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Stochastic exponential growth is observed in a variety of contexts, including molecular autocatalysis, nuclear fission, population growth, inflation of the universe, viral social media posts, and financial markets. Yet literature on…

Statistical Mechanics · Physics 2017-06-14 Dan Pirjol , Farshid Jafarpour , Srividya Iyer-Biswas

We consider a stochastic model, describing the growth of two competing infections on $\mathbb{R}^d$. The growth takes place by way of spherical outbursts in the infected region, an outburst in the type 1 (2) infected region causing all…

Probability · Mathematics 2015-09-24 Maria Deijfen , Olle Häggström

The simulation of complex stochastic network dynamics arising, for instance, from models of coupled biomolecular processes remains computationally challenging. Often, the necessity to scan a models' dynamics over a large parameter space…

Quantitative Methods · Quantitative Biology 2013-03-14 Tiago Ramalho , Marco Selig , Ulrich Gerland , Torsten A. Enßlin

The rate of entropy production in a classical dynamical system is characterized by the Kolmogorov-Sinai entropy rate $h_{\mathrm{KS}}$ given by the sum of all positive Lyapunov exponents of the system. We prove a quantum version of this…

High Energy Physics - Theory · Physics 2018-03-15 Eugenio Bianchi , Lucas Hackl , Nelson Yokomizo

A recently formulated description of homogeneous nucleation for Brownian particles in the over-damped limit based on fluctuating hydrodynamics is used to determine the nucleation pathway, characterized as the most likely path (MLP), for the…

Soft Condensed Matter · Physics 2012-10-18 James F. Lutsko

The Boltzmann kinetic equation is obtained from an integro-differential master equation that describes a stochastic dynamics in phase space of an isolated thermodynamic system. The stochastic evolution yields a generation of entropy,…

Statistical Mechanics · Physics 2019-06-05 Mário J. de Oliveira

The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…

Probability · Mathematics 2023-12-22 Philip Broadbridge , Illia Donhauzer , Andriy Olenko

Non-equilibrium stochastic dynamics of several active Brownian systems are modeled in terms of non-linear velocity dependent force. In general, this force may consist of both even and odd functions of velocity. We derive the expression for…

Statistical Mechanics · Physics 2016-09-14 Debasish Chaudhuri

We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…

Statistical Mechanics · Physics 2025-09-03 Samuel Cameron , Elsen Tjhung

We consider a generalization of the classical logistic growth model introducing more than one inflection point. The growth, called multi-sigmoidal, is firstly analyzed from a deterministic point of view in order to obtain the main…

Populations and Evolution · Quantitative Biology 2024-01-31 Antonio Di Crescenzo , Paola Paraggio , Patricia Román-Román , Francisco Torres-Ruiz

We study the stochastic growth process in discrete time $x_{i+1} = (1 + \mu_i) x_i$ with growth rate $\mu_i = \rho e^{Z_i - \frac12 var(Z_i)}$ proportional to the exponential of an Ornstein-Uhlenbeck (O-U) process $dZ_t = - \gamma Z_t dt +…

Probability · Mathematics 2022-09-07 Dan Pirjol

We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…

Mathematical Physics · Physics 2009-08-18 Enrique Hernandez-Lemus , Jesus K. Estrada-Gil

In Brans-Dicke theory the Universe becomes divided after inflation into many exponentially large domains with different values of the effective gravitational constant. Such a process can be described by diffusion equations for the…

General Relativity and Quantum Cosmology · Physics 2009-09-29 Juan Garcia-Bellido , Andrei Linde

We take up the idea of Nelson's stochastic processes, the aim of which was to deduce Schr\"odinger's equation. We make two major changes here. The first one is to consider deterministic processes which are pseudo-random but which have the…

Quantum Physics · Physics 2025-05-01 Michel Gondran , Alexandre Gondran

We study stochastic particle systems on a complete graph and derive effective mean-field rate equations in the limit of diverging system size, which are also known from cluster aggregation models. We establish the propagation of chaos under…

Probability · Mathematics 2021-07-21 Watthanan Jatuviriyapornchai , Stefan Grosskinsky

Spectral clustering is a powerful unsupervised machine learning algorithm for clustering data with non convex or nested structures. With roots in graph theory, it uses the spectral properties of the Laplacian matrix to project the data in a…

Quantum Physics · Physics 2021-06-15 Iordanis Kerenidis , Jonas Landman

In the context of unitary evolution of a generic quantum system interrupted at random times with non-unitary evolution due to interactions with either the external environment or a measuring apparatus, we adduce a general theoretical…

Quantum Physics · Physics 2022-05-10 Debraj Das , Sushanta Dattagupta , Shamik Gupta

Inertial particles in turbulent flows are characterised by preferential concentration and segregation and, at sufficient mass loading, dense particle clusters may spontaneously arise due to momentum coupling between the phases. These…

Fluid Dynamics · Physics 2019-01-30 Alessio Innocenti , Rodney O Fox , Sergio Chibbaro

We will construct a theory which can explain the dynamics toward the steady state self-gravitating systems (SGSs) where many particles interact via the gravitational force. Real examples of SGS in the universe are globular clusters and…

Cosmology and Nongalactic Astrophysics · Physics 2011-08-09 Tohru Tashiro , Takayuki Tatekawa

We review and classify stochastic processes without detailed balance condition. We obtain stationary distributions and investigate their stability in terms of generalized entropic divergences beyond the Kullback-Leibler formula. A simple…

Physics and Society · Physics 2018-03-14 Tamas S Biro , Zoltan Neda