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When starting an N -body simulation of an isolated galaxy, it is desirable to select particles from a distribution function to ensure that the model is in equilibrium. Random sampling from a DF is widely used, but results in a set of particles that differs by shot noise from that intended. This paper presents a method to reduce sampling noise that has been developed by the author in a many collaborations over a number of years. The technique has been partly described in past papers, though the ideas have not previously been gathered together, nor have its advantages been clearly demonstrated in past work. Of course, sampling errors can also be reduced by a brute force increase in the number of particles, but methods to achieve the same effect with fewer particles have obvious advantages. Here we not only describe the method, but also present three sets of simulations to illustrate the practical advantages of reducing sampling error. The improvements are not dramatic, but are clearly worth having. [ABSTRACT FROM AUTHOR]

Noise poses a challenge for learning dynamical-system models because already small variations can distort the dynamics described by trajectory data. This work builds on operator inference from scientific machine learning to infer low-dimensional models from high-dimensional state trajectories polluted with noise. The presented analysis shows that, under certain conditions, the inferred operators are unbiased estimators of the well-studied projection-based reduced operators from traditional model reduction. Furthermore, the connection between operator inference and projection-based model reduction enables bounding the mean-squared errors of predictions made with the learned models with respect to traditional reduced models. The analysis also motivates an active operator inference approach that judiciously samples high-dimensional trajectories with the aim of achieving a low mean-squared error by reducing the effect of noise. Numerical experiments with high-dimensional linear and nonlinear state dynamics demonstrate that predictions obtained with active operator inference have orders of magnitude lower mean-squared errors than operator inference with traditional, equidistantly sampled trajectory data. [ABSTRACT FROM AUTHOR]

The problem of differentiating a function with bounded second derivative in the presence of bounded measurement noise is considered in both continuous-time and sampled-data settings. Fundamental performance limitations of causal differentiators, in terms of the smallest achievable worst-case differentiation error, are shown. A robust exact differentiator is then constructed via the adaptation of a single parameter of a linear differentiator. It is demonstrated that the resulting differentiator exhibits a combination of properties that outperforms existing continuous-time differentiators: it is robust with respect to noise, it instantaneously converges to the exact derivative in the absence of noise, and it attains the smallest possible—hence optimal—upper bound on its differentiation error under noisy measurements. For sample-based differentiators, the concept of quasi-exactness is introduced to classify differentiators that achieve the lowest possible worst-case error based on sampled measurements in the absence of noise. A straightforward sample-based implementation of the proposed linear adaptive continuous-time differentiator is shown to achieve quasi-exactness after a single sampling step as well as a theoretically optimal differentiation error bound that, in addition, converges to the continuous-time optimal one as the sampling period becomes arbitrarily small. A numerical simulation illustrates the presented formal results. [ABSTRACT FROM AUTHOR]

In this paper, a fast decomposition algorithm of positive and negative sequence components is derived first. And based on analyzing the interaction between sampling noise and time (angle) delay, a sampling-noise-optimized decomposition algorithm is proposed. This optimized method can identify positive and negative sequence components quickly and limit the error caused by sampling noise. Compared with existing methods, the new algorithm has a rapid response speed and greatly reduces the sampling noise level under the same response time. Therefore it is more suitable for those time-critical applications. Simulation results are in correspond with analytical conclusions and the validity of the method is examined. • Noise-optimized fast decomposition method of positive & negative sequence components. • Faster response speed and relatively lower sampling noise level. • A generic algorithm for different time-critical applications. [ABSTRACT FROM AUTHOR]