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Rui Carvalho

Publications and source records attributed to Rui Carvalho.

18 recordsLinked to original sources

Fast and principled equation discovery from chaos to climate

Our ability to predict, control, and ultimately understand complex systems rests on discovering the equations that govern their dynamics. Identifying these equations directly from noisy, limited observations has therefore become a central challenge in data-driven science, yet existing library-based sparse regression methods force a compromise between automation, statistical rigor, and computational efficiency. Here we develop Bayesian-ARGOS, a hybrid framework that reconciles these demands by combining rapid frequentist screening with focused Bayesian inference, enabling automated equation discovery with principled uncertainty quantification at a fraction of the computational cost of existing methods. Tested on seven chaotic systems under varying data scarcity and noise levels, Bayesian-ARGOS outperforms two state-of-the-art methods in most scenarios. It surpasses SINDy in data efficiency for all systems and noise tolerance for six out of the seven, with a two-order-of-magnitude reduction in computational cost compared to bootstrap-based ARGOS. The probabilistic formulation additionally enables a suite of standard statistical diagnostics, including influence analysis and multicollinearity detection that expose failure modes otherwise opaque. When integrated with representation learning (SINDy-SHRED) for high dimensional sea surface temperature reconstruction, Bayesian-ARGOS increases the yield of valid latent equations with significantly improved long horizon stability. Bayesian-ARGOS thus provides a principled, automated, and computationally efficient route from scarce and noisy observations to interpretable governing equations, offering a practical framework for equation discovery across scales, from benchmark chaotic systems to the latent dynamics underlying global climate patterns.

cs.LG

Automating the Discovery of Partial Differential Equations in Dynamical Systems

Identifying partial differential equations (PDEs) from data is crucial for understanding the governing mechanisms of natural phenomena, yet it remains a challenging task. We present an extension to the ARGOS framework, ARGOS-RAL, which leverages sparse regression with the recurrent adaptive lasso to identify PDEs from limited prior knowledge automatically. Our method automates calculating partial derivatives, constructing a candidate library, and estimating a sparse model. We rigorously evaluate the performance of ARGOS-RAL in identifying canonical PDEs under various noise levels and sample sizes, demonstrating its robustness in handling noisy and non-uniformly distributed data. We also test the algorithm's performance on datasets consisting solely of random noise to simulate scenarios with severely compromised data quality. Our results show that ARGOS-RAL effectively and reliably identifies the underlying PDEs from data, outperforming the sequential threshold ridge regression method in most cases. We highlight the potential of combining statistical methods, machine learning, and dynamical systems theory to automatically discover governing equations from collected data, streamlining the scientific modeling process.

cs.LG

Automatically identifying ordinary differential equations from data

Discovering nonlinear differential equations that describe system dynamics from empirical data is a fundamental challenge in contemporary science. Here, we propose a methodology to identify dynamical laws by integrating denoising techniques to smooth the signal, sparse regression to identify the relevant parameters, and bootstrap confidence intervals to quantify the uncertainty of the estimates. We evaluate our method on well-known ordinary differential equations with an ensemble of random initial conditions, time series of increasing length, and varying signal-to-noise ratios. Our algorithm consistently identifies three-dimensional systems, given moderately-sized time series and high levels of signal quality relative to background noise. By accurately discovering dynamical systems automatically, our methodology has the potential to impact the understanding of complex systems, especially in fields where data are abundant, but developing mathematical models demands considerable effort.

cs.LG

Explaining the distribution of energy consumption at slow charging infrastructure for electric vehicles from socio-economic data

Here, we develop a data-centric approach enabling to analyse which activities, function, and characteristics of the environment surrounding the slow charging infrastructure impact the distribution of the electricity consumed at slow charging infrastructure. To gain a basic insight, we analysed the probabilistic distribution of energy consumption and its relation to indicators characterizing charging events. We collected geospatial datasets and utilizing statistical methods for data pre-processing, we prepared features modelling the spatial context in which the charging infrastructure operates. To enhance the statistical reliability of results, we applied the bootstrap method together with the Lasso method that combines regression with variable selection ability. We evaluate the statistical distributions of the selected regression coefficients. We identified the most influential features correlated with energy consumption, indicating that the spatial context of the charging infrastructure affects its utilization pattern. Many of these features are related to the economic prosperity of residents. Application of the methodology to a specific class of charging infrastructure enables the differentiation of selected features, e.g. by the used rollout strategy. Overall, the paper demonstrates the application of statistical methodologies to energy data and provides insights on factors potentially shaping the energy consumption that could be utilized when developing models to inform charging infrastructure deployment and planning of power grids.

stat.AP

Collective Effects and Performance of Algorithmic Electric Vehicle Charging Strategies

We combine the power flow model with the proportionally fair optimization criterion to study the control of congestion within a distribution electric grid network. The form of the mathematical optimization problem is a convex second order cone that can be solved by modern non-linear interior point methods and constitutes the core of a dynamic simulation of electric vehicles (EV) joining and leaving the charging network. The preferences of EV drivers, represented by simple algorithmic strategies, are conveyed to the optimizing component by real-time adjustments to user-specific weighting parameters that are then directly incorporated into the objective function. The algorithmic strategies utilize a small number of parameters that characterize the user's budgets, expectations on the availability of vehicles and the charging process. We investigate the collective behaviour emerging from individual strategies and evaluate their performance by means of computer simulation.

math.OC

Controlling congestion on complex networks: fairness, efficiency and network structure

We consider two elementary (max-flow and uniform-flow) and two realistic (max-min fairness and proportional fairness) congestion control schemes, and analyse how the algorithms and network structure affect throughput, the fairness of flow allocation, and the location of bottleneck edges. The more realistic proportional fairness and max-min fairness algorithms have similar throughput, but path flow allocations are more unequal in scale-free than in random regular networks. Scale-free networks have lower throughput than their random regular counterparts in the uniform-flow algorithm, which is favoured in the complex networks literature. We show, however, that this relation is reversed on all other congestion control algorithms for a region of the parameter space given by the degree exponent $γ$ and average degree ${k}$. Moreover, the uniform-flow algorithm severely underestimates the network throughput of congested networks, and a rich phenomenology of path flow allocations is only present in the more realistic $α$-fair family of algorithms. Finally, we show that the number of paths passing through an edge characterises the location of a wide range of bottleneck edges in these algorithms. Such identification of bottlenecks could provide a bridge between the two fields of complex networks and congestion control.

physics.soc-ph

Critical behaviour in charging of electric vehicles

The increasing penetration of electric vehicles over the coming decades, taken together with the high cost to upgrade local distribution networks and consumer demand for home charging, suggest that managing congestion on low voltage networks will be a crucial component of the electric vehicle revolution and the move away from fossil fuels in transportation. Here, we model the max-flow and proportional fairness protocols for the control of congestion caused by a fleet of vehicles charging on two real-world distribution networks. We show that the system undergoes a continuous phase transition to a congested state as a function of the rate of vehicles plugging to the network to charge. We focus on the order parameter and its fluctuations close to the phase transition, and show that the critical point depends on the choice of congestion protocol. Finally, we analyse the inequality in the charging times as the vehicle arrival rate increases, and show that charging times are considerably more equitable in proportional fairness than in max-flow.

math.OC

Resilience of natural gas networks during conflicts, crises and disruptions

Human conflict, geopolitical crises, terrorist attacks, and natural disasters can turn large parts of energy distribution networks offline. Europe's current gas supply network is largely dependent on deliveries from Russia and North Africa, creating vulnerabililties to social and political instabilities. During crises, less delivery may mean greater congestion, as the pipeline network is used in ways it has not been designed for. Given the importance of the security of natural gas supply, we develop a model to handle network congestion on various geographical scales. We offer a resilient response strategy to energy shortages and quantify its effectiveness for a variety of relevant scenarios. In essence, Europe's gas supply can be made robust even to major supply disruptions, if a fair distribution strategy is applied.

physics.soc-ph

Fair sharing of resources in a supply network with constraints

This paper investigates the effect of network topology on the fair allocation of network resources among a set of agents, an all-important issue for the efficiency of transportation networks all around us. We analyse a generic mechanism that distributes network capacity fairly among existing flow demands. The problem can be solved by semi-analytical methods on a nearest neighbour graph with one source and sink pair, when transport occurs over shortest paths. For this setup, we uncover a broad range of patterns of intersecting shortest paths as a function of the distance between the source and the sink. When the number of intersections is the maximum and the distance between the source and the sink is large, we find that a fair allocation implies a decrease of at least 50% from the maximum throughput. We also find that the histogram of the flow allocations assigned to the agents decays as a power-law with exponent -1. Our semi-analytical framework suggests possible explanations for the well-known reduction of the throughput in fair allocations. It also suggests that the combination of network topology and routing rules can lead to highly uneven (but fair) distributions of resources, a remark of caution to network designers.

physics.soc-ph

Robustness of Trans-European Gas Networks

Here we uncover the load and fault-tolerant backbones of the trans-European gas pipeline network. Combining topological data with information on inter-country flows, we estimate the global load of the network and its tolerance to failures. To do this, we apply two complementary methods generalized from the betweenness centrality and the maximum flow. We find that the gas pipeline network has grown to satisfy a dual-purpose: on one hand, the major pipelines are crossed by a large number of shortest paths thereby increasing the efficiency of the network; on the other hand, a non-operational pipeline causes only a minimal impact on network capacity, implying that the network is error-tolerant. These findings suggest that the trans-European gas pipeline network is robust, i.e., error tolerant to failures of high load links.

physics.soc-ph

Socioeconomic Networks with Long-Range Interactions

We study a modified version of a model previously proposed by Jackson and Wolinsky to account for communicating information and allocating goods in socioeconomic networks. In the model, the utility function of each node is given by a weighted sum of contributions from all accessible nodes. The weights, parameterized by the variable $δ$, decrease with distance. We introduce a growth mechanism where new nodes attach to the existing network preferentially by utility. By increasing $δ$, the network structure evolves from a power-law to an exponential degree distribution, passing through a regime characterised by shorter average path length, lower degree assortativity and higher central point dominance. In the second part of the paper we compare different network structures in terms of the average utility received by each node. We show that power-law networks provide higher average utility than Poisson random networks. This provides a possible justification for the ubiquitousness of scale-free networks in the real world.

physics.soc-ph

Scaling and allometry in the building geometries of Greater London

Many aggregate distributions of urban activities such as city sizes reveal scaling but hardly any work exists on the properties of spatial distributions within individual cities, notwithstanding considerable knowledge about their fractal structure. We redress this here by examining scaling relationships in a world city using data on the geometric properties of individual buildings. We first summarise how power laws can be used to approximate the size distributions of buildings, in analogy to city-size distributions which have been widely studied as rank-size and lognormal distributions following Zipf and Gibrat. We then extend this analysis to allometric relationships between buildings in terms of their different geometric size properties. We present some preliminary analysis of building heights from the Emporis database which suggests very strong scaling in world cities. The data base for Greater London is then introduced from which we extract 3.6 million buildings whose scaling properties we explore. We examine key allometric relationships between these different properties illustrating how building shape changes according to size, and we extend this analysis to the classification of buildings according to land use types. We conclude with an analysis of two-point correlation functions of building geometries which supports our non-spatial analysis of scaling.

physics.soc-ph

The Geography of Scientific Productivity: Scaling in U.S. Computer Science

Here we extract the geographical addresses of authors in the Citeseer database of computer science papers. We show that the productivity of research centres in the United States follows a power-law regime, apart from the most productive centres for which we do not have enough data to reach definite conclusions. To investigate the spatial distribution of computer science research centres in the United States, we compute the two-point correlation function of the spatial point process and show that the observed power-laws do not disappear even when we change the physical representation from geographical space to cartogram space. Our work suggests that the effect of physical location poses a challenge to ongoing efforts to develop realistic models of scientific productivity. We propose that the introduction of a fine scale geography may lead to more sophisticated indicators of scientific output.

physics.soc-ph

A rigorous definition of axial lines: ridges on isovist fields

We suggest that 'axial lines' defined by (Hillier and Hanson, 1984) as lines of uninterrupted movement within urban streetscapes or buildings, appear as ridges in isovist fields (Benedikt, 1979). These are formed from the maximum diametric lengths of the individual isovists, sometimes called viewsheds, that make up these fields (Batty and Rana, 2004). We present an image processing technique for the identification of lines from ridges, discuss current strengths and weaknesses of the method, and show how it can be implemented easily and effectively.

cs.CV

Scaling and universality in the micro-structure of urban space

We present a broad, phenomenological picture of the distribution of the length of open space linear segments, $l$, derived from maps of 36 cities in 14 different countries. By scaling the Zipf plot of $l$, we obtain two master curves for a sample of cities, which are not a function of city size. We show that a third class of cities is not easily classifiable into these two universality classes. The cumulative distribution of $l$ displays power-law tails with two distinct exponents, $α_B=2$ and $α_R=3$. We suggest a link between our data and the possibility of observing and modelling urban geometric structures using Levy processes.

cond-mat.stat-mech

The Dynamics of the Linear Random Farmer Model

On the framework of the Linear Farmer's Model, we approach the indeterminacy of agents' behaviour by associating with each agent an unconditional probability for her to be active at each time step. We show that Pareto tailed returns can appear even if value investors are the only strategies on the market and give a procedure for the determination of the tail exponent. Numerical results indicate that the returns' distribution is heavy tailed and volatility is clustered if trading occurs at the zero Lyapunov (critical) point.

cond-mat.stat-mech

From synchronization to multistability in two coupled quadratic maps

The phenomenology of a system of two coupled quadratic maps is studied both analytically and numerically. Conditions for synchronization are given and the bifurcations of periodic orbits from this regime are identified. In addition, we show that an arbitrarily large number of distinct stable periodic orbits may be obtained when the maps parameter is at the Feigenbaum period-doubling accumulation point. An estimate is given for the coupling strength needed to obtain any given number of stable orbits.

nlin.CD

Feigenbaum networks

We study dynamical systems composed of a set of linearly coupled quadratic maps which, if uncoupled, would be on the Feigenbaum accumulation point. For two units we prove the existence of an infinite number of sinks for an open set of coupling parameters. In the limit of many units a mean field analysis also implies the stabilization in periodic orbits of, at least, a subset of the coupled units. Possible applications in the fields of control of chaos, signal processing through complex dynamics and as models of self-organization, are discussed.

chao-dyn