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Approximating the time to extinction of infection is an important problem in infection modelling. A variety of different approaches have been proposed in the literature. We study the performance of a number of such methods, and characterize…

Probability · Mathematics 2017-07-11 Damian Clancy , Elliott Tjia

In this paper, we construct under general assumptions the stochastic dynamics of an interacting particle system in a bounded domain $\Omega$ with sticky boundary. Under appropriate conditions on the interaction the constructed process…

Probability · Mathematics 2015-08-12 Robert Voßhall

We have studied the entropy-driven mechanism leading to stationary patterns formation in stochastic systems with local dynamics and non-Fickian diffusion. We have shown that a multiplicative noise fulfilling a fluctuation-dissipation…

Statistical Mechanics · Physics 2008-06-20 D. O. Kharchenko , S. V. Kokhan , A. V. Dvornichenko

This report proposes a novel framework for a rigorous robustness analysis of stochastic biochemical systems. The technique is based on probabilistic model checking. We adapt the general definition of robustness introduced by Kitano to the…

Numerical Analysis · Computer Science 2013-10-18 Lubos Brim , Milan Ceska , Sven Drazan , David Safranek

We present an approach for the analytical treatment of excitable systems with noise-induced dynamics in the presence of time delay. An excitable system is modeled as a bistable system with a time delay, while another delay enters as a…

Chaotic Dynamics · Physics 2009-11-13 Andrey Pototsky , Natalia Janson

Based on the physics of stochastic processes we present a new approach for structural health monitoring. We show that the new method allows for an in-situ analysis of the elastic features of a mechanical structure even for realistic…

Data Analysis, Statistics and Probability · Physics 2013-01-08 Philip Rinn , Hendrik Heißelmann , Matthias Wächter , Joachim Peinke

We present an optimization process to estimate parameters in systems of ordinary differential equations from chaotic time series. The optimization technique is based on a variational approach, and numerical studies on noisy time series…

Chaotic Dynamics · Physics 2014-07-31 Jose-Maria Fullana

We show that scaling arguments are very useful to analyze the dynamics of periodically modulated noisy systems. Information about the behavior of the relevant quantities, such as the signal-to-noise ratio, upon variations of the noise…

Statistical Mechanics · Physics 2016-08-15 J. M. G. Vilar , J. M. Rubí

Even in large systems, the effect of noise arising from when populations are initially small can persist to be measurable on the macroscale. A deterministic approximation to a stochastic model will fail to capture this effect, but it can be…

Populations and Evolution · Quantitative Biology 2024-08-13 Dylan Morris , John Maclean , Andrew J. Black

Recent work on diffusion models proposed that they operate in two regimes: memorization, in which models reproduce their training data, and generalization, in which they generate novel samples. While this has been tested in high-noise…

Computer Vision and Pattern Recognition · Computer Science 2025-06-10 Elizabeth Pavlova , Xue-Xin Wei

Stochastic models of chemical reaction networks are an important tool to describe and analyze noise effects in cell biology. When chemical species and reaction rates in a reaction system have different orders of magnitude, the associated…

Probability · Mathematics 2020-09-15 German Enciso , Jinsu Kim

This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method. The specific features of this class…

Probability · Mathematics 2021-09-29 Adnan Aboulalaa

In this paper, we present and analyze a simple and robust spectral algorithm for the stochastic block model with $k$ blocks, for any $k$ fixed. Our algorithm works with graphs having constant edge density, under an optimal condition on the…

Data Structures and Algorithms · Computer Science 2015-06-25 Peter Chin , Anup Rao , Van Vu

Inferring dynamical models from low-resolution temporal data continues to be a significant challenge in biophysics, especially within transcriptomics, where separating molecular programs from noise remains an important open problem. We…

Machine Learning · Computer Science 2023-10-05 Victor Chardès , Suryanarayana Maddu , Michael J. Shelley

For cellular biochemical reaction systems where the numbers of molecules is small, significant noise is associated with chemical reaction events. This molecular noise can give rise to behavior that is very different from the predictions of…

Molecular Networks · Quantitative Biology 2009-11-13 Matthew Scott , Terence Hwa , Brian Ingalls

We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…

Probability · Mathematics 2022-06-02 Arnab Ganguly , Debasish Chatterjee

Many real-world processes are trajectories that may be regarded as continuous-time "functional data". Examples include patients' biomarker concentrations, environmental pollutant levels, and prices of stocks. Corresponding advances in data…

Statistics Theory · Mathematics 2022-11-30 Jinghao Sun , Forrest W. Crawford

In biology and ecology, individuals or communities of individuals living in unpredictable environments often alternate between different evolutionary strategies to spread and reduce risks. Such behavior is commonly referred to as…

Populations and Evolution · Quantitative Biology 2015-03-11 Jorge Hidalgo , Simone Pigolotti , Miguel A. Munoz

Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…

Statistical Mechanics · Physics 2016-03-23 Stephan Eule , Jakob Metzger

We discuss the analysis and stability of a family of cross-diffusion boundary value problems with nonlinear diffusion and drift terms. We assume that these systems are close, in a suitable sense, to a set of decoupled and linear problems.…

Analysis of PDEs · Mathematics 2018-07-16 Luca Alasio , Maria Bruna , Yves Capdeboscq
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