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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

Neural ordinary differential equations (NODE) have garnered significant attention for their design of continuous-depth neural networks and the ability to learn data/feature dynamics. However, for high-dimensional systems, estimating…

机器学习 · 计算机科学 2025-10-07 Muhao Guo , Haoran Li , Yang Weng

When simulating multiscale stochastic differential equations (SDEs) in high-dimensions, separation of timescales, stochastic noise and high-dimensionality can make simulations prohibitively expensive. The computational cost is dictated by…

动力系统 · 数学 2015-10-13 Miles Crosskey , Mauro Maggioni

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

最优化与控制 · 数学 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

This paper presents an alternative approach for the computation of trajectory segments on slow manifolds of saddle type. This approach is based on iterative methods rather than collocation-type methods. Compared to collocation methods, that…

动力系统 · 数学 2015-05-07 Kristian Uldall Kristiansen

Model reduction of high-dimensional dynamical systems alleviates computational burdens faced in various tasks from design optimization to model predictive control. One popular model reduction approach is based on projecting the governing…

动力系统 · 数学 2018-08-24 Francisco J. Gonzalez , Maciej Balajewicz

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…

A numerical approach for the approximation of inertial manifolds of stochastic evolutionary equations with multiplicative noise is presented and illustrated. After splitting the stochastic evolutionary equations into a backward and a…

动力系统 · 数学 2012-06-22 Xingye Kan , Jinqiao Duan , Ioannis G. Kevrekidis , Anthony J. Roberts

This work is about a slow-fast data assimilation system when only slow components are observable. First, we obtain its low dimensional reduction via an invariant slow manifold. Second, we prove that the low dimensional filter on the slow…

概率论 · 数学 2018-09-26 Huijie Qiao , Yanjie Zhang , Jinqiao Duan

We extend classical finite-dimensional Fenichel theory in two directions to infinite dimensions. Under comparably weak assumptions we show that the solution of an infinite-dimensional fast-slow system is approximated well by the…

动力系统 · 数学 2020-08-26 Felix Hummel , Christian Kuehn

Analyzing high-dimensional data with manifold learning algorithms often requires searching for the nearest neighbors of all observations. This presents a computational bottleneck in statistical manifold learning when observations of…

机器学习 · 计算机科学 2022-03-11 Fan Cheng , Anastasios Panagiotelis , Rob J Hyndman

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

We present a simple technique for the computation of coarse-scale steady states of dynamical systems with time scale separation in the form of a "wrapper" around a fine-scale simulator. We discuss how this approach alleviates certain…

The aim of this article is to highlight the interest to apply Differential Geometry and Mechanics concepts to chaotic dynamical systems study. Thus, the local metric properties of curvature and torsion will directly provide the analytical…

动力系统 · 数学 2014-08-11 Jean-Marc Ginoux , Bruno Rossetto

Inference for mechanistic models is challenging because of nonlinear interactions between model parameters and a lack of identifiability. Here we focus on a specific class of mechanistic models, which we term stable differential equations.…

统计计算 · 统计学 2017-12-13 Philip Maybank , Ingo Bojak , Richard G. Everitt

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

Chemical kinetic models in terms of ordinary differential equations correspond to finite dimensional dissipative dynamical systems involving a multiple time scale structure. Most dimension reduction approaches aimed at a slow…

动力系统 · 数学 2014-10-27 Dirk Lebiedz , Jonas Unger

In [C.W. Gear, T.J. Kaper, I.G. Kevrekidis, and A. Zagaris, Projecting to a Slow Manifold: Singularly Perturbed Systems and Legacy Codes, SIAM J. Appl. Dyn. Syst. 4 (2005) 711-732], we developed a class of iterative algorithms within the…

动力系统 · 数学 2010-09-17 A. Zagaris , C. W. Gear , T. J. Kaper , I. G. Kevrekidis

This work is concerned with the dynamics of a slow-fast stochastic evolutionary system quantified with a scale parameter. An invariant foliation decomposes the state space into geometric regions of different dynamical regimes, and thus…

偏微分方程分析 · 数学 2013-11-04 Guanggan Chen , Jinqiao Duan , Jian Zhang