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After collecting data from observations or experiments, the next step is to build an appropriate mathematical or stochastic model to describe the data so that further studies can be done with the help of the models. In this article, the…

Data Analysis, Statistics and Probability · Physics 2023-07-19 A. M. Mathai , H. J. Haubold

We introduce a Hawkes-like process and study its scaling limit as the system becomes increasingly endogenous. We derive functional limit theorems for intensity and fluctuations. Then, we introduce a high-frequency model for a price of a…

Probability · Mathematics 2018-07-12 Łukasz Treszczotko

A cellular automaton is a deterministic and exactly computable dynamical system which mimics certain fundamental aspects of physical dynamics such as spatial locality and finite entropy. CA systems can be constructed which have additional…

comp-gas · Physics 2007-05-23 Norman Margolus

In complex systems, the interplay between nonlinear and stochastic dynamics, e.g., J. Monod's necessity and chance, gives rise to an evolutionary process in Darwinian sense, in terms of discrete jumps among attractors, with punctuated…

Adaptation and Self-Organizing Systems · Physics 2013-03-18 Hong Qian

The proposed stochastic model for pedestrian dynamics is based on existing approaches using cellular automata, combined with substantial extensions, to compensate the deficiencies resulting of the discrete grid structure. This agent motion…

Physics and Society · Physics 2021-04-01 Michael Schultz

In this paper, we consider the relationship between phase-type distributions and positive systems through practical examples. Phase-type distributions, commonly used in modelling dynamic systems, represent the temporal evolution of a set of…

Methodology · Statistics 2024-08-20 Luz Judith Rodríguez Esparza , Fernando Baltazar Larios

Compartmentalization of biochemical processes underlies all biological systems, from the organelle to the tissue scale. Theoretical models to study the interplay between noisy reaction dynamics and compartmentalization are sparse, and…

Quantitative Methods · Quantitative Biology 2022-06-08 Lorenzo Duso , Christoph Zechner

Chemical reaction mechanisms are the foundation of how chemists evaluate reactivity and feasibility, yet current Computer-Assisted Synthesis Planning (CASP) systems operate without this mechanistic reasoning. We introduce a computational…

Machine Learning · Computer Science 2026-04-20 Théo A. Neukomm , Zlatko Jončev , Philippe Schwaller

This paper describes a new Monte Carlo method based on a novel stochastic potential switching algorithm. This algorithm enables the equilibrium properties of a system with potential $V$ to be computed using a Monte Carlo simulation for a…

Statistical Mechanics · Physics 2007-05-23 C. H. Mak

We present a variety of results analyzing the behavior of a class of stochastic processes --- referred to as Stochastic Hybrid Systems (SHSs) --- in or near equilibrium, and determine general conditions on when the moments of the process…

Dynamical Systems · Mathematics 2014-11-25 Lee DeVille , Sairaj Dhople , Alejandro Dominguez-Garcia , Jiangmeng Zhang

For classical discrete system under constant composition, typically reffered to as substitutional alloys, correspondence between interatomic many-body interactions and structure in thermodynamic equilibrium exhibit profound, complicated…

Statistical Mechanics · Physics 2024-05-29 Keigo Kamei , Koretaka Yuge

In this paper we present a method of discrete modeling and analysis of multi-level dynamics of complex large-scale hierarchical dynamic systems subject to external dynamic control mechanism. In a model each state describes parallel dynamics…

Multiagent Systems · Computer Science 2008-09-17 Armen Bagdasaryan

In this paper, we consider the robust closed-loop model predictive control (MPC) of a linear time-variant (LTV) system with norm bounded disturbances and LTV model uncertainty, wherein a series of constrained optimal control problems (OCPs)…

Optimization and Control · Mathematics 2020-06-16 Shaoru Chen , Han Wang , Manfred Morari , Victor M. Preciado , Nikolai Matni

We present a flexible branching process model for cell population dynamics in synchrony/time-series experiments used to study important cellular processes. Its formulation is constructive, based on an accounting of the unique cohorts in the…

Applications · Statistics 2010-09-30 David A. Orlando , Edwin S. Iversen , Alexander J. Hartemink , Steven B. Haase

The recent interest in human dynamics has led researchers to investigate the stochastic processes that explain human behaviour in different contexts. Here we propose a generative model to capture the essential dynamics of survival analysis,…

Physics and Society · Physics 2015-06-18 Trevor Fenner , Mark Levene , George Loizou

This paper deals with the probabilistic behaviours of distributed systems described by a process calculus considering both probabilistic internal choices and nondeterministic external choices. For this calculus we define and study a typing…

Logic in Computer Science · Computer Science 2019-09-05 Bogdan Aman , Gabriel Ciobanu

The control properties of discrete-time switched linear systems (SLS) with switching signals generated by logical dynamic systems are studied using the semi-tensor product (STP) approach. With the algebraic state space representation…

Systems and Control · Electrical Eng. & Systems 2024-01-08 Xiao Zhang , Min Meng , Zhengping Ji

A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems. Under appropriate assumptions, the…

Probability · Mathematics 2010-11-15 Jian Ren , Hongbo Fu , Daomin Cao , Jinqiao Duan

Stochastic reaction networks governed by Chemical Langevin Equations (CLE) exhibit pronounced multiscale dynamics spanning fast molecular reactions, intermediate transport, and slow cellular regulation, posing significant challenges for…

Numerical Analysis · Mathematics 2026-04-02 Yuming Zeng , Wei Xie , Keqi Wang

Stochastic orders are very useful tool to compare the lifetimes of two coherent systems. We show that, under certain conditions, a coherent system of used components performs better (worse) than a used coherent system with respect to…

Applications · Statistics 2016-01-20 Nil Kamal Hazra , Asok K. Nanda