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Complex physical dynamics can often be modeled as a Markov jump process between mesoscopic configurations. When jumps between mesoscopic states are mediated by thermodynamic reservoirs, the time-irreversibility of the jump process is a…

Statistical Mechanics · Physics 2017-04-12 Todd R. Gingrich , Grant M. Rotskoff , Jordan M. Horowitz

Structure-based coarse graining of molecular systems offers a systematic route to reproduce the many-body potential of mean force. Unfortunately, common strategies are inherently limited by the molecular mechanics force field employed.…

Soft Condensed Matter · Physics 2018-12-27 Tristan Bereau , Joseph F. Rudzinski

In this work we propose a hierarchy of Monte Carlo methods for sampling equilibrium properties of stochastic lattice systems with competing short and long range interactions. Each Monte Carlo step is composed by two or more sub - steps…

Numerical Analysis · Mathematics 2015-05-30 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac , Dionisios G Vlachos

We present general results on fluctuations and spatial correlations of the coarse-grained empirical density and current of Markovian diffusion in equilibrium or non-equilibrium steady states on all time scales. We unravel a deep connection…

Statistical Mechanics · Physics 2023-04-06 Cai Dieball , Aljaž Godec

Fluctuation theorems show how coarse graining transforms microscopic symmetry into observable irreversibility. Here we ask whether an analogous symmetrybased diagnostic can be constructed for financial markets. At the microscopic level,…

Statistical Mechanics · Physics 2026-04-17 Jian Gao , Lufeng Zhang , Ping Fang , Pu Ke , Jin Wu , Yue Liu , Haijun Zhou

Biochemical oscillations are ubiquitous in nature and allow organisms to properly time their biological functions. In this paper, we consider minimal Markov state models of nonequilibrium biochemical networks that support oscillations. We…

Statistical Mechanics · Physics 2020-02-04 Clara del Junco , Suriyanarayanan Vaikuntanathan

Self-organized pattern formation is vital for many biological processes. Reaction-diffusion models have advanced our understanding of how biological systems develop spatial structures, starting from homogeneity. However, biological…

We slightly extend the fluctuation theorem obtained in \cite{LS} for sums of generators, considering continuous-time Markov chains on a finite state space whose underlying graph has multiple edges and no loop. This extended frame is suited…

Mathematical Physics · Physics 2015-05-20 A. Faggionato , D. Di Pietro

Detecting broken time-reversibility at micro- and nanoscale is often difficult when experiments offer limited state resolution. We introduce a lumping method that builds an effective semi-Markov model able to reproduce exactly the full…

Statistical Mechanics · Physics 2025-12-16 Gianluca Teza , Attilio L. Stella , Trevor GrandPre

Coarse graining techniques offer a promising alternative to large-scale simulations of complex dynamical systems, as long as the coarse-grained system is truly representative of the initial one. Here, we investigate how the dynamical…

Disordered Systems and Neural Networks · Physics 2009-11-13 David Gfeller , Paolo De Los Rios

We propose a data-driven, coarse-graining formulation in the context of equilibrium statistical mechanics. In contrast to existing techniques which are based on a fine-to-coarse map, we adopt the opposite strategy by prescribing a…

Machine Learning · Statistics 2017-02-01 Markus Schöberl , Nicholas Zabaras , Phaedon-Stelios Koutsourelakis

Dynamical systems with large state-spaces are often expensive to thoroughly explore experimentally. Coarse-graining methods aim to define simpler systems which are more amenable to analysis and exploration; most current methods, however,…

Systems and Control · Computer Science 2016-11-01 Michalis Michaelides , Dimitrios Milios , Jane Hillston , Guido Sanguinetti

A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…

Statistical Mechanics · Physics 2014-09-15 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

Reducing the complexity of large systems described as complex networks is key to understand them and a crucial issue is to know which properties of the initial system are preserved in the reduced one. Here we use random walks to design a…

Disordered Systems and Neural Networks · Physics 2009-11-13 David Gfeller , Paolo De los Rios

We propose an efficient Markov Chain Monte Carlo method for sampling equilibrium distributions for stochastic lattice models, capable of handling correctly long and short-range particle interactions. The proposed method is a Metropolis-type…

Numerical Analysis · Mathematics 2010-06-21 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac

We investigate nonequilibrium steady-state dynamics in both continuous- and discrete-state stochastic processes. Our analysis focuses on planar diffusion dynamics and their coarse-grained approximations by discrete-state Markov chains.…

Statistical Mechanics · Physics 2026-05-12 Ramón Nartallo-Kaluarachchi , Renaud Lambiotte , Alain Goriely

Stochastic reaction networks are mathematical models with a wide range of applications in biochemistry, ecology, and epidemiology, and are often complex to analyze. Except for some special cases, it is generally difficult to predict how the…

Probability · Mathematics 2026-04-02 Daniele Cappelletti , Giulio Cuniberti , Paola Siri

We propose a degree-based coarse graining approach that not just accelerates the evaluation of dynamics on complex networks, but also satisfies the consistency conditions for both equilibrium statistical distributions and nonequilibrium…

Statistical Mechanics · Physics 2010-08-06 Hanshuang Chen , Zhonghuai Hou , Houwen Xin , YiJing Yan

We derive a mesoscopic modeling and simulation technique that is very close to the technique known as dissipative particle dynamics. The model is derived from molecular dynamics by means of a systematic coarse-graining procedure. Thus the…

Soft Condensed Matter · Physics 2009-10-31 Eirik G. Flekkoy , Peter V. Coveney , Gianni De Fabritiis

We develop coarse-graining schemes for stochastic many-particle microscopic models with competing short- and long-range interactions on a d-dimensional lattice. We focus on the coarse-graining of equilibrium Gibbs states and using cluster…

Numerical Analysis · Mathematics 2010-03-09 M. A. Katsoulakis , P. Plechac , L. Rey-Bellet , D. K. Tsagkarogiannis