Related papers: Fractional contact model in the continuum
In this paper we consider a fractional stochastic volatility model, that is a model in which the volatility may exhibit a long-range dependent or a rough/antipersistent behavior. We propose a dynamic sequential Monte Carlo methodology that…
It is generally accepted that many time series of practical interest exhibit strong dependence, i.e., long memory. For such series, the sample autocorrelations decay slowly and log-log periodogram plots indicate a straight-line…
We briefly examine recent developments in the field of open quantum system theory, devoted to the introduction of a satisfactory notion of memory for a quantum dynamics. In particular, we will consider a possible formalization of the notion…
Neural circuits exhibit structured connectivity, including an overrepresentation of reciprocal connections between neuron pairs. Despite important advances, a full understanding of how such partial symmetry in connectivity shapes neural…
The era of big data has witnessed an increasing availability of observational data from mobile and social networking, online advertising, web mining, healthcare, education, public policy, marketing campaigns, and so on, which facilitates…
We study the effect of temporal correlation in a Langevin equation describing non-adiabatic dynamics at metal surfaces. For a harmonic oscillator the Langevin equation preserves the quantum dynamics exactly and it is demonstrated that…
We propose to describe the dynamics of phase transitions in terms of a non-stationary Generalized Langevin Equation for the order parameter. By construction, this equation is non-local in time, i.e.~it involves memory effects whose…
Rapid rebinding of molecular interaction partners that are in close proximity after dissociation leads to a dissociation and association kinetics that can profoundly differ from predictions based on bulk reaction models. The cause of this…
Interval approaches for the reachability analysis of initial value problems for sets of classical ordinary differential equations have been investigated and implemented by many researchers during the last decades. However, there exist…
The applicability of computational and dynamical systems models to organisms is scrutinized, using examples from developmental biology and cognition. Developmental morphogenesis is dependent on the inherent material properties of developing…
The information encoded into an open quantum system that evolves under a Markovian dynamics is always monotonically non-increasing. Nonetheless, for a given quantifier of the information contained in the system, it is in general not clear…
In this paper, we revisit some classical and recent works on modelling slide-contact with wear and propose their generalisation. Namely, we upgrade the relation between the pressure and the wear rate by incorporating some non-local…
A survival model is derived from the exponential function using the concept of fractional differentiation. The hazard function of the proposed model generates various shapes of curves including increasing, increasing-constant-increasing,…
Friction is a phenomenon that manifests across all spatial and temporal scales, from the molecular to the macroscopic scale. It describes the dissipation of energy from the motion of particles or abstract reaction coordinates and arises in…
We study the continuum percolation model, which is defined on $\mathbb{Z}^d\times \mathbb{R}$ so that the connections in the continuous directions are not oriented in time, with quasiperiodically disordered fields. The oriented version of…
A generalization of the economic model of logistic growth, which takes into account the effects of memory and crises, is suggested. Memory effect means that the economic factors and parameters at any given time depend not only on their…
Most neural models of causality assume static causal graphs, failing to capture the dynamic and sparse nature of physical interactions where causal relationships emerge and dissolve over time. We introduce the Causal Process Framework and…
We analyze non-Markovian memory effects displayed by the quantum Brownian motion modelled as quantum harmonic oscillators coupled to a bath consisting of harmonic oscillators. We study the time evolution of fidelity, Petz-R\'enyi relative…
Bell nonlocality is an intriguing property of quantum mechanics with far reaching consequences for information processing, philosophy and our fundamental understanding of nature. However, nonlocality is a statement about static correlations…
A novel application of the correlation matrix formalism to study dynamics of the financial evolution is presented. This formalism allows to quantify the memory effects as well as some potential repeatable intradaily structures in the…