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We present a simple and general framework to simulate statistically correct realizations of a system of non-Markovian discrete stochastic processes. We give the exact analytical solution and a practical an efficient algorithm alike the…

Disordered Systems and Neural Networks · Physics 2014-10-21 Marian Boguna , Luis F. Lafuerza , Raul Toral , M. Angeles Serrano

We suggest a mechanism based on spike time dependent plasticity (STDP) of synapses to store, retrieve and predict temporal sequences. The mechanism is demonstrated in a model system of simplified integrate-and-fire type neurons densely…

Adaptation and Self-Organizing Systems · Physics 2009-11-07 Thomas Nowotny , Misha I. Rabinovich , Henry D. I. Abarbanel

Modeling complex dynamical systems under varying conditions is computationally intensive, often rendering high-fidelity simulations intractable. Although reduced-order models (ROMs) offer a promising solution, current methods often struggle…

Machine Learning · Computer Science 2026-01-16 Andrew F. Ilersich , Kevin Course , Prasanth B. Nair

We present an improved model and theory for time-causal and time-recursive spatio-temporal receptive fields, obtained by a combination of Gaussian receptive fields over the spatial domain and first-order integrators or equivalently…

Computer Vision and Pattern Recognition · Computer Science 2021-01-25 Tony Lindeberg

We consider the problem of performing parameter and state inference in a state-space model (SSM) parametrized by a static parameter $\theta$. A popular idea to address this problem consists of incorporating $\theta$ in the state of the…

Statistics Theory · Mathematics 2025-06-10 Yuan Chen , Mathieu Gerber , Christophe Andrieu , Randal Douc

Folding protein dynamics has been an area of high interest for quite some time, especially given the increased focus on the field of Biophysics. Because folding dynamics occur on such short time scales, empirical techniques developed for…

Soft Condensed Matter · Physics 2022-10-11 Rickie Xian

A form of time series path integral expansion is provided that enables both analytic and numerical temporal effect calculations for a range of stochastic processes. Birth-death processes with linear rates are analysed via coherent state…

Statistical Mechanics · Physics 2022-05-04 Chris D Greenman

We present an efficient quantum algorithm for simulating the dynamics of Markovian open quantum systems. The performance of our algorithm is similar to the previous state-of-the-art quantum algorithm, i.e., it scales linearly in evolution…

Quantum Physics · Physics 2023-07-11 Xiantao Li , Chunhao Wang

Spatio-temporal Hawkes point processes are a particularly interesting class of stochastic point processes for modeling self-exciting behavior, in which the occurrence of one event increases the probability of other events occurring. These…

Computation · Statistics 2025-11-19 Alba Bernabeu , Jorge Mateu

We present a method for describing the time evolution of many-body controlled quantum systems using matrix product operators (MPOs). Existing techniques for solving the time-dependent Schr\"odinger equation (TDSE) with an MPO Hamiltonian…

Quantum Physics · Physics 2026-01-05 Llorenç Balada Gaggioli , Jakub Mareček

This paper presents a technique for reduced-order Markov modeling for compact representation of time-series data. In this work, symbolic dynamics-based tools have been used to infer an approximate generative Markov model. The time-series…

Machine Learning · Statistics 2017-09-28 Devesh K Jha , Nurali Virani , Jan Reimann , Abhishek Srivastav , Asok Ray

Time series analysis has proven to be a powerful method to characterize several phenomena in biology, neuroscience and economics, and to understand some of their underlying dynamical features. Despite a plethora of methods have been…

Physics and Society · Physics 2023-03-01 Andrea Santoro , Federico Battiston , Giovanni Petri , Enrico Amico

We discuss time dependent quantum systems on bounded domains. Our work may be viewed as a framework for several models, including linear iterations involved in time dependent density functional theory (TDDFT), the Hartree-Fock model, or…

Dynamical Systems · Mathematics 2013-09-17 Joseph W. Jerome , Eric Polizzi

In the present paper we propose an improvement of the Gillespie algorithm allowing us to study the time evolution of an ensemble of chemical reactions occurring in a varying volume, whose growth is directly related to the amount of some…

Biological Physics · Physics 2015-03-19 Timoteo Carletti , Alessandro Filisetti

Differential equations are widely used to describe complex dynamical systems with evolving parameters in nature and engineering. Effectively learning a family of maps from the parameter function to the system dynamics is of great…

Machine Learning · Computer Science 2025-03-12 Xin Li , Chengli Zhao , Xue Zhang , Xiaojun Duan

Simulation of biomolecular networks is now indispensable for studying biological systems, from small reaction networks to large ensembles of cells. Here we present a novel approach for stochastic simulation of networks embedded in the…

Quantitative Methods · Quantitative Biology 2016-09-28 Margaritis Voliotis , Philipp Thomas , Ramon Grima , Clive G. Bowsher

The existing literature on stochastic simulation of chemical reaction networks has a tendency to move as quickly as possible to the abstract formulation of the stochastic dynamics in terms of probabilities based on the concept of the…

Statistics Theory · Mathematics 2007-06-13 Sergey Plyasunov

Stochasticity is a key characteristic of intracellular processes such as gene regulation and chemical signalling. Therefore, characterising stochastic effects in biochemical systems is essential to understand the complex dynamics of living…

Molecular Networks · Quantitative Biology 2019-03-04 David J. Warne , Ruth E. Baker , Matthew J. Simpson

This paper concerns quasi-stochastic approximation (QSA) to solve root finding problems commonly found in applications to optimization and reinforcement learning. The general constant gain algorithm may be expressed as the…

Optimization and Control · Mathematics 2024-04-02 Caio Kalil Lauand , Sean Meyn

Computing properties of molecular systems rely on estimating expectations of the (unnormalized) Boltzmann distribution. Molecular dynamics (MD) is a broadly adopted technique to approximate such quantities. However, stable simulations rely…

Chemical Physics · Physics 2023-10-31 Mathias Schreiner , Ole Winther , Simon Olsson
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