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We propose the difference discrete variational principle in discrete mechanics and symplectic algorithm with variable step-length of time in finite duration based upon a noncommutative differential calculus established in this paper. This…

Mathematical Physics · Physics 2018-01-17 Xu-Dong Luo , Han-Ying Guo , Yu-Qi Li , Ke Wu

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2008-06-26 Marco Zaffalon , Marcus Hutter

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2014-08-08 Marco Zaffalon , Marcus Hutter

Integration against a probability distribution given its unnormalized density is a central task in Bayesian inference and other fields. We introduce new methods for approximating such expectations with a small set of weighted samples --…

Machine Learning · Statistics 2026-05-15 Ayoub Belhadji , Daniel Sharp , Youssef M. Marzouk

This essay provides a critical overview of the mathematical kinetic theory of active particles, which is used to model and study collective systems consisting of interacting living entities, such as those involved in behavior and evolution.…

Physics and Society · Physics 2025-10-17 Marina Dolfin , Leone Leonida

We study a model ecosystem by means of dynamical techniques from disordered systems theory. The model describes a set of species subject to competitive interactions through a background of resources, which they feed upon. Additionally…

Populations and Evolution · Quantitative Biology 2009-11-13 Yoshimi Yoshino , Tobias Galla , Kei Tokita

We propose a nonstandard finite difference scheme for the Susceptible-Infected-Removed (SIR) continuous model. We prove that our discretized system is dynamically consistent with its continuous counterpart and we derive its exact solution.…

Dynamical Systems · Mathematics 2024-09-17 Márcia Lemos-Silva , Sandra Vaz , Delfim F. M. Torres

A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition…

Probability · Mathematics 2011-06-17 Amarjit Budhiraja , Pierre Del Moral , Sylvain Rubenthaler

We show that the use of a recently proposed iterative collision model with inter-environment swaps displays a signature of strongly non-Markovian dynamics that is highly dependent on the establishment of system-environment correlations. Two…

Quantum Physics · Physics 2014-05-27 Ruari McCloskey , Mauro Paternostro

Many-variable differential equations with random coefficients provide powerful models for the dynamics of many interacting species in ecology. These models are known to exhibit a dynamical phase transition from a phase where population…

Statistical Mechanics · Physics 2025-02-19 Thibaut Arnoulx de Pirey , Guy Bunin

Recent measurements of durations of non-equilibrium processes provide valuable information on microscopic mechanisms and energetics. Comprehensive theory for corresponding experiments so far is well developed for single-particle systems…

Statistical Mechanics · Physics 2020-09-04 David Voráč , Philipp Maass , Artem Ryabov

A family of discrete non-autonomous SIRVS models with general incidence is obtained from a continuous family of models by applying Mickens non-standard discretization method. Conditions for the permanence and extinction of the disease and…

Dynamical Systems · Mathematics 2018-03-02 Joaquim Mateus , César Silva , Sandra Vaz

Multidimensional population balance models (PBMs) describe chemical and biological processes having a distribution over two or more intrinsic properties (such as size and age, or two independent spatial variables). The incorporation of…

Computational Engineering, Finance, and Science · Computer Science 2025-04-29 Pavan Inguva , Richard D. Braatz

We develop a formalism to describe the discrete-time dynamics of systems containing an arbitrary number of interacting species. The individual-based model, which forms our starting point, is described by a Markov chain, which in the limit…

Statistical Mechanics · Physics 2014-10-06 César Parra-Rojas , Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

In this work we present a dynamical model that succesfully describes the organization of mutualistic ecological systems. The main characteristic of these systems is the nested structure of the bipartite adjacency matrix describing their…

Physics and Society · Physics 2009-11-13 Enrique Burgos , Horacio Ceva , Laura Hernandez , R. P. J. Perazzo

Animals use various processes to inform themselves about their environment and make decisions about how to move and form their territory. In some cases, populations inform themselves of competing groups through observations at distances,…

Populations and Evolution · Quantitative Biology 2022-11-17 Erin Ellefsen , Nancy Rodriguez

We present an efficient finite difference method for the computation of parameter sensitivities that is applicable to a wide class of continuous time Markov chain models. The estimator for the method is constructed by coupling the perturbed…

Numerical Analysis · Mathematics 2012-05-14 David F. Anderson

Ecological communities with many species can be classified into dynamical phases. In systems with all-to-all interactions, a phase where a fixed point is always reached and a dynamically-fluctuating phase have been found. The dynamics when…

Populations and Evolution · Quantitative Biology 2023-08-04 Stav Marcus , Ari M Turner , Guy Bunin

We develop from basic economic principles a continuous-time model for a large investor who trades with a finite number of market makers at their utility indifference prices. In this model, the market makers compete with their quotes for the…

Trading and Market Microstructure · Quantitative Finance 2015-09-10 Peter Bank , Dmitry Kramkov

This thesis focuses on the applications of mathematical tools and concepts brought from nonequilibrium statistical physics to the modeling of ecological problems. The first part provides a short introduction where the theoretical concepts…

Populations and Evolution · Quantitative Biology 2017-01-12 Ricardo Martinez-Garcia