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We study stochastic particle systems made up of heterogeneous units. We introduce a general framework suitable to analytically study this kind of systems and apply it to two particular models of interest in economy and epidemiology. We show…

Soft Condensed Matter · Physics 2013-02-06 Luis F. Lafuerza , Raul Toral

We present an extensive numerical study of dynamical heterogeneities and their influence on diffusion in an athermal mesoscopic model for actively deformed amorphous solids. At low strain rates the stress dynamics are governed by…

Materials Science · Physics 2011-11-04 Kirsten Martens , Lyderic Bocquet , Jean-Louis Barrat

In systems of diffusing particles, we investigate large deviations of a time-averaged measure of clustering around one particle. We focus on biased ensembles of trajectories, which realise large-deviation events. The bias acts on a single…

Statistical Mechanics · Physics 2021-06-02 Jakub Dolezal , Robert L. Jack

We introduce and analyze several variants of a system of differential equations which model the dynamics of social outbursts, such as riots. The systems involve the coupling of an explicit variable representing the intensity of rioting…

Analysis of PDEs · Mathematics 2015-07-08 Henri Berestycki , Jean-Pierre Nadal , Nancy Rodriguez

Dynamic critical behavior in superfluid systems is considered in a presence of external stirring and advecting processes. The latter are generated by means of the Gaussian random velocity ensemble with white-noise character in time variable…

Statistical Mechanics · Physics 2020-08-19 Michal Dančo , Michal Hnatič , Tomáš Lučivjanský , Lukáš Mižišin

In this article we formulate new models for coupled systems of bulk-surface reaction-diffusion equations on stationary volumes. The bulk reaction-diffusion equations are coupled to the surface reaction-diffusion equations through linear…

Analysis of PDEs · Mathematics 2015-06-23 Anotida Madzvamuse , Andy H. W. Chung , Chandrasekhar Venkataraman

Stationary distributions of multivariate diffusion processes have recently been proposed as probabilistic models of causal systems in statistics and machine learning. Motivated by these developments, we study stationary multivariate…

Statistics Theory · Mathematics 2024-08-02 Tobias Boege , Mathias Drton , Benjamin Hollering , Sarah Lumpp , Pratik Misra , Daniela Schkoda

In a reaction-diffusion system, fluctuations in both diffusion and reaction events, have important effects on the steady-state statistics of the system. Here, we argue through extensive lattice simulations, mean-field type arguments, and…

Soft Condensed Matter · Physics 2013-06-12 Fernando Peruani , Chiu Fan Lee

Diffusion models are a class of generative models that serve to establish a stochastic transport map between an empirically observed, yet unknown, target distribution and a known prior. Despite their remarkable success in real-world…

Machine Learning · Computer Science 2025-03-13 Puheng Li , Zhong Li , Huishuai Zhang , Jiang Bian

The performance of decision policies and prediction models often deteriorates when applied to environments different from the ones seen during training. To ensure reliable operation, we analyze the stability of a system under distribution…

Machine Learning · Statistics 2026-02-13 Hongseok Namkoong , Yuanzhe Ma , Peter W. Glynn

We study pattern-forming instabilities in reaction-advection-diffusion systems. We develop an approach based on Lyapunov-Bloch exponents to figure out the impact of a spatially periodic mixing flow on the stability of a spatially…

Pattern Formation and Solitons · Physics 2010-11-15 A. V. Straube , A. Pikovsky

A class of systems is considered, where immobile species associated to distinct patches, the nodes of a network, interact both locally and at a long-range, as specified by an (interaction) adjacency matrix. Non local interactions are…

Pattern Formation and Solitons · Physics 2020-06-30 Giulia Cencetti , Federico Battiston , Timoteo Carletti , Duccio Fanelli

This paper delves into a nonparametric estimation approach for the interaction function within diffusion-type particle system models. We introduce two estimation methods based upon an empirical risk minimization. Our study encompasses an…

Statistics Theory · Mathematics 2024-02-23 Denis Belomestny , Mark Podolskij , Shi-Yuan Zhou

We study the dynamics of a system composed of interacting units each with a complex internal structure comprising many subunits. We consider the case in which each subunit grows in a multiplicative manner. We propose a model for such…

Statistical Mechanics · Physics 2009-10-30 L. A. N. Amaral , S. V. Buldyrev , S. Havlin , M. A. Salinger , H. E. Stanley

When particles/molecules diffuse in systems that contain obstacles, the steady-state regime (during which the mean-square displacement scales linearly with time, $\left< r^2 \right> \sim t$) is preceded by a transient regime. It is common…

Biological Physics · Physics 2021-08-12 Nicholas Ilow , Gary W. Slater

We consider a general system of n noninteracting identical particles which evolve under a given dynamical law and whose initial microstates are a priori independent. The time evolution of the n-particle average of a bounded function on the…

chao-dyn · Physics 2021-04-28 Brian R. La Cour , William C. Schieve

This paper provides the phase transition analysis of a reaction diffusion equations system modeling dynamic instability of microtubules. For this purpose we have generalized the macroscopic model studied by Mour\~ao et all [MSS]. This model…

Analysis of PDEs · Mathematics 2015-06-17 Shantia Yarahmadian , Masoud Yari

The difference diffusion model with two equilibrium states is given by a stochastic equation with two components: the predicted one, which is determined by the regression function of increments with two equilibriums, and the stochastic one,…

Probability · Mathematics 2020-08-11 D. Koroliouk , V. S. Koroliuk

We introduce a new regression method that relates the mean of an outcome variable to covariates, under the "adverse condition" that a distress variable falls in its tail. This allows to tailor classical mean regressions to adverse…

Econometrics · Economics 2025-02-04 Timo Dimitriadis , Yannick Hoga

This paper studies a stylized model of local interaction where agents choose from an ever increasing set of vertically ranked actions, e.g. technologies. The driving forces of the model are infrequent upward shifts (``updates''), followed…

Statistical Mechanics · Physics 2007-05-23 A. Arenas , A. Diaz-Guilera , C. J. Perez , F. Vega-Redondo