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This letter introduces a formalism for modeling time-variant channels for diffusive molecular communication systems. In particular, we consider a fluid environment where one transmitter nano-machine and one receiver nano-machine are…

Information Theory · Computer Science 2017-03-08 Arman Ahmadzadeh , Vahid Jamali , Adam Noel , Robert Schober

This paper introduces a new technique for learning probabilistic models of mass and friction distributions of unknown objects, and performing robust sliding actions by using the learned models. The proposed method is executed in two…

Robotics · Computer Science 2020-08-06 Changkyu Song , Abdeslam Boularias

We consider a toy model for the study of monitored dynamics in a many-body quantum systems. We study the stochastic Schrodinger equation resulting from the continuous monitoring with a rate $\Gamma$ of a random hermitian operator chosen at…

Statistical Mechanics · Physics 2024-07-02 Federico Gerbino , Pierre Le Doussal , Guido Giachetti , Andrea De Luca

We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…

Statistical Mechanics · Physics 2009-11-10 Sreedhar B. Dutta , Mustansir Barma

Mathematical models for complex systems are often accompanied with uncertainties. The goal of this paper is to extract a stochastic differential equation governing model with observation on stationary probability distributions. We develop a…

Dynamical Systems · Mathematics 2023-04-05 Xiaoli Chen , Hui Wang , Jinqiao Duan

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

This paper addresses the problem of change-point detection on sequences of high-dimensional and heterogeneous observations, which also possess a periodic temporal structure. Due to the dimensionality problem, when the time between…

Machine Learning · Statistics 2019-03-25 Pablo Moreno-Muñoz , David Ramírez , Antonio Artés-Rodríguez

Theory of granular dissipative gas is discussed based on Boltzmann's equation and in view of recent experimental results in micro-gravity during few CNES and ESA campaigns [9,11]. It is recalled that the Boltzmann's distribution is a steady…

Soft Condensed Matter · Physics 2007-05-23 P. Evesque

We discuss the distribution of various estimators for extracting the diffusion constant of single Brownian trajectories obtained by fitting the squared displacement of the trajectory. The analysis of the problem can be framed in terms of…

Statistical Mechanics · Physics 2015-05-28 Denis Boyer , David S. Dean

We study dynamics of the inverted pendulum on the wheel on a soft surface and under a proportional-integral-derivative controller. The behaviour of such pendulum is modelled by a system with a differential inclusion. If the the system has a…

Systems and Control · Electrical Eng. & Systems 2020-06-12 O. M. Kiselev

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

Converting neutron scattering data to real-space time-dependent structures can only be achieved through suitable models, which is particularly challenging for geometrically disordered structures. We address this problem by introducing…

Chemical Physics · Physics 2021-07-28 Cedric J. Gommes , Reiner Zorn , Sebastian Jaksch , Henrich Frielinghaus , Olaf Holderer

Mathematical descriptions of dynamical systems are deeply rooted in topological spaces defined by non-Euclidean geometry. This paper proposes leveraging structure-rich geometric spaces for machine learning to achieve structural…

Machine Learning · Computer Science 2025-02-20 Zack Xuereb Conti , David J Wagg , Nick Pepper

Continuity of local time for Brownian motion ranks among the most notable mathematical results in the theory of stochastic processes. This article addresses its implications from the point of view of applications. In particular an extension…

Probability · Mathematics 2015-03-17 Jorge M. Ramirez , Edward C. Waymire , Enrique A. Thomann

Time change is a powerful technique for generating noises and providing flexible models. In the framework of time changed Brownian and Poisson random measures we study the existence and uniqueness of a solution to a general mean-field…

Probability · Mathematics 2016-08-23 Giulia Di Nunno , Hannes Haferkorn

Motivated by Krioukov et al.'s model of random hyperbolic graphs for real-world networks, and inspired by the analysis of a dynamic model of graphs in Euclidean space by Peres et al., we introduce a dynamic model of hyperbolic graphs in…

Probability · Mathematics 2022-03-15 Marcos Kiwi , Amitai Linker , Dieter Mitsche

We investigated the quality of forecasting of fractional Brownian motion, and new method for estimating of Hurst exponent is validated. Stochastic model of the time series in the form of converted fractional Brownian motion is proposed. The…

Probability · Mathematics 2017-04-05 Valeria Bondarenko , Victor Bondarenko , Kiryl Truskovsky , Ina Taralova

We investigate the estimation of specific intrinsic volumes of stationary Boolean models by local digital algorithms; that is, by weighted sums of $n \times\ldots \times n$ configuration counts. We show that asymptotically unbiased…

Probability · Mathematics 2020-04-08 Julia Hörrmann , Anne Marie Svane

Statistical physics courses typically employ abstract language that describes objects too small to be seen, making the topic challenging for students to understand. In this work, we introduce a simple experiment that allows conceptualizing…

We study the existence and regularity of local times for general $d$-dimensional stochastic processes. We give a general condition for their existence and regularity properties. To emphasize the contribution of our results, we show that…

Probability · Mathematics 2024-08-01 Tommi Sottinen , Ercan Sönmez , Lauri Viitasaari