数学 2022-06-15 Przemyslaw Zielinski , Jan S. Hesthaven

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…

动力系统 · 数学 2025-05-20 Yuan Tang , Mingwu Li

In this effort we propose a data-driven learning framework for reduced order modeling of fluid dynamics. Designing accurate and efficient reduced order models for nonlinear fluid dynamic problems is challenging for many practical…

计算物理 · 物理学 2018-12-05 Xuping Xie , Guannan Zhang , Clayton G. Webster

Recently, many reinforcement learning techniques were shown to have provable guarantees in the simple case of linear dynamics, especially in problems like linear quadratic regulators. However, in practice, many reinforcement learning…

机器学习 · 计算机科学 2020-06-30 Abraham Frandsen , Rong Ge