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Early warning indicators often suffer from the shortness and coarse-graining of real-world time series. Furthermore, the typically strong and correlated noise contributions in real applications are severe drawbacks for statistical measures.…

数据分析、统计与概率 · 物理学 2026-03-03 Martin Heßler , Oliver Kamps

Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their…

机器学习 · 统计学 2021-11-01 Mikhail Genkin , Owen Hughes , Tatiana A. Engel

Many parts of the Earth system are thought to have multiple stable equilibrium states, with the potential for rapid and sometimes catastrophic shifts between them. The most common frameworks for analyzing stability changes, however, require…

混沌动力学 · 物理学 2025-07-01 Taylor Smith , Andreas Morr , Bodo Bookhagen , Niklas Boers

The rate of entropy production provides a useful quantitative measure of a non-equilibrium system and estimating it directly from time-series data from experiments is highly desirable. Several approaches have been considered for stationary…

统计力学 · 物理学 2022-02-21 Shun Otsubo , Sreekanth K Manikandan , Takahiro Sagawa , Supriya Krishnamurthy

We consider the problem of global stability of nonlinear sampled-data systems. Sampled-data systems are a form of hybrid model which arises when discrete measurements and updates are used to control continuous-time plants. In this paper, we…

最优化与控制 · 数学 2014-08-25 Matthew M. Peet , Alexandre Seuret

Forecasting the evolution of complex systems is one of the grand challenges of modern data science. The fundamental difficulty lies in understanding the structure of the observed stochastic process. In this paper, we show that every…

统计理论 · 数学 2020-01-01 Xiucai Ding , Zhou Zhou

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…

动力系统 · 数学 2022-06-07 Mark A. Pinsky

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

最优化与控制 · 数学 2010-09-08 Debasish Chatterjee , Daniel Liberzon

Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, using observations on either mean exit time or escape…

动力系统 · 数学 2013-06-04 Ting Gao , Jinqiao Duan

We propose a novel method applied to extrasolar planetary dynamics to describe the system stability. The observations in this field serve the measurements mainly of radial velocity, transit time, and/or celestial position. These scalar time…

地球与行星天体物理 · 物理学 2020-01-08 Tamas Kovacs

Stability is among the most important concepts in dynamical systems. Local stability is well-studied, whereas determining how "globally stable" a nonlinear system is very challenging. Over the last few decades, many different ideas have…

动力系统 · 数学 2022-10-10 Hana Krakovská , Christian Kühn , Iacopo P. Longo

Dynamical systems theory has long provided a foundation for understanding evolving phenomena across scientific domains. Yet, the application of this theory to complex real-world systems remains challenging due to issues in mathematical…

机器学习 · 计算机科学 2024-11-05 Samuel A. Moore , Brian P. Mann , Boyuan Chen

This paper develops a new approach to the estimation of the degree of boundedness or stability of multidimensional nonlinear systems with time-dependent nonperiodic coefficients-an essential task in various engineering and natural science…

动力系统 · 数学 2022-06-16 Mark A. Pinsky

We present a novel methodology based on filtered data and moving averages for estimating effective dynamics from observations of multiscale systems. We show in a semi-parametric framework of the Langevin type that our approach is…

数值分析 · 数学 2022-01-25 Giacomo Garegnani , Andrea Zanoni

This paper introduces a novel approach to quantifying ecological resilience in biological systems, particularly focusing on noisy systems responding to episodic disturbances with sudden adaptations. Incorporating concepts from…

定量方法 · 定量生物学 2024-12-24 Jorge M. Ramirez , Juan M. Restrepo , Valerio Lucarini , David Weston

Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…

机器学习 · 统计学 2026-04-28 Ludovico T. Giorgini

Stability analysis and control of linear impulsive systems is addressed in a hybrid framework, through the use of continuous-time time-varying discontinuous Lyapunov functions. Necessary and sufficient conditions for stability of impulsive…

最优化与控制 · 数学 2013-11-15 Corentin Briat

The measured time series from complex systems are renowned for their intricate stochastic behavior, characterized by random fluctuations stemming from external influences and nonlinear interactions. These fluctuations take diverse forms,…

统计力学 · 物理学 2025-03-19 Pyei Phyo Lin , Matthias Wächter , Joachim Peinke , M. Reza Rahimi Tabar

This paper introduces an innovative method for ensuring global stability in a broad array of nonlinear systems. The novel approach enhances the traditional analysis based on Jacobian matrices by incorporating the Taylor series boundary…

系统与控制 · 电气工程与系统科学 2024-08-07 Samaneh Alsadat Saeedinia , Mojtaba Sharifi , Seyed Mohammad Hosseindokht , Hedieh Jafarpourdavatgar

We recently showed that the dynamics of coarse-grained observables in systems out of thermal equilibrium are governed by the non-stationary generalized Langevin equation [J. Chem. Phys. 147, 214110 (2017), J. Chem. Phys. 150, 174118…

统计力学 · 物理学 2021-05-21 Fabian Glatzel , Tanja Schilling
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