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We present a numerical method for learning unknown nonautonomous stochastic dynamical system, i.e., stochastic system subject to time dependent excitation or control signals. Our basic assumption is that the governing equations for the…

Machine Learning · Computer Science 2025-03-04 Yuan Chen , Dongbin Xiu

Stochastic simulation can make the molecular processes of cellular control more vivid than the traditional differential-equation approach by generating typical system histories instead of just statistical measures such as the mean and…

Subcellular Processes · Quantitative Biology 2018-09-18 Kevin Y. Chen , Daniel M. Zuckerman , Philip C. Nelson

This article presents an innovative approach to integrating port-Hamiltonian systems with neural network architectures, transitioning from deterministic to stochastic models. The study presents novel mathematical formulations and…

Dynamical Systems · Mathematics 2024-03-26 Luca Di Persio , Matthias Ehrhardt , Sofia Rizzotto

Exploring the intersection of deterministic and stochastic dynamics, this paper delves into Lagrangian discovery for conservative and non-conservative systems under stochastic excitation. Traditional Lagrangian frameworks, adept at…

Dynamical Systems · Mathematics 2024-02-28 Tapas Tripura , Satyam Panda , Budhaditya Hazra , Souvik Chakraborty

The past decades have seen increasing interest in modelling uncertainty by heterogeneous methods, combining probability and interval analysis, especially for assessing parameter uncertainty in engineering models. A unifying mathematical…

Probability · Mathematics 2022-08-15 Jelena Karakašević , Michael Oberguggenberger

We describe modeling approaches to a "network" of connected enzyme-catalyzed reactions, with added (bio)chemical processes that introduce biochemical filtering steps into the functioning of such a biocatalytic cascade. Theoretical…

Molecular Networks · Quantitative Biology 2016-12-13 Vladimir Privman

We present the energetic aspect of open systems which may exchange particles with their environments. Our attention shall be paid to the scale that the motion of the particles is described by the classical Langevin dynamics. Along a…

Statistical Mechanics · Physics 2009-10-31 Tatsuo Shibata , Ken Sekimoto

This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. We discuss analytical and numerical methods for the solution of master equations, keeping our focus on…

Statistical Mechanics · Physics 2017-04-04 Markus F. Weber , Erwin Frey

We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Saber Jafarpour , Zishun Liu , Yongxin Chen

Stochastic reaction-diffusion processes may be presented in terms of integrable quantum chains and can be used to describe various biological and chemical systems. Exploiting the integrability of the models one finds in some cases good…

Condensed Matter · Physics 2007-05-23 Gunter M. Schütz

E-powertrain of future electric vehicles could consist of energy generation units (e.g., fuel cells and photovoltaic modules), energy storage systems (e.g., batteries and supercapacitors), energy conversion units (e.g., bidirectional DC/DC…

Optimization and Control · Mathematics 2020-12-09 Erfan Mohagheghi , Joan Gubianes Gasso , Abebe Geletu , Pu Li

Inspired by the need for effective stochastic models to describe the complex behavior of biological motor proteins that move on linear tracks exact results are derived for the velocity and dispersion of simple linear sequential models (or…

Statistical Mechanics · Physics 2009-10-31 Anatoly B. Kolomeisky , Michael E. Fisher

Stochastic geometric mechanics (SGM) is known for its potential utility in quantifying uncertainty in global climate modelling of the Earth's ocean and atmosphere while also preserving the fundamental advective transport properties of ideal…

Fluid Dynamics · Physics 2023-08-30 Darryl D. Holm , Erwin Luesink

We develop the method of stochastic modified equations (SME), in which stochastic gradient algorithms are approximated in the weak sense by continuous-time stochastic differential equations. We exploit the continuous formulation together…

Machine Learning · Computer Science 2017-06-21 Qianxiao Li , Cheng Tai , Weinan E

Stochastic electrodynamics is the classical electrodynamic theory of interacting point charges which includes random classical radiation with a Lorentz-invariant spectrum whose scale is set by Planck's constant. Here we give a cursory…

Classical Physics · Physics 2019-03-05 Timothy H. Boyer

The general idea of a stochastic gauge representation is introduced and compared with more traditional phase-space expansions, like the Wigner expansion. Stochastic gauges can be used to obtain an infinite class of positive-definite…

Soft Condensed Matter · Physics 2009-11-10 P. D. Drummond , P. Deuar

Stochastic chains represent a wide and key variety of phenomena in many branches of science within the context of Information Theory and Thermodynamics. They are typically approached by a sequence of independent events or by a memoryless…

Statistical Mechanics · Physics 2017-03-06 J. Ricardo Arias-Gonzalez

We present approaches for the study of fluid-structure interactions subject to thermal fluctuations. A mixed mechanical description is utilized combining Eulerian and Lagrangian reference frames. We establish general conditions for…

Soft Condensed Matter · Physics 2023-02-28 Paul J. Atzberger

Simulation of biomolecular networks is now indispensable for studying biological systems, from small reaction networks to large ensembles of cells. Here we present a novel approach for stochastic simulation of networks embedded in the…

Quantitative Methods · Quantitative Biology 2016-09-28 Margaritis Voliotis , Philipp Thomas , Ramon Grima , Clive G. Bowsher

The dynamics of biological systems, from proteins to cells to organisms, is complex and stochastic. To decipher their physical laws, we need to bridge between experimental observations and theoretical modeling. Thanks to progress in…

Soft Condensed Matter · Physics 2024-06-05 Pierre Ronceray
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