Related papers: Extended Plefka Expansion for Stochastic Dynamics
The major goal of the present paper is to find out the manifestation of the boundedness of fluctuations. Two different subjects are considered: (i) an ergodic Markovian process associated with a new type of large scaled fluctuations at…
Spin-models, where the $N$ spins interact pairwise with a $SU(n_f)$ symmetry preserving hamiltonian, famously simplify in the large $n_f$, $N$ limits, as derived by Sachdev and Ye when exploring mean-field behavior of spin-glasses. We…
Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…
A stochastic field theory approach is applied to a coarse-grained polymer model that will enable studies of polymer behavior under non-equilibrium conditions. This article is focused on the validation of the new model in comparison to…
The main purpose of this paper is to formulate new conditions for smooth linearization of nonautonomous systems with discrete and continuous time. Our results assume that the linear part admits a nonuniform polynomial dichotomy and that the…
Improved mean-field technics are a central theme of statistical physics methods applied to inference and learning. We revisit here some of these methods using high-temperature expansions for disordered systems initiated by Plefka, Georges…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…
We present exact results, as well as some illustrative Monte Carlo simulations, concerning a stochastic network with weighted connections in which the fraction of nodes that are dynamically synchronized is a parameter. This allows one to…
We prove that certain asymptotic moments exist for some random distance expanding dynamical systems and Markov chains in random dynamical environment, and compute them in terms of the derivatives at the $0$ of an appropriate pressure…
A cluster expansion is proposed, that applies to both continuous and discrete systems. The assumption for its convergence involves an extension of the neat Kotecky-Preiss criterion. Expressions and estimates for correlation functions are…
In this work, we are interested in the behaviour of a single ferromagnetic mono--domain particle submitted to an external field with a stochastic perturbation. This model is a step toward the mathematical understanding of thermal effects on…
We show that extremal dynamics is very well modelled by the "Linear Fractional Stable Motion" (LFSM), a stochastic process entirely defined by two exponents that take into account spatio-temporal correlations in the distribution of active…
The proposed stochastic model for pedestrian dynamics is based on existing approaches using cellular automata, combined with substantial extensions, to compensate the deficiencies resulting of the discrete grid structure. This agent motion…
We formulate a data-driven method for constructing finite volume discretizations of a dynamical system's underlying Continuity / Fokker-Planck equation. A method is employed that allows for flexibility in partitioning state space,…
We present a generalization of Extended Lagrangian Born-Oppenheimer molecular dynamics [Phys. Rev. Lett. vol. 100, 123004 (2008); Eur. Phys. J. B vol. 94, 164 (2021)] that also includes the electronic spin-degrees of freedom as extended…
In this paper, we study mixed power-exponential moment functionals of nonlinearly perturbed semi-Markov processes in discrete time. Conditions under which the moment functionals of interest can be expanded in asymptotic power series with…
The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the…
Thought to be responsible for memory, synaptic plasticity has been widely studied in the past few decades. One example of plasticity models is the popular Spike Timing Dependent Plasticity (STDP). The huge litterature of STDP models are…