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Extreme weather events epitomize high cost: to society through their physical impacts, and to computer servers that simulate them to assess risk and advance physical understanding. It costs hundreds of simulation years to sample a few…

Atmospheric and Oceanic Physics · Physics 2026-04-14 Justin Finkel , Paul A. O'Gorman

Stochastic reaction-diffusion models are employed to represent many complex physical, biological, societal, and ecological systems. The macroscopic reaction rates describing the large-scale kinetics in such systems are effective,…

Biological Physics · Physics 2024-07-22 Mohamed Swailem , Uwe C. Täuber

A molecule traveling in a realistic propagation environment can experience stochastic interactions with other molecules and the environment boundary. The statistical behavior of some isolated phenomena, such as dilute unbounded molecular…

Chemical Physics · Physics 2015-05-20 Adam Noel , Karen C. Cheung , Robert Schober

Estimating the likelihood, timing, and nature of events is a major goal of modeling stochastic dynamical systems. When the event is rare in comparison with the timescales of simulation and/or measurement needed to resolve the elemental…

Computational Physics · Physics 2023-06-14 John Strahan , Justin Finkel , Aaron R. Dinner , Jonathan Weare

Discrete simulation methods are efficient tools to investigate the complex behaviors of complex fluids made of either dry granular materials or dilute suspensions. By contrast, materials made of soft and/or concentrated units (emulsions,…

Fluid Dynamics · Physics 2008-12-18 Pierre Rognon , Cyprien Gay

We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…

Statistical Mechanics · Physics 2020-10-07 L. Lugosi , T. Kovács

Frequency-dependent selection reflects the interaction between different species as they battle for limited resources in their environment. In a stochastic evolutionary game the species relative fitnesses guides the evolutionary dynamics…

Probability · Mathematics 2020-12-29 Lea Popovic , Liam Peuckert

1. The utilisation distribution describes the relative probability of use of a spatial unit by an animal. It is natural to think of it as the long-term consequence of the animal's short-term movement decisions: it is the accumulation of…

Applications · Statistics 2018-10-25 Théo Michelot , Marie-Pierre Etienne , Pierre Gloaguen

Fuzzy relational identification builds a relational model describing systems behaviour by a nonlinear mapping between its variables. In this paper, we propose a new fuzzy relational algorithm based on simplified max-min relational equation.…

Robotics · Computer Science 2007-05-23 P. J. Costa Branco , J. A. Dente

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

Many biological processes are supported by special molecules, called motor proteins or molecular motors, that transport cellular cargoes along linear protein filaments and can reversibly associate to their tracks. Stimulated by these…

Statistical Mechanics · Physics 2021-11-17 Akriti Jindal , Anatoly B. Kolomeisky , Arvind Kumar Gupta

This paper aims to develop a new approach to assess the duration of state in the DEVS formalism by fuzzy controller. The idea is to define a set of fuzzy rules obtained from observers or expert knowledge and to specify a fuzzy model which…

Other Computer Science · Computer Science 2014-01-23 Dahmani Youcef , Hamri Maamar

We investigate the problem of effusion of particles initially confined in a finite one-dimensional box of size $L$. We study both passive as well active scenarios, involving non-interacting diffusive particles and run-and-tumble particles,…

Statistical Mechanics · Physics 2025-02-03 Arup Biswas , Stephy Jose , Arnab Pal , Kabir Ramola

We study the statistics of the dissipated energy in the two-dimensional random fuse model for fracture under different imposed strain conditions. By means of extensive numerical simulations we compare different ways to compute the…

Statistical Mechanics · Physics 2009-11-13 Clara B. Picallo , Juan M. Lopez

In this paper, we present large deviation theory that characterizes the exponential estimate for rare events of stochastic dynamical systems in the limit of weak noise. We aim to consider next-to-leading-order approximation for more…

Machine Learning · Statistics 2023-06-21 Yang Li , Shenglan Yuan , Linghongzhi Lu , Xianbin Liu

We study the time until first occurrence, the first-passage time, of rare density fluctuations in diffusive systems. We approach the problem using a model consisting of many independent random walkers on a lattice. The existence of spatial…

Statistical Mechanics · Physics 2008-05-16 David P. Sanders , Hernán Larralde

Stochastic processes are shown to emerge from the time evolution of complex quantum systems. Using parametric, banded random matrix ensembles to describe a quantum chaotic environment, we show that the dynamical evolution of a particle…

Nuclear Theory · Physics 2007-05-23 Dimitri Kusnezov , Aurel Bulgac , Giu Do Dang

We study the stability of deterministic systems given sequences of large, jump-like perturbations. Our main result is to dervie a lower bound for the probability of the system to remain in the basin, given that perturbations are rare…

Chaotic Dynamics · Physics 2019-11-26 Paul Schultz , Frank Hellmann , Kevin N. Webster , Jürgen Kurths

Given the importance of continuous-time stochastic volatility models to describe the dynamics of interest rates, we propose a goodness-of-fit test for the parametric form of the drift and diffusion functions, based on a marked empirical…

We consider the exit event from a metastable state for the overdamped Langevin dynamics $dX_t = -\nabla f(X_t) dt + \sqrt{h} dB_t$. Using tools from semiclassical analysis, we prove that, starting from the quasi stationary distribution…

Analysis of PDEs · Mathematics 2019-01-17 Giacomo Di Gesù , Tony Lelièvre , Dorian Le Peutrec , Boris Nectoux