Related papers: Langevin equations for competitive growth models
We consider a macroscopic model for the growth of living tissues incorporating pressure-driven dispersal and pressure-modulated proliferation. Assuming a power-law relation between the mechanical pressure and the cell density, the model can…
We study roughness scaling of the outer surface and the internal porous structure of deposits generated with the three-dimensional bidisperse ballistic deposition (BBD), in which particles of two sizes are randomly deposited. Systematic…
We present results on the ballistic and diffusive behavior of the Langevin dynamics in a periodic potential that is driven away from equilibrium by a space-time periodic driving force, extending some of the results obtained by Collet and…
Our object is to formulate and analyze a physically plausible and mathematically sound model to better understand the phenomenon of clumping in colloid dispersions. Our model is stochastic but rigorously derived from a deterministic setup…
We propose a class of dynamic vine copula models. This is an extension of static vine copulas and a generalization of dynamic C-vine and D-vine copulas studied by Almeida et al (2016) and Goel and Mehra (2019). Within this class, we allow…
Anticipating bifurcation-induced transitions in dynamical systems has gained relevance in various fields of the natural, social, and economic sciences. Before the annihilation of a system's equilibrium point by means of a bifurcation, the…
The paper introduces a PDE model for the growth of a tree stem or a vine. The equations describe the elongation due to cell growth, and the response to gravity and to external obstacles. An additional term accounts for the tendency of a…
Langevin algorithms are popular Markov Chain Monte Carlo methods for Bayesian learning, particularly when the aim is to sample from the posterior distribution of a parametric model, given the input data and the prior distribution over the…
We introduce a constructive framework to learn effective Langevin equations from stationary time series. Unlike conventional approaches that require iterative calibration to match target statistics, our construction guarantees the observed…
This paper investigates a class of controlled stochastic partial differential equations (SPDEs) arising in the modeling of composite materials with spatially varying properties. The state equation describes the evolution of a material…
The ability to separate and analyze chemical species with high resolution, sensitivity, and throughput is central to the development of microfluidics systems. Deterministic lateral displacement (DLD) is a continuous separation method based…
Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin process whose friction coefficient depends on the state of a similar, unobserved process. Integrating out the latter, we derive the long…
We study bridging transitions between a pair of non-planar surfaces. We show that the transition can be described using a generalized Kelvin equation by mapping the system to a slit of finite length. The proposed equation is applied to…
In this note, we consider the construction of a one-dimensional stable Langevin type process confined in the upper half-plane and submitted to reflective-diffusive boundary conditions whenever the particle position hits 0. We show that two…
In a recent work [Phys. Rev. E 109, L042102 (2024)], interesting dimensional crossovers [from two- to one-dimensional (2D to 1D) scaling] were found in the growth of Kardar-Parisi-Zhang (KPZ) interfaces on rectangular substrates, with…
Wild animals are commonly fitted with trackers that record their position through time, and statistical models for tracking data broadly fall into two categories: models focused on small-scale movement decisions, and models for large-scale…
In the framework of the problem of finding proper reaction coordinates (RCs) for complex systems and their effective evolution equations, we consider the case study of a polymer chain in an external double-well potential, experiencing…
We consider a previously devised model describing Levy random walks (Phys. Rev E 79, 011110; 80, 031148, (2009)). It is demonstrated numerically that the given model describes Levy random walks with superdiffusive, ballistic, as well as…
We propose an adaptively weighted stochastic gradient Langevin dynamics algorithm (SGLD), so-called contour stochastic gradient Langevin dynamics (CSGLD), for Bayesian learning in big data statistics. The proposed algorithm is essentially a…
In this paper, we establish a high-dimensional CLT for the sample mean of $p$-dimensional spatial data observed over irregularly spaced sampling sites in $\mathbb{R}^d$, allowing the dimension $p$ to be much larger than the sample size $n$.…