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In this work, we propose a method to learn multivariate probability distributions using sample path data from stochastic differential equations. Specifically, we consider temporally evolving probability distributions (e.g., those produced…

Machine Learning · Statistics 2022-05-05 Yubin Lu , Romit Maulik , Ting Gao , Felix Dietrich , Ioannis G. Kevrekidis , Jinqiao Duan

We study the competition between random multiplicative growth and redistribution/migration in the mean-field limit, when the number of sites is very large but finite. We find that for static random growth rates, migration should be strong…

Disordered Systems and Neural Networks · Physics 2026-03-11 Maximilien Bernard , Jean-Philippe Bouchaud , Pierre Le Doussal

We introduce and analyze a linear kinetic model that describes the evolution of the probability density of the number of firms in a society, in which the microscopic rate of change obeys to the so-called law of proportional effect proposed…

General Finance · Quantitative Finance 2016-07-20 Giuseppe Toscani

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…

Mathematical Physics · Physics 2013-10-02 J. Bakosi , J. R. Ristorcelli

We study $\mathbb{R}^d$-valued mean field stochastic differential equations with a diffusion coefficient depending on the $L_p$-norm of the process in a discontinuous way. We show that under a strong drift there exists a unique global…

Probability · Mathematics 2023-09-06 Jani Nykänen

A notion of stochastic deformation is introduced and the corresponding algebraic deformation procedure is developed. This procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an…

Statistical Mechanics · Physics 2008-04-19 P. O. Kazinski

Stochastic models of sequential mutation acquisition are widely used to quantify cancer and bacterial evolution. Across manifold scenarios, recurrent research questions are: how many cells are there with $n$ alterations, and how long will…

Populations and Evolution · Quantitative Biology 2023-07-07 Michael D. Nicholson , David Cheek , Tibor Antal

Modern analyses of diffusion processes have proposed nonlinear versions of the Fokker-Planck equation to account for non-classical diffusion. These nonlinear equations are usually constructed on a phenomenological basis. Here we introduce a…

Statistical Mechanics · Physics 2009-11-11 Jean Pierre Boon , James F. Lutsko

We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as…

Classical Physics · Physics 2009-11-13 L. R. Arnaut

Identifying and characterizing mutational paths is an important issue in evolutionary biology and in bioengineering. We here introduce a generic description of mutational paths in terms of the goodness of sequences and of the mutational…

Biomolecules · Quantitative Biology 2023-03-29 Eugenio Mauri , Simona Cocco , Rémi Monasson

The Fokker-Planck equation is a partial differential equation that describes the evolution of a probability distribution over time. It is used to model a wide range of physical and biological phenomena, such as diffusion, chemical…

Computational Physics · Physics 2023-11-29 Wisit Mangthas , Waipot Ngamsaad

We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…

chao-dyn · Physics 2009-10-31 Piotr Garbaczewski

We propose a model based on coupled multiplicative stochastic processes to understand the dynamics of competing species in an ecosystem. This process can be conveniently described by a Fokker-Planck equation. We provide an analytical…

Populations and Evolution · Quantitative Biology 2012-03-13 Simone Pigolotti , Alessandro Flammini , Amos Maritan

We study an evolution cross-diffusion problem with mutualistic Lotka-Volterra reaction term to modelize the long-term spatial distribution of labor and capital. The mutualistic behavior is deduced from the gradient flow associated to…

Analysis of PDEs · Mathematics 2024-01-26 Gonzalo F. de-Córdoba , Gonzalo Galiano

Deriving evolution equations accounting for both anomalous diffusion and reactions is notoriously difficult, even in the simplest cases. In contrast to normal diffusion, reaction kinetics cannot be incorporated into evolution equations…

Statistical Mechanics · Physics 2020-10-23 Sean D Lawley

We consider a generalization of the Lotka-McKendrick problem describing the dynamics of an age-structured population with time-dependent vital rates. The generalization consists in allowing the initial and the boundary conditions to be…

Analysis of PDEs · Mathematics 2025-12-10 Irina Kmit

By considering a lattice model of extended phase space, and using techniques of noncommutative differential geometry, we are led to: (a) the conception of vector fields as generators of motion and transition probability distributions on the…

Mathematical Physics · Physics 2014-11-18 A. Dimakis , C. Tzanakis

The distributions of the times to the first common ancestor t_mrca is numerically studied for an ecological population model, the extended Moran model. This model has a fixed population size N. The number of descendants is drawn from a beta…

Populations and Evolution · Quantitative Biology 2018-10-30 Alexander K. Hartmann , Thierry E. Huillet

One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear…

Probability · Mathematics 2018-02-01 Viorel Barbu , Michael Röckner

A relativistic diffusion model with cylindrical symmetry, which propagates an initial state based on quantum chromodynamics in time towards a thermal equilibrium limit, is derived from nonequilibrium-statistical considerations: Adapting an…

High Energy Physics - Phenomenology · Physics 2024-03-29 Johannes Hoelck , Georg Wolschin