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The recent experimental progresses in handling microscopic systems have allowed to probe them at levels where fluctuations are prominent, calling for stochastic modeling in a large number of physical, chemical and biological phenomena. This…

Statistical Mechanics · Physics 2017-03-08 Stefano Bo , Antonio Celani

Stochastic network calculus is a newly developed theory for stochastic service guarantee analysis of computer networks. In the current stochastic network calculus literature, its fundamental models are based on the cumulative amount of…

Performance · Computer Science 2011-12-14 Jing Xie , Yuming Jiang , Min Xie

A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…

Statistical Mechanics · Physics 2014-09-15 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

We study a class of dynamical multi-commodity flow networks in transportation networks. These are modeled as dynamical systems describing the evolution of the densities of a number of different commodities across the cells of a…

Dynamical Systems · Mathematics 2025-08-26 Davide Sipione , Giacomo Como

Modularity structures are common in various social and biological networks. However, its dynamical origin remains an open question. In this work, we set up a dynamical model describing the evolution of a social network. Based on the…

Physics and Society · Physics 2011-08-19 Menghui Li , Shuguang Guan , Choy-Heng Lai

The Static User Equilibrium is a powerful framework for the theoretical study of traffic. Despite the restricting assumption of stationary flows that intuitively limit its application to real traffic systems, many operational models…

Physics and Society · Physics 2016-08-19 Juste Raimbault

We study ergodic properties of a family of traffic maps acting in the space of bi-infinite sequences of real numbers. The corresponding dynamics mimics the motion of vehicles in a simple traffic flow, which explains the name. Using…

Dynamical Systems · Mathematics 2015-06-11 Michael Blank

We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…

Optimization and Control · Mathematics 2011-03-09 Debasish Chatterjee , Soumik Pal

We investigate the time evolution and stationary states of a stochastic, spatially discrete, population model (contact process) with spatial heterogeneity and imposed drift (wind) in one- and two-dimensions. We consider in particular a…

Statistical Mechanics · Physics 2007-05-23 Jaewook Joo , Joel L. Lebowitz

We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems,…

Statistical Mechanics · Physics 2013-12-03 Cesare Nardini , Shamik Gupta , Stefano Ruffo , Thierry Dauxois , Freddy Bouchet

We propose a unified physical framework for transport in variably saturated porous media. This approach allows fluid flow and solute migration to be treated as ensemble averages of fluid and solute particles, respectively. We consider the…

Statistical Mechanics · Physics 2010-03-09 Andrea Zoia , Marie-Christine Néel , Andrea Cortis

Agents' heterogeneity is recognized as a driver mechanism for the persistence of financial volatility. We focus on the multiplicity of investment strategies' horizons, we embed this concept in a continuous time stochastic volatility…

Statistical Finance · Quantitative Finance 2013-04-04 Danilo Delpini , Giacomo Bormetti

Port-Hamiltonian systems are pertinent representations of many nonlinear physical systems. In this study, we formulate and analyse a general class of stochastic car-following models with a systematic port-Hamiltonian structure. The model…

Dynamical Systems · Mathematics 2024-06-12 Barbara Rüdiger , Antoine Tordeux , Baris Ugurcan

We analyze the impact of intra-cell mobility on user performance in dense networks such as that enabled by LTE-A and 5G. To this end, we consider a homogeneous network of small cells and first show how to reduce the evaluation of user…

Networking and Internet Architecture · Computer Science 2016-05-27 Philippe Olivier , Alain Simonian

A broad set of empirical phenomenon in the study of social, economic and machine behaviour can be modelled as complex systems with averaging dynamics. However many of these models naturally result in consensus or consensus-like outcomes. In…

Multiagent Systems · Computer Science 2020-07-03 Orowa Sikder

The developing field of stochastic thermodynamics extends concepts of macroscopic thermodynamics such as entropy production and work to the microscopic level of individual trajectories taken by a system through phase space. The scheme…

Statistical Mechanics · Physics 2022-06-30 Cillian Cockrell , Ian J Ford

Statistical and mathematical modeling are crucial to describe, interpret, compare and predict the behavior of complex biological systems including the organization of hematopoietic stem and progenitor cells in the bone marrow environment.…

Quantitative Methods · Quantitative Biology 2018-09-07 Walter de Back , Thomas Zerjatke , Ingo Roeder

We consider a stochastic queueing system modelling the behaviour of a wireless network with nodes employing a discrete-time version of the standard decentralised medium access algorithm. The system is {\em unsaturated} -- each node receives…

Networking and Internet Architecture · Computer Science 2018-03-21 Seva Shneer , Alexander Stolyar

The synchronization behavior of delay coupled chaotic smooth unimodal maps over a ring network with stochastic switching of links at every time step is reported in this paper. It is observed that spatiotemporal synchronization never appears…

Chaotic Dynamics · Physics 2016-05-25 Mayurakshi Nag , Swarup Poria

We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…

Mathematical Physics · Physics 2015-06-12 Gioia Carinci , Cristian Giardina' , Claudio Giberti , Frank Redig
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