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Sociotechnological and geospatial processes exhibit time varying structure that make insight discovery challenging. To detect abnormal moments in these processes, a definition of `normal' must be established. This paper proposes a new…

Social and Information Networks · Computer Science 2017-12-15 Jace Robinson , Derek Doran

This paper reviews a class of generic dissipative dynamical systems called N-K models. In these models, the dynamics of N elements, defined as Boolean variables, develop step by step, clocked by a discrete time variable. Each of the N…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Leo Kadanoff , Susan Coppersmith , Maximino Aldana

Nonlinear dynamics of a bouncing ball moving in gravitational field and colliding with a moving limiter is considered. Several simple models of table motion are studied and compared. Dependence of displacement of the table on time,…

Chaotic Dynamics · Physics 2010-06-08 Andrzej Okninski , Boguslaw Radziszewski

Diffusion models provide a principled framework for generative modeling via stochastic differential equations and time-reversed dynamics. Extending spectral diffusion approaches to spherical data, however, raises nontrivial geometric and…

Probability · Mathematics 2026-01-29 Pierpaolo Brutti , Claudio Durastanti , Francesco Mari

The additive monotone (resp. boolean) unitary Brownian motion is a non-commutative stochastic process with monotone (resp. boolean) independent and stationary increments which are distributed according to the arcsine law (resp. Bernoulli…

Probability · Mathematics 2015-06-02 Tarek Hamdi

Diffusion with stochastic resetting has recently emerged as a powerful modeling tool with a myriad of potential applications. Here, we study local time in this model, covering situations of free and biased diffusion with, and without, the…

Statistical Mechanics · Physics 2019-06-06 Arnab Pal , Rakesh Chatterjee , Shlomi Reuveni , Anupam Kundu

We present new applications of parity inversion and time-reversal to the emergence of complex behavior from simple dynamical rules in stochastic discrete models. Our parity-based encoding of causal relationships and time-reversal…

Adaptation and Self-Organizing Systems · Physics 2021-07-20 Jordan C. Rozum , Jorge Gómez Tejeda Zañudo , Xiao Gan , Dávid Deritei , Réka Albert

We show in detail some results, outlined in a previous paper regarding the case of Brownian motion (BM), about the distribution of the $n$th-passage time of a one-dimensional diffusion obtained by a space or time transformation of BM,…

Probability · Mathematics 2018-04-12 Mario Abundo , Maria Beatrice Scioscia Santoro

Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…

Probability · Mathematics 2007-05-23 Denis S. Grebenkov

We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…

Probability · Mathematics 2024-12-13 Ling Wang , Pengcheng Xia , Longjie Xie , Li Yang

In sequential change detection, existing performance measures differ significantly in the way they treat the time of change. By modeling this quantity as a random time, we introduce a general framework capable of capturing and better…

Statistics Theory · Mathematics 2008-12-18 George V. Moustakides

Heterogeneity of many building materials complicates numerical modelling of structural behaviour. The material randomicity can be manifested by different values of material parameters of each material specimen. To capture inherent…

Computational Engineering, Finance, and Science · Computer Science 2026-02-17 Eliška Kočková , Anna Kučerová

We describe a two-dimensional model for active particles whose self-propulsion speed is not fixed, but varies in time, and whose motion is subject to both translational and rotational diffusion. In the conventional treatment of active…

Soft Condensed Matter · Physics 2025-10-01 Tayeb Jamali

A geometric Brownian motion with delay is the solution of a stochastic differential equation where the drift and diffusion coefficient depend linearly on the past of the solution, i.e. a linear stochastic functional differential equation.…

Probability · Mathematics 2007-05-23 J. A. D. Appleby , M. Riedle

We consider a two-dimensional model of double-diffusive convection and its time discretisation using a second-order scheme which treat the nonlinear term explicitly (backward differentiation formula with a one-leg method). Uniform bounds on…

Numerical Analysis · Mathematics 2014-02-28 Florentina Tone , Xiaoming Wang , Djoko Wirosoetisno

We discuss the observability of a one-dimensional Schr\"odinger equation on certain time dependent domain. In linear moving case, we give the exact boundary and pointwise internal observability for arbitrary time. For the general moving, we…

Optimization and Control · Mathematics 2018-01-30 Duc-Trung Hoang

We consider a single Brownian particle in one dimension in a medium at a constant temperature in the underdamped regime. We stochastically reset the position of the Brownian particle to a fixed point in the space with a constant rate $r$…

Statistical Mechanics · Physics 2019-05-22 Deepak Gupta

In this paper, we present a guide to the foundations of learning Dynamic Bayesian Networks (DBNs) from data in the form of multiple samples of trajectories for some length of time. We present the formalism for a generic as well as a set of…

Machine Learning · Computer Science 2024-09-02 Vyacheslav Kungurtsev , Fadwa Idlahcen , Petr Rysavy , Pavel Rytir , Ales Wodecki

This paper is concerned with the inverse scattering problem involving the time-domain elastic wave equations in a bounded $d$-dimensional domain. First, an explicit reconstruction formula for the density is established by means of the…

Analysis of PDEs · Mathematics 2023-01-20 Bochao Chen , Yixian Gao , Shuguan Ji , Yang Liu

We present methods which allow orders of magnitude increase in the number of modes in linear optics experiments by moving from spatial encoding to temporal encoding and using dispersion. This enables significant practical advantages for…

Quantum Physics · Physics 2016-05-17 Mihir Pant , Dirk Englund
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