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We survey some results about the asymptotic behavior of discrete spacetime models, which appeared in diverse settings in the physics and math literature. We then discuss some recent applications, including scheduling in disk drives and…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Eitan Bachmat

We propose and analyse numerical schemes for a system of quasilinear, degenerate evolution equations modelling biofilm growth as well as other processes such as flow through porous media and the spreading of wildfires. The first equation in…

Numerical Analysis · Mathematics 2024-04-05 R. K. H. Smeets , K. Mitra , I. S. Pop , S. Sonner

The discrete class algorithm presented in this paper is an efficient simulation tool for stochastic processes governed by a reasonably small set of transition rates. The algorithm is presented, its performance compared to prevailing methods…

Computational Physics · Physics 2008-02-03 Hans E. Plesser , Dietmar Wendt

In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…

Probability · Mathematics 2016-10-23 Mark Freidlin , Leonid Koralov

Recently a path integral formalism has been proposed by the author which gives the time evolution of moments of slow variables in a Hamiltonian statistical system. This closure relies on evaluating the informational discrepancy of a time…

Mathematical Physics · Physics 2015-10-23 Richard Kleeman

This paper studies the properties of discrete time stochastic optimal control problems associated with portfolio selection. We investigate if optimal continuous time strategies can be used effectively for a discrete time market after a…

Portfolio Management · Quantitative Finance 2014-11-26 Alexandra Rodkina , Nikolai Dokuchaev

In this continuum theory, we propose a mathematical framework to study the mechanical interplay of bulk-surfaces materials undergoing deformation and phase segregation. To this end, we devise a principle of virtual powers with a…

Fluid Dynamics · Physics 2024-01-19 Anne Boschman , Luis Espath , Kris van der Zee

Rate processes are simple and analytically tractable models for many dynamical systems which switch stochastically between a discrete set of quasi stationary states but they may also approximate continuous processes by coarse grained,…

Statistical Mechanics · Physics 2013-03-11 R. Toenjes , H. Kori

Mathematical models of biological populations commonly use discrete structure classes to capture trait variation among individuals (e.g. age, size, phenotype, intracellular state). Upscaling these discrete models into continuum descriptions…

Populations and Evolution · Quantitative Biology 2026-03-18 Eleonora Agostinelli , Keith L. Chambers , Helen M. Byrne , Mohit P. Dalwadi

In this paper we consider (upward skip-free) discrete-time and discrete-space Markov additive chains (MACs) and develop the theory for the so-called $\tilde{W}$ and $\tilde{Z}$ scale matrices. which are shown to play a vital role in the…

Probability · Mathematics 2024-04-24 Zbigniew Palmowski , Lewis Ramsden , Apostolos Papaioannou

Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…

Computational Physics · Physics 2024-09-16 Elliot J. Carr

We develop a discrete-time version of the blended dynamics theorem for the use of designing distributed computation algorithms. The blended dynamics theorem enables to predict the behavior of heterogeneous multi-agent systems. Therefore,…

Systems and Control · Electrical Eng. & Systems 2023-12-01 Jeong Woo Kim , Jin Gyu Lee , Donggil Lee , Hyungbo Shim

We propose a notion of discrete elastic and area-constrained elastic curves in 2-dimensional space forms. Our definition extends the well-known discrete Euclidean curvature equation to space forms and reflects various geometric properties…

Differential Geometry · Mathematics 2025-01-24 Tim Hoffmann , Jannik Steinmeier , Gudrun Szewieczek

The possibility that a discrete process can be fruitfully approximated by a continuous one, with the latter involving a differential system, is fascinating. Important theoretical insights, as well as significant computational efficiency…

Numerical Analysis · Mathematics 2020-04-27 Uri M. Ascher

The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type with involving the duration of the dynamic process into optimization. We develop…

Optimization and Control · Mathematics 2023-10-18 Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen

Transitions between steady dynamical regimes in diverse applications are often modelled using discontinuities, but doing so introduces problems of uniqueness. No matter how quickly a transition occurs, its inner workings can affect the…

Dynamical Systems · Mathematics 2017-07-26 Mike R. Jeffrey

Stochastic mathematical models are essential tools for understanding and predicting complex phenomena. The purpose of this work is to study the exit times of a stochastic dynamical system-specifically, the mean exit time and the…

Probability · Mathematics 2025-08-06 Eric José Ávila-Vales , José Villa-Morales

Discrete time crystals are a recently proposed and experimentally observed out-of-equilibrium dynamical phase of Floquet systems, where the stroboscopic evolution of a local observable repeats itself at an integer multiple of the driving…

Statistical Mechanics · Physics 2018-01-29 Zongping Gong , Ryusuke Hamazaki , Masahito Ueda

Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…

Numerical Analysis · Mathematics 2021-01-25 Andrea Barth , Andreas Stein

Discrete diffusion models have seen a surge of attention with applications on naturally discrete data such as language and graphs. Although discrete-time discrete diffusion has been established for a while, only recently Campbell et al.…

Machine Learning · Computer Science 2024-08-13 Lingxiao Zhao , Xueying Ding , Lijun Yu , Leman Akoglu
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