Extracting macroscopic dynamics: model problems and algorithms
From MaRDI portal
Publication:4652935
DOI10.1088/0951-7715/17/6/R01zbMath1073.82038MaRDI QIDQ4652935
Raz Kupferman, Dror Givon, Andrew M. Stuart
Publication date: 28 February 2005
Published in: Nonlinearity (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Hamilton's equations (70H05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Simulation of dynamical systems (37M05)
Related Items (only showing first 100 items - show all)
A trajectory-free framework for analysing multiscale systems ⋮ Smooth approximation of stochastic differential equations ⋮ Efficient Numerical Algorithms for the Generalized Langevin Equation ⋮ Incorporating physical constraints in a deep probabilistic machine learning framework for coarse-graining dynamical systems ⋮ Machine learning for prediction with missing dynamics ⋮ Parameter estimation for multiscale diffusions ⋮ Sampling the posterior: an approach to non-Gaussian data assimilation ⋮ Oscillatory Systems with Three Separated Time Scales: Analysis and Computation ⋮ Accuracy and efficiency of reduced stochastic models for chaotic Hamiltonian systems with time-scale separation ⋮ Evolutionary Γ-convergence of gradient systems modeling slow and fast chemical reactions ⋮ Discovery of slow variables in a class of multiscale stochastic systems via neural networks ⋮ Averaging of semigroups associated to diffusion processes on a simplex ⋮ Model reduction via parametrized locally invariant manifolds: Some examples ⋮ Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with $\alpha$-Stable Noise ⋮ The emergence of fast oscillations in a reduced primitive equation model and its implications for closure theories ⋮ Data-Driven Reduction for a Class of Multiscale Fast-Slow Stochastic Dynamical Systems ⋮ A priori estimation of memory effects in reduced-order models of nonlinear systems using the Mori–Zwanzig formalism ⋮ Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics ⋮ Data-driven non-Markovian closure models ⋮ Convergence of Equation-Free Methods in the Case of Finite Time Scale Separation with Application to Deterministic and Stochastic Systems ⋮ Ensemble-type numerical uncertainty information from single model integrations ⋮ Reduced α-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise ⋮ Using some results about the Lie evolution of differential operators to obtain the Fokker-Planck equation for non-Hamiltonian dynamical systems of interest ⋮ Optimal spatiotemporal reduced order modeling. I: Proposed framework ⋮ A Nonequilibrium Statistical Model of Spectrally Truncated Burgers-Hopf Dynamics ⋮ Pathwise estimates for an effective dynamics ⋮ Dimension reduction for systems with slow relaxation. In memory of Leo P. Kadanoff ⋮ Coarse projective kMC integration: Forward/reverse initial and boundary value problems ⋮ An optimization principle for deriving nonequilibrium statistical models of Hamiltonian dynamics ⋮ Probability density function (PDF) models for particle transport in porous media ⋮ Testing transition state theory on Kac-Zwanzig model ⋮ Ensemble Inference Methods for Models With Noisy and Expensive Likelihoods ⋮ Nonparametric Uncertainty Quantification for Stochastic Gradient Flows ⋮ Quantification of coarse-graining error in Langevin and overdamped Langevin dynamics ⋮ Effects of population- and seed bank size fluctuations on neutral evolution and efficacy of natural selection ⋮ Reversible-equivalent-monomolecular tau: a leaping method for ``small number and stiff stochastic chemical systems ⋮ On Near Optimal Control of Systems with Slow Observables ⋮ High-order Numerical Homogenization for Dissipative Ordinary Differential Equations ⋮ Fractional stochastic differential equations satisfying fluctuation-dissipation theorem ⋮ Homogenization for generalized Langevin equations with applications to anomalous diffusion ⋮ Performance of distributed multiscale simulations ⋮ Numerical development and evaluation of an energy conserving conceptual stochastic climate model ⋮ A data-driven approximation of the koopman operator: extending dynamic mode decomposition ⋮ Good coupling for the multiscale patch scheme on systems with microscale heterogeneity ⋮ Stochastic goal-oriented error estimation with memory ⋮ Ergodic SDEs on submanifolds and related numerical sampling schemes ⋮ COUPLE MICROSCALE PERIODIC PATCHES TO SIMULATE MACROSCALE EMERGENT DYNAMICS ⋮ Coarse Graining of Nonreversible Stochastic Differential Equations: Quantitative Results and Connections to Averaging ⋮ Effective dynamics for a kinetic Monte-Carlo model with slow and fast time scales ⋮ Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise ⋮ A Weak Characterization of Slow Variables in Stochastic Dynamical Systems ⋮ Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle ⋮ Homogenization for a class of generalized Langevin equations with an application to thermophoresis ⋮ On a computational approach for the approximate dynamics of averaged variables in nonlinear ODE systems: toward the derivation of constitutive laws of the rate type ⋮ Resolution of subgrid microscale interactions enhances the discretisation of nonautonomous partial differential equations ⋮ Sampling Low-Dimensional Markovian Dynamics for Preasymptotically Recovering Reduced Models from Data with Operator Inference ⋮ Parameter estimation via homogenization for stochastic dynamical systems with oscillating coefficients ⋮ Generalized Langevin equations for systems with local interactions ⋮ Data-adaptive harmonic spectra and multilayer Stuart-Landau models ⋮ On the small mass limit of quantum Brownian motion with inhomogeneous damping and diffusion ⋮ On the validity of linear response theory in high-dimensional deterministic dynamical systems ⋮ Derivation of delay equation climate models using the Mori-Zwanzig formalism ⋮ Physics-Constrained, Data-Driven Discovery of Coarse-Grained Dynamics ⋮ Pairwise adaptive thermostats for improved accuracy and stability in dissipative particle dynamics ⋮ A hierarchy of approximations of the master equation scaled by a size parameter ⋮ Limit theorems for projections of random walk on a hypersphere ⋮ The Langevin limit of the Nosé-Hoover-Langevin thermostat ⋮ An efficient iterative algorithm for the approximation of the fast and slow dynamics of stiff systems ⋮ A comparative study of two stochastic mode reduction methods ⋮ Ergodic pumping: a mechanism to drive biomolecular conformation changes ⋮ Diffusion maps, spectral clustering and reaction coordinates of dynamical systems ⋮ Spectral Techniques to Explore Point Clouds in Euclidean Space, with Applications to Collective Coordinates in Structural Biology ⋮ Spectral properties of dynamical systems, model reduction and decompositions ⋮ On the application of ``equation-free modelling to neural systems ⋮ On finite-size Lyapunov exponents in multiscale systems ⋮ Adaptive Thermostats for Noisy Gradient Systems ⋮ A new framework for extracting coarse-grained models from time series with multiscale structure ⋮ Homogenization of coupled fast-slow systems via intermediate stochastic regularization ⋮ Maximum likelihood drift estimation for multiscale diffusions ⋮ Spatial adaptive sampling in multiscale simulation ⋮ Langevin equation in systems with also negative temperatures ⋮ Operator inference of non-Markovian terms for learning reduced models from partially observed state trajectories ⋮ Stochastic Model Reduction for Slow-Fast Systems with Moderate Time Scale Separation ⋮ Predicting critical transitions in multiscale dynamical systems using reservoir computing ⋮ Edgeworth expansions for slow–fast systems with finite time-scale separation ⋮ An inequality connecting entropy distance, Fisher information and large deviations ⋮ Jarzynski's equality, fluctuation theorems, and variance reduction: mathematical analysis and numerical algorithms ⋮ Parareal Multiscale Methods for Highly Oscillatory Dynamical Systems ⋮ ON THE FLUCTUATION-RESPONSE RELATION IN GEOPHYSICAL SYSTEMS ⋮ On the convergence of population protocols when population goes to infinity ⋮ Simulation of Non-Lipschitz Stochastic Differential Equations Driven by $\alpha$-Stable Noise: A Method Based on Deterministic Homogenization ⋮ Effective dynamics for non-reversible stochastic differential equations: a quantitative study ⋮ Intrusive and data-driven reduced order modelling of the rotating thermal shallow water equation ⋮ Variational approach to closure of nonlinear dynamical systems: autonomous case ⋮ Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part I: Theory ⋮ Modeling of missing dynamical systems: deriving parametric models using a nonparametric framework ⋮ Kernel Analog Forecasting: Multiscale Test Problems ⋮ Transitions in stochastic non-equilibrium systems: efficient reduction and analysis ⋮ Model reduction for a power grid model ⋮ Modeling disease transmission near eradication: an equation free approach
This page was built for publication: Extracting macroscopic dynamics: model problems and algorithms
