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In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations…

Atmospheric and Oceanic Physics · Physics 2016-12-23 Georg A. Gottwald , Daan T. Crommelin , Christian L. E. Franzke

These are lecture notes compiled for a short lecture series at the 2023 Condensed Matter Summer School at the University of Minnesota. They are designed to be conversational and fun, and not to take the place of review articles that do a…

Statistical Mechanics · Physics 2023-07-07 Brian Skinner

We study general stochastic birth and death processes including delay. We develop several approaches for the analytical treatment of these non-Markovian systems, valid, not only for constant delays, but also for stochastic delays with…

Statistical Mechanics · Physics 2015-06-11 Luis F. Lafuerza , Raul Toral

We study classical stochastic systems with discrete states, coupled to switching external environments. For fast environmental processes we derive reduced dynamics for the system itself, focusing on corrections to the adiabatic limit of…

Statistical Mechanics · Physics 2019-03-27 Peter G. Hufton , Yen Ting Lin , Tobias Galla

D. B. Br\"{u}ckner et al. [Phys. Rev. Lett. 125, 058103 (2020)] have described a novel method for inferring the dynamics of systems governed by an underdamped Langevin equation in the presence of measurement noise. While this is a…

Statistical Mechanics · Physics 2026-04-10 Yeeren I. Low

These are lecture notes for a mini-course given at the St. Petersburg School in Probability and Statistical Physics in June 2012. Topics include integrable models of random growth, determinantal point processes, Schur processes and Markov…

Probability · Mathematics 2015-01-20 Alexei Borodin , Vadim Gorin

Stochastic dynamic models have been extensively used for the description of processes with uncertainties arising in the operations research, behavioral sciences, and many other application areas. A large class of the problems from these…

Numerical Analysis · Mathematics 2021-06-01 Thi Kim Thoa Thieu , Roderick Melnik

I discuss the so-called stochastic individual based model of adaptive dynamics and in particular how different scaling limits can be obtained by taking limits of large populations, small mutation rate, and small effect of single mutations…

Populations and Evolution · Quantitative Biology 2021-07-06 Anton Bovier

Within systems biology there is an increasing interest in the stochastic behavior of genetic and biochemical reaction networks. An appropriate stochastic description is provided by the chemical master equation, which represents a continuous…

Biological Physics · Physics 2011-06-23 E. Giampieri , D. Remondini , L. de Oliveira , G. Castellani , P. Lió

A general class of stochastic gene expression models with self regulation is considered. One or more genes randomly switch between regulatory states, each having a different mRNA transcription rate. The gene or genes are self regulating…

Molecular Networks · Quantitative Biology 2014-12-30 Jay Newby

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

We analyst in detail a new approach to the monitoring and forecasting of the onset of transitions in high dimensional complex systems (see Phys. Rev. Lett . vol. 113, 264102 (2014)) by application to the Tangled Nature Model of evolutionary…

Adaptation and Self-Organizing Systems · Physics 2015-08-03 Duccio Piovani , Jelena Grujic , Henrik Jeldtoft Jensen

A model has two main aims: predicting the behavior of a physical system and understanding its nature, that is how it works, at some desired level of abstraction. A promising recent approach to model building consists in deriving a…

Statistical Mechanics · Physics 2019-02-26 Marco Baldovin , Andrea Puglisi , Angelo Vulpiani

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

In this paper we provide a novel approach to the analysis of kinetic models for label switching, which are used for particle systems that can randomly switch between gradient flows in different energy landscapes. Besides problems in biology…

Analysis of PDEs · Mathematics 2022-12-09 Martin Burger , Alex Rossi

A tutorial review is given of some developments and applications of stochastic processes from the point of view of the practicioner physicist. The index is the following: 1.- Introduction 2.- Stochastic Processes 3.- Transient Stochastic…

Condensed Matter · Physics 2007-05-23 Maxi San Miguel , Raul Toral

This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like…

Statistical Mechanics · Physics 2017-03-01 M. L. Rosinberg , G. Tarjus , T. Munakata

We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…

Systems and Control · Computer Science 2017-11-15 Mohammad Soltani , Abhyudai Singh

Mathematical models of gene regulatory networks are widely used to study cell fate changes and transcriptional regulation. When designing such models, it is important to accurately account for sources of stochasticity. However, doing so can…

Molecular Networks · Quantitative Biology 2025-03-21 Jochen Kursawe , Antoine Moneyron , Tobias Galla

Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…

Statistical Mechanics · Physics 2018-10-08 Jakub Ślęzak