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Systems of interacting continuous-time Markov chains are a powerful model class, but inference is typically intractable in high dimensional settings. Auxiliary information, such as noisy observations, is typically only available at discrete…

Machine Learning · Statistics 2026-04-21 Giosue Migliorini , Padhraic Smyth

Exploiting the azimuthal angle dependence of the density matrices we construct observables that directly measure the spin of a heavy unstable particle. A novelty of the approach is that the analysis of the azimuthal angle dependence in a…

High Energy Physics - Phenomenology · Physics 2009-07-22 Fawzi Boudjema , Ritesh K. Singh

This work investigates a three-dimensional slow-fast stochastic system with quadratic nonlinearity and additive noise, inspired by fluid dynamics. The deterministic counterpart exhibits a periodic orbit and a slow manifold. We demonstrate…

Dynamical Systems · Mathematics 2025-01-22 Mickaël D. Chekroun , Jeroen S. W. Lamb , Christian J. Pangerl , Martin Rasmussen

Based on the proposed earlier by the Author approach to macroscopic description of scalar interaction, this paper develops the macroscopic model of relativistic plasma with a fantom scalar interaction of elementary particles. In the article…

General Relativity and Quantum Cosmology · Physics 2015-06-22 Yu. G. Ignatyev , A. A. Agathonov , D. Yu. Ignatyev

We develop a bonded-particle model for magneto-elastic rods that unifies large deformations, contact, and long-range magnetic interactions within a single discrete-element framework. The rod is discretized into orientable particles…

Soft Condensed Matter · Physics 2026-03-31 Gabriel Alkuino , Joel T. Clemmer , Christian D. Santangelo , Teng Zhang

We consider the dynamics of a single shock in a partially asymmetric simple exclusion process (PASEP) on a finite lattice with open boundaries in the sublattice-parallel updating scheme. We then construct the steady state of the system by…

Statistical Mechanics · Physics 2016-05-16 S. R. Masharian , F. Zamani

Recently, we proposed a self-propelled particle model with competing alignment interactions: nearby particles tend to align their velocities whereas they anti-align their direction of motion with particles which are further away [R.…

Soft Condensed Matter · Physics 2016-05-02 Robert Großmann , Pawel Romanczuk , Markus Bär , Lutz Schimansky-Geier

We introduce a random matrix framework for studying statistical-mechanical lattice systems through spectral observables. Equilibrium configurations sampled from a Boltzmann measure are mapped to matrix ensembles whose covariance structure…

Disordered Systems and Neural Networks · Physics 2026-05-21 Yaprak Önder , Abbas Ali Saberi , Roderich Moessner

We consider the one-dimensional partially asymmetric exclusion model with open boundaries. The model describes a system of hard-core particles that hop stochastically in both directions with different rates. At both boundaries particles are…

Condensed Matter · Physics 2009-10-28 Fabian H. L. Essler , Vladimir Rittenberg

We study a stochastic particle system with a logarithmically-singular inter-particle interaction potential which allows for inelastic particle collisions. We relate the squared Bessel process to the evolution of localized clusters of…

Probability · Mathematics 2017-10-04 Gleb Zhelezov , Ibrahim Fatkullin

We consider multiple stochastic integrals with respect to c\`adl\`ag martingales, which approximate a cylindrical Wiener process. We define a chaos expansion, analogous to the case of multiple Wiener stochastic integrals, for these…

Probability · Mathematics 2023-07-26 Paolo Grazieschi , Konstantin Matetski , Hendrik Weber

This thesis deals with some $(1+1)$-dimensional lattice path models from the KPZ universality class: the directed random polymer with inverse-gamma weights (known as log-gamma polymer) and its zero temperature degeneration, i.e. the last…

Probability · Mathematics 2019-05-27 Elia Bisi

To model reliably behavioral systems with complex bio-social interactions, accounting for uncertainty quantification, is critical for many application areas. However, in terms of the mathematical formulation of the corresponding problems,…

Data Analysis, Statistics and Probability · Physics 2021-06-22 Thi Kim Thoa Thieu , Roderick Melnik

In this paper, a physics-oriented stochastic kinetic scheme will be developed that includes random inputs from both flow and electromagnetic fields via a hybridization of stochastic Galerkin and collocation methods. Based on the BGK-type…

Computational Physics · Physics 2021-03-17 Tianbai Xiao , Martin Frank

Stochastic mechanics---the study of classical stochastic systems governed by things like master equations and Fokker-Planck equations---exhibits striking mathematical parallels to quantum mechanics. In this article, we make those parallels…

Statistical Mechanics · Physics 2019-10-01 John J. Vastola , William R. Holmes

We introduce a new method for online parameter estimation in stochastic interacting particle systems, based on continuous observation of a small number of particles from the system. Our method recursively updates the model parameters using…

Statistics Theory · Mathematics 2026-02-25 Louis Sharrock , Nikolas Kantas , Grigorios A. Pavliotis

We introduce three stochastic cooperative models for particle deposition and evaporation relevant to ionic self-assembly of nanoparticles with applications in surface fabrication and nanomedicine. We present a method for mapping a…

Chemical Physics · Physics 2015-06-08 E. M. Schwen

Many complex structures and stochastic patterns emerge from simple kinetic rules and local interactions, and are governed by scale invariance properties in combination with effects of the global geometry. We consider systems that can be…

Statistical Mechanics · Physics 2013-09-17 Adnan Ali , Robin C. Ball , Stefan Grosskinsky , Ellak Somfai

As is well-known, there exists a four parameter family of local interactions in 1D. We interpret these parameters as coupling constants of delta-type interactions which include different kinds of momentum dependent terms, and we determine…

Mathematical Physics · Physics 2009-11-10 Martin Hallnäs , Edwin Langmann , Cornelius Paufler

The procedure for obtaining integrable vertex models via reflection matrices on the square lattice with open boundaries is reviewed and explicitly carried out for a number of two- and three-state vertex models. These models include the…

High Energy Physics - Theory · Physics 2010-04-08 C. M. Yung , M. T. Batchelor
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