English
Related papers

Related papers: Discrete Stochastic Models in Continuous Time for …

200 papers

Stochastic methods are a crucial area in contemporary climate research and are increasingly being used in comprehensive weather and climate prediction models as well as reduced order climate models. Stochastic methods are used as…

Atmospheric and Oceanic Physics · Physics 2020-11-16 Christian L. E. Franzke , Terence J. O'Kane , Judith Berner , Paul D. Williams , Valerio Lucarini

The recent interest in human dynamics has led researchers to investigate the stochastic processes that explain human behaviour in different contexts. Here we propose a generative model to capture the essential dynamics of survival analysis,…

Physics and Society · Physics 2015-06-18 Trevor Fenner , Mark Levene , George Loizou

This work proposes to model the space environment as a stochastic dynamic network where each node is a group of objects of a given class, or species, and their relationship is represented by stochastic links. A set of stochastic dynamic…

Dynamical Systems · Mathematics 2025-05-23 Yirui Wang , Pietro De Marchi , Massimiliano Vasile

This review maps developments in stochastic modeling, highlighting non-standard approaches and their applications to biology and epidemiology. It brings together four strands: (1) core models for systems that evolve with randomness; (2)…

Dynamical Systems · Mathematics 2025-10-24 Yassine Sabbar , Kottakkaran Sooppy Nisar

We develop a generalized stability framework for stochastic discrete-time systems, where the generality pertains to the ways in which the distribution of the state energy can be characterized. We use tools from finance and operations…

Systems and Control · Electrical Eng. & Systems 2022-11-23 Margaret P. Chapman , Dionysios S. Kalogerias

We give a overview of stochastic models of evolution that have found applications in genetics, ecology and linguistics for an audience of nonspecialists, especially statistical physicists. In particular, we focus mostly on neutral models in…

Statistical Mechanics · Physics 2009-11-13 R. A. Blythe , A. J. McKane

Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

Computation · Statistics 2012-05-03 Umberto Picchini , Susanne Ditlevsen

Species subject to predation and environmental threats commonly exhibit variable periods of population boom and bust over long timescales. Understanding and predicting such behavior, especially given the inherent heterogeneity and…

Populations and Evolution · Quantitative Biology 2024-06-03 Daniel Messenger , Greg Dwyer , Vanja Dukic

Analysis of mathematical models in ecology and epidemiology often focuses on asymptotic dynamics, such as stable equilibria and periodic orbits. However, many systems exhibit long transient behaviors where certain aspects of the dynamics…

Dynamical Systems · Mathematics 2025-11-06 Anthony Pasion , Felicia Magpantay

The prediction of behavior in dynamical systems, is frequently subject to the design of models. When a time series obtained from observing the system is available, the task can be performed by designing the model from these observations…

Machine Learning · Computer Science 2022-11-23 Pedro Garcia

Dynamical systems are widely used in science and engineering to model systems consisting of several interacting components. Often, they can be given a causal interpretation in the sense that they not only model the evolution of the states…

Artificial Intelligence · Computer Science 2022-03-29 Stephan Bongers , Tineke Blom , Joris M. Mooij

Continuous-time Markov chains are used to model stochastic systems where transitions can occur at irregular times, e.g., birth-death processes, chemical reaction networks, population dynamics, and gene regulatory networks. We develop a…

Machine Learning · Statistics 2022-12-13 Majerle Reeves , Harish S. Bhat

The physical sciences are replete with dynamical systems that require the resolution of a wide range of length and time scales. This presents significant computational challenges since direct numerical simulation requires discretization at…

Machine Learning · Computer Science 2025-11-11 Andrew F. Ilersich , Prasanth B. Nair

Time-discrete dynamical systems on a finite state space have been used with great success to model natural and engineered systems such as biological networks, social networks, and engineered control systems. They have the advantage of being…

Combinatorics · Mathematics 2015-03-17 Alan Veliz-Cuba , Reinhard Laubenbacher

Deterministic continuum models formulated in terms of non-local partial differential equations for the evolutionary dynamics of populations structured by phenotypic traits have been used recently to address open questions concerning the…

Populations and Evolution · Quantitative Biology 2020-10-14 Aleksandra Ardaševa , Robert A. Gatenby , Alexander R. A. Anderson , Helen M. Byrne , Philip K. Maini , Tommaso Lorenzi

In complex systems, the interplay between nonlinear and stochastic dynamics, e.g., J. Monod's necessity and chance, gives rise to an evolutionary process in Darwinian sense, in terms of discrete jumps among attractors, with punctuated…

Adaptation and Self-Organizing Systems · Physics 2013-03-18 Hong Qian

Extreme environmental events such as severe storms, drought, heat waves, flash floods, and abrupt species collapse have become more prevalent in the earth-atmosphere dynamic system in recent years. In order to fully understand the…

Methodology · Statistics 2025-08-05 Myungsoo Yoo , Likun Zhang , Christopher K. Wikle , Thomas Opitz

Application of discrete-time survival methods for continuous-time survival prediction is considered. For this purpose, a scheme for discretization of continuous-time data is proposed by considering the quantiles of the estimated event-time…

Machine Learning · Statistics 2019-10-16 Håvard Kvamme , Ørnulf Borgan

We introduce the following discrete time model. Each natural number represents an ecological niche and is assigned a fitness in $(0,1)$. All the sites are updated simultaneously at every discrete time. At any given time the environment may…

Probability · Mathematics 2022-11-03 Rinaldo B. Schinazi

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

Systems and Control · Computer Science 2017-01-11 Luca Bortolussi , Guido Sanguinetti