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Fluctuations in small biological systems can be crucial for their function. Large-deviation theory characterizes such rare events from the perspective of stochastic processes. In most cases it is very difficult to directly determine the…

Statistical Mechanics · Physics 2013-12-03 Artur Wachtel

Spatially extended population dynamics models that incorporate intrinsic noise serve as case studies for the role of fluctuations and correlations in biological systems. Including spatial structure and stochastic noise in predator-prey…

Statistical Mechanics · Physics 2018-01-09 Ulrich Dobramysl , Mauro Mobilia , Michel Pleimling , Uwe C. Täuber

We build on a previous statistical model for distributed systems and formulate it in a way that the deterministic and stochastic processes within the system are clearly separable. We show how internal fluctuations can be analysed in a…

adap-org · Physics 2009-10-22 Iqbal Adjali , José-Luis Fernández-Villacañas , Michael Gell

The Moran discrete process and the Wright-Fisher modelare the most popular models in population genetics. It is common tounderstand the dynamics of these models to use an approximating diffusionprocess, called Wright-Fisher diffusion. Here,…

Probability · Mathematics 2019-05-13 Gorgui Gackou , A Guillin , Arnaud Personne

A stochastic differential equation that describes the dynamics of single-domain magnetic particles at any temperature is derived using a classical formalism. The deterministic terms recover existing theory and the stochastic process takes…

Mesoscale and Nanoscale Physics · Physics 2015-10-28 Michail Tzoufras , Gregory J. Parker , Michael K. Grobis

We are interested in modelling Darwinian evolution, resulting from the interplay of phenotypic variation and natural selection through ecological interactions. Our models are rooted in the microscopic, stochastic description of a population…

Probability · Mathematics 2016-08-16 Nicolas Champagnat , Régis Ferrière , Sylvie Méléard

In large but finite populations, weak demographic stochasticity due to random birth and death events can lead to population extinction. The process is analogous to the escaping problem of trapped particles under random forces. Methods…

Populations and Evolution · Quantitative Biology 2018-11-28 Xiaoquan Yu , Xiang-Yi Li

Stochastic growth phenomena on curved interfaces are studied by means of stochastic partial differential equations. These are derived as counterparts of linear planar equations on a curved geometry after a reparametrization invariance…

Statistical Mechanics · Physics 2015-05-13 Carlos Escudero

The Wright-Fisher model and the Moran model are both widely used in population genetics. They describe the time evolution of the frequency of an allele in a well-mixed population with fixed size. We propose a simple and tractable model…

Populations and Evolution · Quantitative Biology 2024-12-30 Arthur Alexandre , Alia Abbara , Cecilia Fruet , Claude Loverdo , Anne-Florence Bitbol

We introduce a parameter estimation method that utilizes microscopic data, specifically averages and correlations of selected microscopic observables, to determine the parameters of a stochastic differential equation governing…

Statistical Mechanics · Physics 2026-04-21 Carlos Monago , J. A. de la Torre , Pep Español

This paper focuses on a stochastic formulation of Bayesian attitude estimation on the special orthogonal group. In particular, an exponential probability density model for random matrices, referred to as the matrix Fisher distribution is…

Optimization and Control · Mathematics 2020-05-04 Taeyoung Lee

Social dynamics is concerned primarily with interactions among individuals and the resulting group behaviors, modeling the temporal evolution of social systems via the interactions of individuals within these systems. In particular, the…

Machine Learning · Statistics 2016-11-08 Zhen Xu , Wen Dong , Sargur Srihari

The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…

Statistical Mechanics · Physics 2016-12-21 Francisco J. Sevilla

We analyze a variant of the Noisy $K$-Branching Random Walk, a population model that evolves according to the following procedure. At each time step, each individual produces a large number of offspring that inherit the fitness of their…

Probability · Mathematics 2025-10-01 Colin Desmarais , Emmanuel Schertzer , Zsófia Talyigás

This study develops a spatially varying coefficient model by extending the random effects eigenvector spatial filtering model. The developed model has the following properties: its coefficients are interpretable in terms of the Moran…

We theoretically investigate parameter quantum estimation in quantum chaotic systems. Our analysis is based on an effective description of non-integrable quantum systems in terms of a random matrix Hamiltonian. Based on this approach we…

Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results have indicated transport by…

Fluid Dynamics · Physics 2023-01-26 D. Eeltink , R. Calvert , J. E. Swagemakers , Qian Xiao , T. S. van den Bremer

It is well-known that for a one dimensional stochastic differential equation driven by Brownian noise, with coefficient functions satisfying the assumptions of the Yamada-Watanabe theorem \cite{yamada1,yamada2} and the Feller test for…

Probability · Mathematics 2016-08-25 Duc Hoang Luu , Tat Dat Tran , Jürgen Jost

An infinite population of point entities dwelling in the habitat $X=\mathds{R}^d$ is studied. Its members arrive at and depart from $X$ at random. The departure rate has a term corresponding to a logistic-type interaction between the…

Probability · Mathematics 2025-11-11 Yuri Kozitsky , Michael Röckner

In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…

Probability · Mathematics 2025-09-15 Helder Rojas