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The first hitting times of a stochastic process, i.e., the first time a process reaches a particular level, are of significant interest across various scientific disciplines, including biology, chemistry, and economics. We modify the…

Statistical Mechanics · Physics 2026-02-24 Bartosz Zbik , Bartłomiej Dybiec , Karol Capała , Zbigniew Palmowski , Igor M. Sokolov

We propose a stochastic process for stock movements that, with just one source of Brownian noise, has an instantaneous volatility that rises from a type of statistical feedback across many time scales. This results in a stationary…

Other Condensed Matter · Physics 2008-12-02 Lisa Borland

We investigate stochastic resetting in coupled systems involving two degrees of freedom, where only one variable is reset. The resetting variable, which we think of as hidden, indirectly affects the remaining observable variable through…

Statistical Mechanics · Physics 2024-04-03 Kristian Stølevik Olsen , Hartmut Löwen

Generative models of brain activity have been instrumental in testing hypothesized mechanisms underlying brain dynamics against experimental datasets. Beyond capturing the key mechanisms underlying spontaneous brain dynamics, these models…

Neurons and Cognition · Quantitative Biology 2024-11-18 Rishikesan Maran , Eli J. Müller , Ben D. Fulcher

The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…

Statistical Mechanics · Physics 2011-12-22 Christian Weber , Paul K. Radtke , Lutz Schimansky-Geier , Peter Hänggi

It is shown that the exact dynamics of a composite quantum system can be represented through a pair of product states which evolve according to a Markovian random jump process. This representation is used to design a general Monte Carlo…

Quantum Physics · Physics 2007-05-23 Heinz-Peter Breuer

The Tribomechadynamics Research Challenge (TRC) was a blind prediction of the vibration behavior of a thin plate clamped on two sides using bolted joints. The first bending mode's natural frequency and damping ratio were requested as…

Signal Processing · Electrical Eng. & Systems 2024-10-22 Arati Bhattu , Svenja Hermann , Nidhal Jamia , Florian Müller , Maren Scheel , Christoph Schwingshackl , H. Nevzat Özgüven , Malte Krack

Planets form in active protoplanetary disks that sustain stellar jets. Momentum loss from the jet system may excite the planets' orbital eccentricity and inclination (Namouni 2005, AJ 130, 280). Evaluating quantitatively the effects of such…

Earth and Planetary Astrophysics · Physics 2012-08-27 Fathi Namouni

We study a model of active particles that perform a simple random walk and on top of that have a preferred direction determined by an internal state which is modelled by a stationary Markov process. First we calculate the limiting diffusion…

Probability · Mathematics 2021-06-30 Bart van Ginkel , Bart van Gisbergen , Frank Redig

The distinct timescales of synaptic plasticity and neural activity dynamics play an important role in the brain's learning and memory systems. Activity-dependent plasticity reshapes neural circuit architecture, determining spontaneous and…

Neurons and Cognition · Quantitative Biology 2023-06-30 Heather L Cihak , Zachary P Kilpatrick

The growth of a tissue, which depends on cell-cell interactions and biologically relevant process such as cell division and apoptosis, is regulated by a mechanical feedback mechanism. We account for these effects in a minimal…

Soft Condensed Matter · Physics 2022-07-06 Sumit Sinha , Xin Li , Rajsekhar Das , D. Thirumalai

Discrete numerical simulations are performed to study the evolution of the micro-structure and the response of a granular packing during successive loading-unloading cycles, consisting of quasi-static rotations in the gravity field between…

Other Condensed Matter · Physics 2010-12-06 Stephanie Deboeuf , Olivier Dauchot , Lydie Staron , Anne Mangeney , Jean-Pierre Vilotte

Learning-based control methods typically assume stationary system dynamics, an assumption often violated in real-world systems due to drift, wear, or changing operating conditions. We study reinforcement learning for control under…

Machine Learning · Computer Science 2026-04-03 Klemens Iten , Bruce Lee , Chenhao Li , Lenart Treven , Andreas Krause , Bhavya Sukhija

Escape of active agents from metastable states is of great interest in statistical and biological physics. In this study, we investigate the escape of a flexible active ring, composed of active Brownian particles, from a flat attractive…

Soft Condensed Matter · Physics 2024-08-21 Bin Tang , Jin-cheng Gao , Kang Chen , Tian Hui Zhang , Wen-de Tian

Modal relaxation dynamics has been observed experimentally to clarify statistical-physical properties of soft-mode turbulence, the spatiotemporal chaos observed in homeotropically aligned nematic liquid crystals. We found a dual structure,…

Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via…

Machine Learning · Computer Science 2023-06-01 Patrick Seifner , Ramses J. Sanchez

We report experimental results on the behavior of an ensemble of inelastically colliding particles, excited by a vibrated piston in a vertical cylinder. When the particle number is increased, we observe a transition from a regime where the…

Statistical Mechanics · Physics 2007-05-23 Eric Falcon , Stephan Fauve , Claude Laroche

We consider a new class of non Markovian processes with a countable number of interacting components, both in discrete and continuous time. Each component is represented by a point process indicating if it has a spike or not at a given…

Neurons and Cognition · Quantitative Biology 2015-02-24 A. Galves , E. Löcherbach

We study noise induced thermally activated barrier crossing of a Brownian particle that hops in a periodic ratchet potential where the ratchet potential is coupled with a spatially uniform temperature. The viscous friction is considered to…

Statistical Mechanics · Physics 2016-09-27 Solomon Fekade Duki , Mesfin Asfaw Taye

We experimentally investigate the dynamics of inertial spheres settling through density-stratified interfaces, focusing on the conditions that lead to pronounced deceleration and ``bouncing''. Using synchronized particle tracking and flow…

Fluid Dynamics · Physics 2025-10-28 Chen Mortenfeld , Maarten van Reeuwijk , Aviv Littman , Alex Liberzon