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A method of representation of a solution as segments of the series in powers of the step of the independent variable is expanded for solving complex systems of ordinary differential equations (ODE): the Lorenz system and other systems. A…

Numerical Analysis · Computer Science 2014-05-26 Vladimir Aristov , Andrey Stroganov

Diffusion models, which convert noise into new data instances by learning to reverse a diffusion process, have become a cornerstone in contemporary generative modeling. In this work, we develop non-asymptotic convergence theory for a…

Machine Learning · Computer Science 2024-08-06 Gen Li , Yuting Wei , Yuejie Chi , Yuxin Chen

Single-molecule experiments provide new insights into biological processes hitherto not accessible by measurements performed on bulk systems. We report on a study of the kinetics of a triple-branch DNA molecule with four conformational…

Biological Physics · Physics 2011-06-13 Sandra Engel , Anna Alemany , Nuria Forns , Philipp Maass , Felix Ritort

We study the long-term qualitative behavior of randomly perturbed dynamical systems. More specifically, we look at limit cycles of stochastic differential equations (SDE) with Markovian switching, in which the process switches at random…

Probability · Mathematics 2024-07-10 Nguyen H. Du , Alexandru Hening , Dang H. Nguyen , George Yin

We develop a general theory of Markov chains realizable as random walks on $\mathscr R$-trivial monoids. It provides explicit and simple formulas for the eigenvalues of the transition matrix, for multiplicities of the eigenvalues via…

Combinatorics · Mathematics 2015-03-30 Arvind Ayyer , Anne Schilling , Benjamin Steinberg , Nicolas M. Thiery

We consider Markov Decision Processes (MDPs) in which every stationary policy induces the same graph structure for the underlying Markov chain and further, the graph has the following property: if we replace each recurrent class by a node,…

Machine Learning · Computer Science 2021-03-10 Joseph Lubars , Anna Winnicki , Michael Livesay , R. Srikant

The appearance of topological effects in systems exhibiting a non-trivial topological band structure strongly relies on the coherent wave nature of the equations of motion. Here, we reveal topological dynamics in a classical stochastic…

Quantum Physics · Physics 2018-03-08 G. Engelhardt , M. Benito , G. Platero , G. Schaller , T. Brandes

A non-perturbative approach to the time-averaging of nonlinear, autonomous ODE systems is developed based on invariant manifold methodology. The method is implemented computationally and applied to model problems arising in the mechanics of…

Numerical Analysis · Mathematics 2009-11-11 Amit Acharya , Aarti Sawant

In this article we introduce a dynamic Erd\H{o}s-R\'enyi graph model, in which, independently for each vertex pair, edges appear and disappear according to a Markov on-off process. In studying the dynamic graph we present two main results.…

Probability · Mathematics 2016-11-30 Sebastian Rosengren , Pieter Trapman

Hypergraphs naturally represent higher-order interactions, which persistently appear from social interactions to neural networks and other natural systems. Although their importance is well recognized, a theoretical framework to describe…

Physics and Society · Physics 2020-05-25 Guilherme Ferraz de Arruda , Michele Tizzani , Yamir Moreno

This article proposes a method for forming invariant stochastic differential systems, namely dynamic systems with trajectories belonging to a given smooth manifold. The It\^o or Stratonovich stochastic differential equations with the Wiener…

Probability · Mathematics 2026-02-03 Konstantin A. Rybakov

The investigation of the Hamiltonian dynamical counterpart of phase transitions, combined with the Riemannian geometrization of Hamiltonian dynamics, has led to a preliminary formulation of a differential-topological theory of phase…

Statistical Mechanics · Physics 2022-08-19 Matteo Gori , Roberto Franzosi , Giulio Pettini , Marco Pettini

The methodology based on the random walk processes is adapted and applied to a comprehensive analysis of the statistical properties of the probability fluxes. To this aim we define a simple model of the Markovian stochastic dynamics on a…

Statistical Mechanics · Physics 2015-12-15 Przemyslaw Chelminiak , Michal Kurzynski

A $d$-dimensional branching diffusion, $Z$, is investigated, where the linear attraction or repulsion between particles is competing with an Ornstein-Uhlenbeck drift, with parameter $b$ (we take $b>0$ for inward O-U and $b<0$ for outward…

Probability · Mathematics 2016-10-10 Janos Englander , Liang Zhang

This article establishes the foundation for a new theory of invariant/integral manifolds for non-autonomous dynamical systems. Current rigorous support for dimensional reduction modelling of slow-fast systems is limited by the rare events…

Dynamical Systems · Mathematics 2022-06-01 A. J. Roberts

We give an introduction into diffraction theory for aperiodic order. We focus on an approach via dynamical systems and the phenomenon of pure point diffraction. We review recent results and sketch proofs. We then present a new uniform…

Dynamical Systems · Mathematics 2007-12-11 Daniel Lenz

Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…

Statistical Mechanics · Physics 2024-12-05 Ion Santra , Kristian Stølevik Olsen , Deepak Gupta

Diffusion and flow matching approaches to generative modeling have shown promise in domains where the state space is continuous, such as image generation or protein folding & design, and discrete, exemplified by diffusion large language…

The Dicke model with a weak dissipation channel is realized by coupling a Bose-Einstein condensate to an optical cavity with ultra-narrow bandwidth. We explore the dynamical critical properties of the Hepp-Lieb-Dicke phase transition by…

Quantum Gases · Physics 2015-03-19 J. Klinder , H. Keßler , M. Wolke , L. Mathey , A. Hemmerich

Stochastic dynamics is generated by a matrix of transition probabilities. Certain eigenvectors of this matrix provide observables, and when these are plotted in the appropriate multi-dimensional space the phases (in the sense of phase…

Statistical Mechanics · Physics 2007-11-08 B. Gaveau , L. S. Schulman