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Nonlinear optimization methods are typically iterative and make use of gradient information to determine a direction of improvement and function information to effectively check for progress. When this information is corrupted by noise,…

最优化与控制 · 数学 2025-10-21 Albert S. Berahas , Michael J. O'Neill , Clément W. Royer

Identifying the origin of nonequilibrium characteristics in a generic interacting system having multiple degrees of freedom is a challenging task. In this context, information theoretic measures such as mutual information and related…

统计力学 · 物理学 2025-07-24 Biswajit Das , Sreekanth K Manikandan , Ayan Banerjee

We consider effect of stochastic sources upon self-organization process being initiated with creation of the limit cycle. General expressions obtained are applied to the stochastic Lorenz system to show that departure from equilibrium…

统计力学 · 物理学 2015-05-13 I. A. Shuda , S. S. Borysov , A. I. Olemskoi

This paper considers the Linear Quadratic Regulator problem for linear systems with unknown dynamics, a central problem in data-driven control and reinforcement learning. We propose a method that uses data to directly return a controller…

系统与控制 · 电气工程与系统科学 2020-05-05 Claudio De Persis , Pietro Tesi

A new algorithm is presented for reconstructing stochastic nonlinear dynamical models from noisy time-series data. The approach is analytical; consequently, the resulting algorithm does not require an extensive global search for the model…

其他凝聚态物理 · 物理学 2009-11-10 V. N. Smelyanskiy , D. G. Luchinsky , D. A. Timucin , A. Bandrivskyy

A common goal in the study of high dimensional and complex system is to model the system by a low order representation. In this letter we propose a general approach for assessing the quality of a reduced order model for high dimensional…

混沌动力学 · 物理学 2010-03-02 Jie Sun , Erik M. Bollt , Takashi Nishikawa

This paper proposes a chaos-based analog-to-information conversion system for the acquisition and reconstruction of sparse analog signals. The sparse signal acts as an excitation term of a continuous-time chaotic system and the compressive…

信息论 · 计算机科学 2015-06-12 Feng Xi , Sheng Yao Chen , Zhong Liu

The problem of determining the mathematical model of the dynamics of multi-dimensional control systems in the presence of noise under the condition that the correlation functions cannot be found. Known statistical dynamics of linear systems…

综合数学 · 数学 2013-01-29 V. N. Tibabishev

We evoke the idea of representation of the chaotic attractor by the set of unstable periodic orbits and disclose a novel noise-induced ordering phenomenon. For long unstable periodic orbits forming the strange attractor the weights (or…

混沌动力学 · 物理学 2014-05-14 Denis S. Goldobin

We propose an entropy measure for the analysis of chaotic attractors through recurrence networks which are un-weighted and un-directed complex networks constructed from time series of dynamical systems using specific criteria. We show that…

物理与社会 · 物理学 2019-10-02 K. P. Harikrishnan , R. Misra , G. Ambika

Chaotic synchronization performs poorly in noisy environments, with the main drawback being that the coherent receiver cannot be implemented in realistic communication channels. In this paper, we focus our study on a promising communication…

信息论 · 计算机科学 2013-02-18 Georges Kaddoum , Francois Gagnon , Denis Couillard

Scientific analysis often relies on the ability to make accurate predictions of a system's dynamics. Mechanistic models, parameterized by a number of unknown parameters, are often used for this purpose. Accurate estimation of the model…

动力系统 · 数学 2017-11-01 Franz Hamilton , Alun Lloyd , Kevin Flores

Quantum noise in a model of singly resonant frequency doubling including phase mismatch and driving in the harmonic mode is analyzed. The general formulae about the fixed points and their stability as well as the squeezing spectra…

量子物理 · 物理学 2007-05-23 C. Cabrillo , J. L. Roldan , P. Garcia-Fernandez

The problem of dynamic estimation of all parameters of a model representing chaotic and hyperchaotic systems using information from a scalar measured output is solved. The variational calculus based method is robust in the presence of…

混沌动力学 · 物理学 2015-06-26 Rahul Konnur

Many natural systems exhibit chaotic behaviour such as the weather, hydrology, neuroscience and population dynamics. Although many chaotic systems can be described by relatively simple dynamical equations, characterizing these systems can…

动力系统 · 数学 2022-06-15 H. Ribera , S. Shirman , A. V. Nguyen , N. M. Mangan

A bifurcating system subject to multiplicative noise can display on-off intermittency. Using a canonical example, we investigate the extreme sensitivity of the intermittent behavior to the nature of the noise. Through a perturbative…

统计力学 · 物理学 2009-11-11 Sebastien Aumaitre , Francois Petrelis , Kirone Mallick

We present a noise guided trajectory based system identification method for inferring the dynamical structure from observation generated by stochastic differential equations. Our method can handle various kinds of noise, including the case…

数值分析 · 数学 2024-03-06 Ziheng Guo , Igor Cialenco , Ming Zhong

Noise can induce coherent oscillations in excitable systems without periodic orbits. Here, we establish a method to derive a hybrid system approximating the noise-induced coherent oscillations in excitable systems and further perform phase…

适应与自组织系统 · 物理学 2022-05-26 Jinjie Zhu , Yuzuru Kato , Hiroya Nakao

Dynamical modelling lies at the heart of our understanding of physical systems. Its role in science is deeper than mere operational forecasting, in that it allows us to evaluate the adequacy of the mathematical structure of our models.…

数据分析、统计与概率 · 物理学 2015-06-05 Hailiang Du , Leonard A. Smith

The dynamical organization in the presence of noise of a Boolean neural network with random connections is analyzed. For low levels of noise, the system reaches a stationary state in which the majority of its elements acquire the same…

无序系统与神经网络 · 物理学 2007-05-23 Cristian Huepe , Maximino Aldana