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Small nonequelibrium systems driven by an external periodic protocol can be described by Markov processes with time-periodic transition rates. In general, current fluctuations in such small systems are large and may play a crucial role. We…

Statistical Mechanics · Physics 2018-06-21 Andre C Barato , Raphael Chetrite

The quantitative description of marine systems is constrained by a major issue of scale separation: most marine biochemical processes occur at sub-centimeter scales, while the contribution to the Earth's biogeochemical cycles is expressed…

Atmospheric and Oceanic Physics · Physics 2019-11-14 Francesco Paparella , Marcello Vichi

We begin by reviewing a technique to approximate the dynamics of stochastic programs --written in a stochastic process algebra-- by a hybrid system, suitable to capture a mixed discrete/continuous evolution. In a nutshell, the discrete…

Programming Languages · Computer Science 2009-10-09 Luca Bortolussi , Alberto Policriti

Flowgraph models provide an alternative approach in modeling a multi-state stochastic process. One of the most widely used stochastic processes that have many real-world applications especially in actuarial models is the Markov jump process…

Applications · Statistics 2016-11-07 Muhammad Fikri Budiana , Murwan H. M. A. Siddig

This article addresses reaction networks in which spatial and stochastic effects are of crucial importance. For such systems, particle-based models allow us to describe all microscopic details with high accuracy. However, they suffer from…

Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…

Probability · Mathematics 2021-04-13 Suryadeepto Nag

Nonlinear Fokker-Planck equations play a major role in modeling large systems of interacting particles with a proved effectiveness in describing real world phenomena ranging from classical fields such as fluids and plasma to social and…

Numerical Analysis · Mathematics 2023-11-23 Giacomo Dimarco , Lorenzo Pareschi , Mattia Zanella

In this paper, we discuss information-theoretic tools for obtaining optimized coarse-grained molecular models for both equilibrium and non-equilibrium molecular dynamics. The latter are ubiquitous in physicochemical and biological…

Numerical Analysis · Mathematics 2016-04-20 Vagelis Harmandaris , Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plecháč

A fundamental question in nonequilibrium statistical physics is whether effective equilibrium behavior can emerge at coarse-grained scales in strongly driven systems. Here, we investigate this question in the context of human mobility by…

Physics and Society · Physics 2026-03-24 Lei Dong

The challenging problem of conducting fully Bayesian inference for the reaction rate constants governing stochastic kinetic models (SKMs) is considered. Given the challenges underlying this problem, the Markov jump process representation is…

Computation · Statistics 2019-01-10 Andrew Golightly , Emma Bradley , Tom Lowe , Colin S. Gillespie

We give the explicit structure of the functional governing the dynamical density and current fluctuations for a mesoscopic system in a nonequilibrium steady state. Its canonical form determines a generalised Onsager-Machlup theory. We…

Statistical Mechanics · Physics 2015-05-07 Christian Maes , Karel Netočný

Many fluctuating systems consist of macroscopic structures in addition to noisy signals. Thus, for this class of fluctuating systems, the scaling behaviors are very complicated. Such phenomena are quite commonly observed in Nature, ranging…

Statistical Mechanics · Physics 2007-05-23 Ning-Ning Pang , Hisen-Ching Kao , Wen-Jer Tzeng

While it is commonly observed that the shape dynamics of mammalian cells can undergo large random fluctuations, theoretical models aiming at capturing cell mechanics often focus on the deterministic part of the motion. In this paper, we…

Biological Physics · Physics 2021-04-07 Vikram Deshpande , Antonio DeSimone , Robert McMeeking , Pierre Recho

The theory of fluctuating hydrodynamics has been an important tool for analyzing macroscopic behavior in nonlinear lattices. However, despite its practical success, its microscopic derivation is still incomplete. In this work, we provide…

Statistical Mechanics · Physics 2021-07-07 Keiji Saito , Masaru Hongo , Abhishek Dhar , Shin-ichi Sasa

Let $Z = (Z_t)_{t\in[0,\infty)}$ be an ergodic Markov process and, for every $n\in\mathbb{N}$, let $Z^n = (Z_{n^2 t})_{t\in[0,\infty)}$ drive a process $X^n$. Classical results show under suitable conditions that the sequence of…

Probability · Mathematics 2018-03-06 Martin Hutzenthaler , Peter Pfaffelhuber , Clemens Printz

We present a novel picture of a non isothermal solidification process starting from a molecular level, where the microscopic origin of the basic mechanisms and of the instabilities characterizing the approach to equilibrium is rendered more…

Statistical Mechanics · Physics 2009-10-31 M. Conti , U. Marini Bettolo Marconi , A. Crisanti

Simplified stochastic models are widely used in the study of frequency-resolved noise propagation in biochemical reaction networks, a common measure being the coherence between random fluctuations in molecule number trajectories. Such…

Molecular Networks · Quantitative Biology 2025-11-03 Juan David Marmolejo Lozano , Nikola Popovic , Ramon Grima

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

Efficient sampling of the Boltzmann distribution of molecular systems is a long-standing challenge. Recently, instead of generating long molecular dynamics simulations, generative machine learning methods such as normalizing flows have been…

Machine Learning · Computer Science 2024-08-06 Henrik Schopmans , Pascal Friederich

While the issues of dissipation, fluctuations, noise and decoherence in open quantum systems (with autocratic divide) analyzed via Langevin dynamics are familiar subjects, the treatment of corresponding issues in closed quantum systems is…

Statistical Mechanics · Physics 2020-08-25 Bei-Lok Hu
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