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An approximation of a system coupling the cross-diffusion of chemical species within a solvent, subjected to an electric field, is obtained through a control volume finite element (CVFE) scheme on general simplicial meshes in two or three…

Numerical Analysis · Mathematics 2026-03-17 Arne Berrens , Robert Eymard

The goal of this investigation was to derive strictly new properties of chaotic systems and their mutual relations. The generalized Fokker-Planck equation with a non stationary diffusion has been derived and used for chaos analysis. An…

Chaotic Dynamics · Physics 2014-07-29 Sergey A. Kamenshchikov

The effect of a change of noise amplitudes in overdamped diffusive systems is linked to their unperturbed behavior by means of a nonequilibrium fluctuation-response relation. This formula holds also for systems with state-independent…

Statistical Mechanics · Physics 2017-06-13 Cem Yolcu , Antoine Bérut , Gianmaria Falasco , Artyom Petrosyan , Sergio Ciliberto , Marco Baiesi

The Fokker-Planck Equation (FPE) is a fundamental tool for the investigation of kinematic aspects of a wide range of systems. For systems governed by the non-additive entropy $S_q$, the Plastino-Plastino Equation (PPE) is the correct…

High Energy Physics - Phenomenology · Physics 2023-09-13 Eugenio Megias , Airton Deppman , Roman Pasechnik , Constantino Tsallis

The recent advancements in mathematical modeling of biochemical systems have generated increased interest in sensitivity analysis methodologies. There are two primary approaches for analyzing these mathematical models: the stochastic…

Computation · Statistics 2025-10-14 Kannon Hossain , Roger Sidje , Fahad Mostafa

Unlike closed systems, where the total energy and information are conserved within the system, open systems interact with the external environment which often leads to complex behaviors not seen in closed systems. The random fluctuations…

Quantum Physics · Physics 2024-05-24 Joo Yong Shim , Joongheon Kim

Recently created diffusive memristors have garnered significant research interest owing to their distinctive capability to generate a diverse array of spike dynamics which are similar in nature to those found in biological cells. This gives…

We study stochastic dynamics of an ensemble of N globally coupled excitable elements. Each element is modeled by a FitzHugh-Nagumo oscillator and is disturbed by independent Gaussian noise. In simulations of the Langevin dynamics we…

Statistical Mechanics · Physics 2009-11-11 M. Zaks , X. Sailer , L. Schimansky-Geier , A. Neiman

A simple stochastic model which describes microtubule dynamics and explicitly takes into account the relevant biochemical processes is presented. The model incorporates binding and unbinding of monomers and random phosphate release inside…

Statistical Mechanics · Physics 2015-05-27 Ranjith Padinhateeri , Anatoly B. Kolomeisky , David Lacoste

Non-Gaussian L\'evy noises are present in many models for understanding underlining principles of physics, finance, biology and more. In this work, we consider the Fokker-Planck equation(FPE) due to one-dimensional asymmetric L\'evy motion,…

Dynamical Systems · Mathematics 2018-03-05 Xiao Wang , Wenpeng Shang , Xiaofan Li , Jinqiao Duan , Yanghong Huang

Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…

Machine Learning · Statistics 2025-03-04 Ziheng Guo , James Greene , Ming Zhong

In this paper, an online multiscale model reduction method is presented for stochastic partial differential equations (SPDEs) with multiplicative noise, where the diffusion coefficient is spatially multiscale and the noise perturbation…

Numerical Analysis · Mathematics 2022-04-26 Lijian Jiang , Mengnan Li , Meng Zhao

Stochastic Bloch equations which model the fluorescence of two level molecules and atoms, NMR experiments and Josephson junctions are investigated to illustrate the profound effect of multiplicative noise on the critical frequency of a…

Statistical Mechanics · Physics 2010-03-24 I. Peleg , E. Barkai

The stochastic dynamics of biochemical networks are usually modelled with the chemical master equation (CME). The stationary distributions of CMEs are seldom solvable analytically, and numerical methods typically produce estimates with…

Probability · Mathematics 2019-10-30 Juan Kuntz , Philipp Thomas , Guy-Bart Stan , Mauricio Barahona

Noise Contrastive Estimation (NCE) is a powerful parameter estimation method for log-linear models, which avoids calculation of the partition function or its derivatives at each training step, a computationally demanding step in many cases.…

Computation and Language · Computer Science 2018-09-07 Zhuang Ma , Michael Collins

We study the role of fluctuations in particle systems modeled by Dean-Kawasaki-type equations, which describe the evolution of particle densities in systems with Brownian motion. By comparing microscopic simulations, stochastic partial…

Statistical Mechanics · Physics 2026-04-16 Nathan O. Silvano , Emilio Hernández-García , Cristóbal López

Unidirectionally coupled dynamical system is studied by focusing on the input (or boundary) dependence. Due to convective instability, noise at an up-flow is spatially amplified to form an oscillation. The response, given by the down-flow…

chao-dyn · Physics 2009-10-31 Koichi Fujimoto , Kunihiko Kaneko

The inherent flexibility of soft robots offers numerous advantages, such as enhanced adaptability and improved safety. However, this flexibility can also introduce challenges regarding highly uncertain and nonlinear motion. These challenges…

Robotics · Computer Science 2025-09-03 Sumitaka Honji , Takahiro Wada

The quantum Mpemba effect (QMPE), an intriguing anomalous relaxation phenomenon, has recently attracted significant attention. However, how various types of noise, which are ubiquitous in real systems, may affect the QMPE remains unknown.…

Quantum Physics · Physics 2025-07-17 Mingrui Zhao , Zhonghuai Hou

Efficiently solving the Fokker-Planck equation (FPE) is crucial for understanding the probabilistic evolution of stochastic particles in dynamical systems, however, analytical solutions or density functions are only attainable in specific…

Computational Physics · Physics 2025-03-13 Xiaolong Wang , Jing Feng , Gege Wang , Tong Li , Yong Xu
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