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We consider noise-driven exit from a domain of attraction in a two-dimensional bistable system lacking detailed balance. Through analog and digital stochastic simulations, we find a theoretically predicted bifurcation of the most probable…

Data Analysis, Statistics and Probability · Physics 2008-02-03 D. G. Luchinsky , R. S. Maier , R. Mannella , P. V. E. McClintock , D. L. Stein

In this paper, we consider an $N$-queue overloaded polling network attended by a single cyclically roving server. Upon the completion of his service, a customer is either routed to another queue or leaves the system. All the switches are…

Probability · Mathematics 2017-01-17 Zaiming Liu , Yuejiao Wang , Yuqing Chu , Yingqiu Li

In this paper we explore the features of a graph generated by random walkers with nodes that have evolutionary attractiveness and Boltzmann-like transition probabilities that depend both on the euclidean distance between the nodes and on…

Physics and Society · Physics 2019-04-09 Roberto da Silva

We explore the voter model dynamics on a directed random graph model ensemble (digraphs), given by the Directed Configuration Model. The voter model captures the evolution of opinions over time on a graph where each vertex represents an…

Probability · Mathematics 2024-07-10 Federico Capannoli

An intense research on financial market microstructure is presently in progress. Continuous time random walks (CTRWs) are general models capable to capture the small-scale properties that high frequency data series show. The use of CTRW…

Physics and Society · Physics 2008-12-02 Miquel Montero , Jaume Masoliver

A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…

Applications · Statistics 2014-09-01 Issac Shams , Saeede Ajorlou , Kai Yang

To mimic the complex transport-like collective phenomena in a man-made or natural system, we study an open network junction model of totally asymmetric simple exclusion process with bulk particle attachment and detachment. The stationary…

Statistical Mechanics · Physics 2022-02-23 Ankita Gupta , Arvind Kumar Gupta

Neural network design has utilized flexible nonlinear processes which can mimic biological systems, but has suffered from a lack of traceability in the resulting network. Graphical probabilistic models ground network design in probabilistic…

Machine Learning · Computer Science 2015-06-19 Kenric P. Nelson , Madalina Barbu , Brian J. Scannell

We present a method to learn mean residence time and escape probability from data modeled by stochastic differential equations. This method is a combination of machine learning from data (to extract stochastic differential equations as…

Dynamical Systems · Mathematics 2019-10-02 Dengfeng Wu , Miaomiao Fu , Jinqiao Duan

The dynamics of mechanical systems such as turbomachinery with multiple blades are often modeled by arrays of periodically driven coupled nonlinear oscillators. It is known that such systems may have multiple stable vibrational modes, and…

Chaotic Dynamics · Physics 2022-12-06 Lautaro Cilenti , Maria Cameron , Balakumar Balachandran

We propose generalizations of a number of standard network models, including the classic random graph, the configuration model, and the stochastic block model, to the case of time-varying networks. We assume that the presence and absence of…

Social and Information Networks · Computer Science 2018-05-02 Xiao Zhang , Cristopher Moore , M. E. J. Newman

We study the prisoner's dilemma model with a noisy imitation evolutionary dynamics on directed out-homogeneous and uncorrelated directed random networks. An heterogeneous pair mean-field approximation is presented showing good agreement…

Physics and Society · Physics 2017-01-04 A. L. Ferreira , A. Lipowski , T. B. Pedro , M. Santos , W. Figueiredo

We study a d-dimensional system of diffusing particles that on contact either annihilate with probability 1/(q-1) or coagulate with probability (q-2)/(q-1). In 1-dimension, the system models the zero temperature Glauber dynamics of domain…

Statistical Mechanics · Physics 2009-11-10 Supriya Krishnamurthy , R. Rajesh , Oleg Zaboronski

We investigate the connection between Potts (Curie-Weiss) models and stochastic opinion models in the view of the Boltzmann distribution and stochastic Glauber dynamics. We particularly find that the q-voter model can be considered as a…

Physics and Society · Physics 2024-02-13 Matthias Gsänger , Volker Hösel , Christoph Mohamad-Klotzbach , Johannes Müller

In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parametrized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…

Statistical Mechanics · Physics 2007-05-23 John Evans , Fredrick Michael

We study the entanglement dynamics of discrete time quantum walks acting on bounded finite sized graphs. We demonstrate that, depending on system parameters, the dynamics may be monotonic, oscillatory but highly regular, or quasi-periodic.…

Quantum Physics · Physics 2012-03-07 Peter P. Rohde , Alessandro Fedrizzi , Timothy C. Ralph

We use a Monte Carlo bond-switching method to study systematically the thermodynamic properties of a "continuous random network" model, the canonical model for such amorphous systems as a-Si and a-SiO$_2$. Simulations show first-order…

Statistical Mechanics · Physics 2009-10-31 Yuhai Tu , J. Tersoff , G. Grinstein , David Vanderbilt

Willems et al. showed that all input-output trajectories of a discrete-time linear time-invariant system can be obtained using linear combinations of time shifts of a single, persistently exciting, input-output trajectory of that system. In…

Systems and Control · Electrical Eng. & Systems 2021-10-01 Mohammad Alsalti , Julian Berberich , Victor G. Lopez , Frank Allgöwer , Matthias A. Müller

In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…

Methodology · Statistics 2023-10-27 Kimia Vahdat , Sara Shashaani

The rotor router model is a popular deterministic analogue of a random walk on a graph. Instead of moving to a random neighbor, the neighbors are served in a fixed order. We examine how fast this "deterministic random walk" covers all…

Discrete Mathematics · Computer Science 2010-06-18 Tobias Friedrich , Thomas Sauerwald