Related papers: Stock-flow consistent macroeconomic model with non…
We propose a stochastic map model of economic dynamics. In the last decade, an array of observations in economics has been investigated in the econophysics literature, a major example being the universal features of inequality in terms of…
We reformulate the neutral wealth tax framework of Froeseth (2026; arXiv:2603.05264) in the language of stochastic dynamics and statistical physics. Individual wealth under geometric Brownian motion satisfies a Langevin equation with…
Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…
We prove bounds on the variance of a function $f$ under the empirical measure of the samples obtained by the Sequential Monte Carlo (SMC) algorithm, with time complexity depending on local rather than global Markov chain mixing dynamics.…
We consider a parabolic partial differential equation that can be understood as a simple model for crowds flows. Our main assumption is that the diffusivity and the source/sink term vanish at the same point; the nonhomogeneous term is…
It is understood that congestion in traffic can be interpreted in terms of the instability of the equation of dynamic motion. The evolution of a traffic system from an unstable or metastable state to a globally stable state bears a strong…
We consider multi-class single-server queueing networks that have a product form stationary distribution. A new limit result proves a sequence of such networks converges weakly to a stochastic flow level model. The stochastic flow level…
We extend the Fokker-Planck framework of Froseth (2026, arXiv:2603.05283) to populations of investors with heterogeneous, persistent return-generating ability. When the drift coefficient in the Langevin equation for log-wealth varies across…
We address the description of solutes flow with trapping processes in porous media. Starting from a small-scale model for tracer particles trajectories, we derive the corresponding governing equations for the concentration of the mobile and…
We design a novel, nonlinear single-source-of-error model for analysis of multiple business cycles. The model's specification is intended to capture key empirical characteristics of business cycle data by allowing for simultaneous cycles of…
This paper studies steady-state traffic flow on a ring road with up- and down- slopes using a semi-discrete model. By exploiting the relations between the semi-discrete and the continuum models, a steady-state solution is uniquely…
A basic model of a dynamical distribution network is considered, modeled as a directed graph with storage variables corresponding to every vertex and flow inputs corresponding to every edge, subject to unknown but constant inflows and…
This paper presents a simulation-based framework for sequential inference from partially and discretely observed point process (PP's) models with static parameters. Taking on a Bayesian perspective for the static parameters, we build upon…
We analyze a stochastic 5-neighbor cellular automaton with several conserved quantities, including the particle density. By examining the eigenvalue problem of the associated transition matrix, we derive an explicit formula for the…
Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial…
This study downscales the population and gross domestic product (GDP) scenarios given under Shared Socioeconomic Pathways (SSPs) into 0.5-degree grids. Our downscale approach has the following features: (i) it explicitly considers spatial…
We introduce Statistical Flow Matching (SFM), a novel and mathematically rigorous flow-matching framework on the manifold of parameterized probability measures inspired by the results from information geometry. We demonstrate the…
We study a nonlinear system of partial differential equations arising in macroeconomics which utilizes a mean field approximation. This system together with the corresponding data, subject to two moment constraints, is a model for debt and…
Flocculation is the process whereby particles (i.e., flocs) in suspension reversibly combine and separate. The process is widespread in soft matter and aerosol physics as well as environmental science and engineering. We consider a general…
In spite of many attempts to model dense granular flow, there is still no general theory capable of describing different types of flows, such as gravity-driven drainage in silos and wall-driven shear flows in Couette cells. Here, we…