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We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to…

Machine Learning · Computer Science 2024-03-15 Vladimir R. Kostic , Pietro Novelli , Riccardo Grazzi , Karim Lounici , Massimiliano Pontil

Diverse complex dynamical systems are known to exhibit abrupt regime shifts at bifurcation points of the saddle-node type. The dynamics of most of these systems, however, have a stochastic component resulting in noise driven regime shifts…

Statistical Mechanics · Physics 2013-10-29 Sayantari Ghosh , Amit Kumar Pal , Indrani Bose

Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…

Computational Physics · Physics 2024-09-16 Elliot J. Carr

An important component in studying mathematical models in many biochemical systems, such as those found in developmental biology, is phase transition. The purpose of this work is to analyze the phase transition property of a…

Analysis of PDEs · Mathematics 2013-12-19 Masoud Yari

We prove the existence of a phase transition for a stochastic model of interacting neurons. The spiking activity of each neuron is represented by a point process having rate $1 $ whenever its membrane potential is larger than a threshold…

Probability · Mathematics 2018-08-15 P. A. Ferrari , A. Galves , I. Grigorescu , E. Löcherbach

We study a frequency-dependent damping model of hyper-diffusion within the generalized Langevin equation. The model allows for the colored noise defined by its spectral density, assumed to be proportional to $\omega^{\delta-1}$ at low…

Statistical Mechanics · Physics 2017-04-05 Jia-Ming Zhang , Jing-Dong Bao

We compute profile likelihoods for a stochastic model of diffusive transport motivated by experimental observations of heat conduction in layered skin tissues. This process is modelled as a random walk in a layered one-dimensional material,…

Modeling turbulent flows by a random Fourier decomposition is a classical procedure in order to use simplified models of turbulence in heat transport and other applications. We carefully investigate the Fourier time series of…

Mathematical Physics · Physics 2026-05-14 Paolo Cifani , Franco Flandoli , Andrea Zanoni

The binding neuron model is inspired by numerical simulation of Hodgkin-Huxley-type point neuron, as well as by the leaky integrate-and-fire model. In the binding neuron, the trace of an input is remembered for a fixed period of time after…

Neurons and Cognition · Quantitative Biology 2011-07-20 Alexander K. Vidybida

By means of the concept DE we analyze the responses of a HH neuron to two types of spike-train inputs. Two characteristic quantities can be extracted, which can reflect partially the dynamical process of a HH neuron.

Neurons and Cognition · Quantitative Biology 2009-11-10 Huijie Yang , Fangcui Zhao , Zhongnan Li , Wei Zhang

Neurons in the nervous system are submitted to distinct sources of noise, such as ionic-channel and synaptic noise, which introduces variability in their responses to repeated presentations of identical stimuli. This motivates the use of…

In this paper, we consider a stochastic version of the Cahn-Hilliard-Brinkman model in a smooth two- or three-dimensional domain with dynamical boundary conditions. The system describes creeping two-phase flows and is basically a coupling…

Probability · Mathematics 2026-01-13 Z. Brzeźniak , A. Ndongmo Ngana , T. Tachim Medjo

Ultrafast disordering observed after photo-excitation challenges the conventional picture of photo-induced transitions where symmetry-breaking takes place along a single collective coordinate. We propose that key spectroscopic signatures of…

Strongly Correlated Electrons · Physics 2025-07-31 Francesco Valiera , Antonio Picano , Martin Eckstein

Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…

Machine Learning · Computer Science 2025-11-07 Yuansan Liu , Sudanthi Wijewickrema , Dongting Hu , Christofer Bester , Stephen O'Leary , James Bailey

Here we present a simple stochastic threshold model consisting of a deterministic slowly decaying term and a fast stochastic noise term. The process shows a pseudo-resonance, in the sense that for small and large intensities of the noise…

Chaotic Dynamics · Physics 2011-06-08 Peter D. Ditlevsen , Holger Braun

The random walk with hyperbolic probabilities that we are introducing is an example of stochastic diffusion in a one-dimensional heterogeneous media. Although driven by site-dependent one-step transition probabilities, the process retains…

Statistical Mechanics · Physics 2021-06-03 Miquel Montero

We study the response of a Hodgkin-Huxley neuron stimulated by a periodic sequence of conductance pulses arriving through the synapse in the high frequency regime. In addition to the usual excitation threshold there is a smooth crossover…

Biological Physics · Physics 2010-04-08 L. S. Borkowski

This work focuses on a class of stochastic Hamiltonian type jump diffusion systems with state-dependent switching, in which the switching component has countably infinite many states. First,the existence and uniqueness of the underlying…

Probability · Mathematics 2025-09-22 Fubao Xi , Yafei Zhai , Zuozheng Zhang

The random transitions of ion channels between conducting and non-conducting states generate a source of internal fluctuations in a neuron, known as channel noise. The standard method for modeling fluctuations in the states of ion channels…

Neurons and Cognition · Quantitative Biology 2011-04-27 Joshua H. Goldwyn , Nikita S. Imennov , Michael Famulare , Eric Shea-Brown

The experimental data of N. Takahashi, Y. Hanyu, T. Musha, R. Kubo, and G. Matsumoto, Physica D \textbf{43}, 318 (1990), on the response of squid giant axons stimulated by periodic sequence of short current pulses is interpreted within the…

Biological Physics · Physics 2010-12-20 L. S. Borkowski