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Modeling Lagrangian turbulence remains a fundamental challenge due to its multiscale, intermittent, and non-Gaussian nature. Recent advances in data-driven diffusion models have enabled the generation of realistic Lagrangian velocity…

Fluid Dynamics · Physics 2025-07-28 Tianyi Li , Flavio Tuteri , Michele Buzzicotti , Fabio Bonaccorso , Luca Biferale

In performative prediction, predictions guide decision-making and hence can influence the distribution of future data. To date, work on performative prediction has focused on finding performatively stable models, which are the fixed points…

Machine Learning · Computer Science 2021-06-17 John Miller , Juan C. Perdomo , Tijana Zrnic

The life of a cell is governed by highly dynamical microscopic processes. Two notable examples are the diffusion of membrane receptors and the kinetics of transcription factors governing the rates of gene expression. Different fluorescence…

Quantitative Methods · Quantitative Biology 2020-04-03 Maxime Woringer , Ignacio Izeddin , Cyril Favard , Hugues Berry

Discontinuous transitions into absorbing states require an effective mechanism that prevents the stabilization of low density states. They can be found in different systems, such as lattice models or stochastic differential equations (e.g.…

Statistical Mechanics · Physics 2015-08-12 Salete Pianegonda , Carlos E. Fiore

To improve the effectiveness of the fuzzy identification, a structure identification method based on moving rate is proposed for T-S fuzzy model. The proposed method is called "T-S modeling (or T-S fuzzy identification method) based on…

Artificial Intelligence · Computer Science 2015-11-10 Son-Il Kwak , Gang Choe , In-Song Kim , Gyong-Ho Jo , Chol-Jun Hwang

Large deviations principles characterize the exponential decay rates of the probabilities of rare events. Cerrai and Rockner [13] proved that systems of stochastic reaction-diffusion equations satisfy a large deviations principle that is…

Probability · Mathematics 2021-08-11 Michael Salins

Diffusion models generate high-dimensional data such as images by learning a process that gradually removes noise from corrupted data. Recent studies have shown that the backward dynamics of diffusion models exhibit two characteristic…

Statistical Mechanics · Physics 2026-04-14 Tomoei Takahashi , Takashi Takahashi , Yoshiyuki Kabashima

A stochastic model is presented for a super-position of uncorrelated pulses with a random distribution of amplitudes, sizes, velocities and arrival times. The pulses are assumed to move radially with fixed shape and amplitudes decaying…

Plasma Physics · Physics 2023-05-10 J. M. Losada , A. Theodorsen , O. E. Garcia

Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…

Dynamical Systems · Mathematics 2015-06-04 P. F. Tupper , Xin Yang

We determine the rate of escape from a potential well, and the diffusion coefficient in a periodic potential, of a random walker that moves under the influence of the potential in between successive collisions with the heat bath. In the…

Statistical Mechanics · Physics 2016-09-05 Massimo Pica Ciamarra , Antonio Piscitelli

We introduce a general procedure for directly ascertaining how many independent stochastic sources exist in a complex system modeled through a set of coupled Langevin equations of arbitrary dimension. The procedure is based on the…

Data Analysis, Statistics and Probability · Physics 2013-06-03 V. V. Vasconcelos , F. Raischel , M. Haase , J. Peinke , M. Wächter , P. G. Lind , D. Kleinhans

We introduce a general theory of epistemic random fuzzy sets for reasoning with fuzzy or crisp evidence. This framework generalizes both the Dempster-Shafer theory of belief functions, and possibility theory. Independent epistemic random…

Artificial Intelligence · Computer Science 2024-05-08 Thierry Denoeux

In this review, an outline of the so called Freidlin-Wentzell theory and its recent extensions is given. Broadly, this theory studies the exponential rate at which the probabilities of rare events related to random perturbation of ODE…

Probability · Mathematics 2014-06-24 Sergio A. Almada Monter

A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…

Probability · Mathematics 2025-07-15 Francesca Arceci , Francesco Carlo De Vecchi , Daniela Morale , Stefania Ugolini

Pandora temporal fault tree, as one notable extension of the fault tree, introduces temporal gates and temporal laws. Pandora Temporal Fault Tree(TFT) enhances the capability of fault trees and enables the modeling of system failure…

Systems and Control · Electrical Eng. & Systems 2024-11-18 Hitesh Khungla , Mohit Kumar

In this paper, we develop a quantum-jump approach for describing the photon-emission process of single fluorophore systems coupled to complex classically fluctuating reservoirs. The formalism relies on an open quantum system approach where…

Quantum Physics · Physics 2010-05-21 Adrian A. Budini

To study the dynamics of chemical processes, we often adopt rate equations to observe the change in chemical concentrations. However, when the number of the molecules is small, the fluctuations cannot be neglected. We often study the…

Chemical Physics · Physics 2007-05-23 Yuichi Togashi , Kunihiko Kaneko

We develop a new algorithm for the estimation of rare event probabilities associated with the steady-state of a Markov stochastic process with continuous state space $\mathbb R^d$ and discrete time steps (i.e. a discrete-time $\mathbb…

Probability · Mathematics 2019-04-09 Krzysztof Bisewski , Daan Crommelin , Michel Mandjes

The main result in this paper is a variational formula for the exit rate from a bounded domain for a diffusion process in terms of the stationary law of the diffusion constrained to remain in this domain forever. Related results on the…

Probability · Mathematics 2020-03-17 Ari Arapostathis , Vivek S. Borkar

We analyst in detail a new approach to the monitoring and forecasting of the onset of transitions in high dimensional complex systems (see Phys. Rev. Lett . vol. 113, 264102 (2014)) by application to the Tangled Nature Model of evolutionary…

Adaptation and Self-Organizing Systems · Physics 2015-08-03 Duccio Piovani , Jelena Grujic , Henrik Jeldtoft Jensen