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Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…

统计力学 · 物理学 2025-05-01 Youngkyoung Bae , Seungwoong Ha , Hawoong Jeong

We discuss a general Bayesian framework on modeling multidimensional function-valued processes by using a Gaussian process or a heavy-tailed process as a prior, enabling us to handle nonseparable and/or nonstationary covariance structure.…

统计方法学 · 统计学 2020-07-29 Evandro Konzen , Jian Qing Shi , Zhanfeng Wang

Machine learned force fields typically require manual construction of training sets consisting of thousands of first principles calculations, which can result in low training efficiency and unpredictable errors when applied to structures…

Accurate state estimation requires careful consideration of uncertainty surrounding the process and measurement models; these characteristics are usually not well-known and need an experienced designer to select the covariance matrices. An…

机器学习 · 统计学 2025-07-18 Pardha Sai Krishna Ala , Ameya Salvi , Venkat Krovi , Matthias Schmid

This paper investigates the robot state estimation problem within a non-inertial environment. The proposed state estimation approach relaxes the common assumption of static ground in the system modeling. The process and measurement models…

机器人学 · 计算机科学 2024-03-26 Zijian He , Sangli Teng , Tzu-Yuan Lin , Maani Ghaffari , Yan Gu

Particle physics experiments such as those run in the Large Hadron Collider result in huge quantities of data, which are boiled down to a few numbers from which it is hoped that a signal will be detected. We discuss a simple probability…

应用统计 · 统计学 2011-02-18 A. C. Davison , N. Sartori

Extracting governing physics from data is a key challenge in many areas of science and technology. The existing techniques for equations discovery are dependent on both input and state measurements; however, in practice, we only have access…

数据分析、统计与概率 · 物理学 2022-08-12 Tapas Tripura , Souvik Chakraborty

Phase response curves are important for analysis and modeling of oscillatory dynamics in various applications, particularly in neuroscience. Standard experimental technique for determining them requires isolation of the system and…

适应与自组织系统 · 物理学 2018-09-20 Rok Cestnik , Michael Rosenblum

We consider online prediction of a latent dynamic spatiotemporal process and estimation of the associated model parameters based on noisy data. The problem is motivated by the analysis of spatial data arriving in real-time and the current…

统计计算 · 统计学 2017-08-14 Evangelos Evangelou , Vasileios Maroulas

We study stochastic resonance in an over-damped approximation of the stochastic Duffing oscillator from a random dynamical systems point of view. We analyse this problem in the general framework of random dynamical systems with a…

动力系统 · 数学 2015-10-26 Anna Maria Cherubini , Jeroen S. W. Lamb , Martin Rasmussen , Yuzuru Sato

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

统计方法学 · 统计学 2022-01-27 Christos Merkatas , Simo Särkkä

In this work, we introduce a novel framework which combines physics and machine learning methods to analyse acoustic signals. Three methods are developed for this task: a Bayesian inference approach for inferring the spectral acoustics…

声音 · 计算机科学 2023-05-30 Yongchao Huang , Yuhang He , Hong Ge

The increased availability of observation data from engineering systems in operation poses the question of how to incorporate this data into finite element models. To this end, we propose a novel statistical construction of the finite…

统计方法学 · 统计学 2021-01-25 Mark Girolami , Eky Febrianto , Ge Yin , Fehmi Cirak

We consider a stochastic perturbation of the phase field alpha-Navier-Stokes model with vesicle-fluid interaction. It consists in a system of nonlinear evolution partial differential equations modeling the fluid-structure interaction…

概率论 · 数学 2019-01-08 Ludovic Goudenège , Luigi Manca

A well-established approach for inferring full displacement and stress fields from possibly sparse data is to calibrate the parameter of a given constitutive model using a Bayesian update. After calibration, a (stochastic) forward…

计算工程、金融与科学 · 计算机科学 2023-08-09 Vahab B. Narouie , Henning Wessels , Ulrich Römer

Quantum sensors typically translate external fields into a periodic response whose frequency is then determined by analyses performed in Fourier space. This allows for a linear inference of the parameters that characterize external signals.…

量子物理 · 物理学 2021-08-27 R. Puebla , Y. Ban , J. F. Haase , M. B. Plenio , M. Paternostro , J. Casanova

We introduce an invariant phase description of stochastic oscillations by generalizing the concept of standard isophases. The average isophases are constructed as sections in the state space, having a constant mean first return time. The…

混沌动力学 · 物理学 2015-06-12 Justus T. C. Schwabedal , Arkady Pikovsky

The dynamics of the spin-boson Hamiltonian is considered in the stochastic approximation. The Hamiltonian describes a two-level system coupled to an environment and is widely used in physics, chemistry and the theory of quantum measurement.…

量子物理 · 物理学 2016-09-08 L. Accardi , S. V. Kozyrev , I. V. Volovich

The complex nature of inertial confinement fusion (ICF) experiments results in a very large number of experimental parameters that are only known with limited reliability. These parameters, combined with the myriad physical models that…

等离子体物理 · 物理学 2015-06-15 Jim A Gaffney , Dan Clark , Vijay Sonnad , Stephen B Libby

We report on the possibilities of using the method of normal fundamental systems for solving some problems of oscillation theory. Large elastic dynamical systems with continuous and discrete parameters are considered, which have many…

数值分析 · 数学 2007-05-23 Olena V. Mul , Delfim F. M. Torres