Soumyendu Raha

Abhishek Ajayakumar, Soumyendu Raha

Many real-world systems are modelled using complex ordinary differential equations (ODEs). However, the dimensionality of these systems can make them challenging to analyze. Dimensionality reduction techniques like Proper Orthogonal Decomposition (POD) can be used in such cases. However, these reduced order models are susceptible to perturbations in the input. We propose a novel framework that combines machine learning and data assimilation techniques to improving surrogate models to handle perturbations in input data effectively. Through rigorous experiments on dynamical systems modelled on graphs, we demonstrate that our framework substantially improves the accuracy of surrogate models under input perturbations. Furthermore, we evaluate the framework's efficacy on alternative surrogate models, including neural ODEs, and the empirical results consistently show enhanced performance.

Sk. Safique Ahmad, Nagalinga Rajan, Soumyendu Raha

To analyze the stability of Itô stochastic differential equations with multiplicative noise, we introduce the stochastic logarithmic norm. The logarithmic norm was originally introduced by G. Dahlquist in 1958 as a tool to study the growth of solutions to ordinary differential equations and for estimating the error growth in discretization methods for their approximate solutions. We extend the concept to the stability analysis of Itô stochastic differential equations with multiplicative noise. Stability estimates for linear Itô SDEs using the one, two and $\infty$-norms in the $l$-th mean, where $1 \leq l < \infty $, are derived and the application of the stochastic logarithmic norm is illustrated with examples.

Y. Harsha Vardhana Reddy, Soumyendu Raha

The operational reliability of a high performance marine vessel depends critically on the health of its marine propulsion systems, which are increasingly subjected to diverse operational loads and environmental stressors. This paper proposes a robust mathematical framework for non-linear state-space forecasting of marine engine parameters using adaptive-window multi-particle stochastic differential equations. Traditional time-series models such as Vector Autoregressive Integrated Moving Average, often fail to capture the inherent stochasticity and transient dynamics of complex systems due to their reliance on fixed-window linear assumptions. To address this, we develop a dual-layered estimation approach: first, an adaptive lookback mechanism dynamically adjusts the learning window size based on the instantaneous drift magnitude, ensuring responsiveness during non-stationary regimes. Second, a Multi-Particle ensemble is evolved via Euler-Maruyama discretization, where each particle trajectory represents a stochastic realization of the system state. To refine the ensemble mean and mitigate the "noise-chasing" behavior of raw estimators, a Girsanov transform induced change of probability measure is implemented, assigning higher probabilistic weights to particles that align with the physical drift. Theoretical evaluation and empirical benchmarking demonstrate that the proposed adaptive SDE framework significantly outperforms classical statistical baselines in multi-step prediction stability and computational efficiency. The model provides a scalable, "grey-box" solution for real-time risk quantification in systems characterized by high-frequency volatility and non-linear transitions.