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This paper is concerned with a dissipativity theory for dynamical systems governed by linear Ito stochastic differential equations driven by random noise with an uncertain drift. The deviation of the noise from a standard Wiener process in…

最优化与控制 · 数学 2012-08-21 Igor G. Vladimirov , Ian R. Petersen

We conjecture that the inherent difference in generalisation between adaptive and non-adaptive gradient methods in deep learning stems from the increased estimation noise in the flattest directions of the true loss surface. We demonstrate…

机器学习 · 统计学 2022-03-17 Diego Granziol , Nicholas Baskerville

We investigate the behavior of dissipative particle dynamics (DPD) with time-correlated random noise. A new stochastic force for DPD is proposed which consists of a random force whose noise has an algebraic correlation proportional to 1/t…

统计力学 · 物理学 2019-01-10 Morgane Borreguero , Marco Ellero , Nikolaus A. Adams

In recent work we proposed a novel theory of dark matter (DM) superfluidity that matches the successes of the LambdaCDM model on cosmological scales while simultaneously reproducing MOdified Newtonian Dynamics (MOND) phenomenology on…

宇宙学与河外天体物理 · 物理学 2016-06-01 Justin Khoury

The dynamic mode decomposition (DMD) is a broadly applicable dimensionality reduction algorithm that approximates a matrix containing time-series data by the outer product of a matrix of exponentials, representing Fourier-like time…

最优化与控制 · 数学 2017-12-07 Travis Askham , Peng Zheng , Aleksandr Aravkin , J. Nathan Kutz

The Dynamic Mode Decomposition (DMD) extracted dynamic modes are the non-orthogonal eigenvectors of the matrix that best approximates the one-step temporal evolution of the multivariate samples. In the context of dynamical system analysis,…

统计理论 · 数学 2020-03-09 Arvind Prasadan , Raj Rao Nadakuditi

We consider the effect of noise on the dynamics generated by volume-preserving maps on a d-dimensional torus. The quantity we use to measure the irreversibility of the dynamics is the dissipation time. We focus on the asymptotic behaviour…

动力系统 · 数学 2009-11-10 A. Fannjiang , S. Nonnenmacher , L. Wolowski

This article proposes an improved trajectory optimization approach for stochastic optimal control of dynamical systems affected by measurement noise by combining optimal control with maximum likelihood techniques to improve the reduction of…

系统与控制 · 电气工程与系统科学 2023-12-25 Prakash Mallick , Zhiyong Chen

We propose Comprehensive Robust Dynamic Mode Decomposition (CR-DMD), a novel framework that robustifies the entire DMD process - from mode extraction to dimensional reduction - against mixed noise. Although standard DMD widely used for…

信号处理 · 电气工程与系统科学 2026-01-19 Yuki Nakamura , Shingo Takemoto , Shunsuke Ono

This paper studies whether numerically preserving monotonic properties can offer modelling advantages in data assimilation, particularly when the signal or data is a realization of a stochastic partial differential equation (SPDE) or…

计算物理 · 物理学 2025-02-19 James Woodfield

Dynamic Mode Decomposition (DMD) is a data-driven decomposition technique extracting spatio-temporal patterns of time-dependent phenomena. In this paper, we perform a comprehensive theoretical analysis of various variants of DMD. We provide…

数值分析 · 数学 2022-02-15 Tim Krake , Daniel Weiskopf , Bernhard Eberhardt

We discuss a few mathematical aspects of random dynamical decoupling, a key tool procedure in quantum information theory. In particular, we place it in the context of discrete stochastic processes, limit theorems and CPT semigroups on…

量子物理 · 物理学 2015-06-19 Robin Hillier , Christian Arenz , Daniel Burgarth

The advantage that quantum systems provide for certain quantum information processing tasks over their classical counterparts can be quantified within the general framework of resource theories. Certain distance functions between quantum…

量子物理 · 物理学 2023-05-17 Lucas Tendick , Martin Kliesch , Hermann Kampermann , Dagmar Bruß

There is a broad need in the neuroscience community to understand and visualize large-scale recordings of neural activity, big data acquired by tens or hundreds of electrodes simultaneously recording dynamic brain activity over minutes to…

神经元与认知 · 定量生物学 2015-11-24 Bingni W. Brunton , Lise A. Johnson , Jeffrey G. Ojemann , J. Nathan Kutz

Mixup is an efficient data augmentation approach that improves the generalization of neural networks by smoothing the decision boundary with mixed data. Recently, dynamic mixup methods have improved previous static policies effectively…

机器学习 · 计算机科学 2023-10-24 Zicheng Liu , Siyuan Li , Ge Wang , Cheng Tan , Lirong Wu , Stan Z. Li

Scientific research and engineering practice often require the modeling and decomposition of nonlinear systems. The Dynamic Mode Decomposition (DMD) is a novel Koopman-based technique that effectively dissects high-dimensional nonlinear…

Decoherence is all around us. Every quantum system that interacts with the environment is doomed to decohere. The preservation of quantum coherence is one of the major challenges faced in quantum technologies, but its use as a resource is…

量子物理 · 物理学 2020-06-23 Gaurav Saxena , Eric Chitambar , Gilad Gour

We derive a monotonicity property for general, transient flows of a commodity transferred throughout a network, where the flow is characterized by density and mass flux dynamics on the edges with density continuity and mass balance…

最优化与控制 · 数学 2016-03-31 Anatoly Zlotnik , Sidhant Misra , Marc Vuffray , Michael Chertkov

Resource theories are broad frameworks that capture how useful objects are in performing specific tasks. In this paper we devise a formal resource theory quantum measurements, focusing on the ability of a measurement to acquire information.…

量子物理 · 物理学 2021-05-03 Thomas Guff , Nathan A. McMahon , Yuval R. Sanders , Alexei Gilchrist

Dynamic Mode Decomposition (DMD) is a data-driven modeling tool that generates a model from spatio-temporal data. The data needs to be as clean as possible for DMD to come up with a faithful model. We review a few data-filtering methods to…