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We explain the ubiquity and extremely slow evolution of non gaussian out-of-equilibrium distributions for the Hamiltonian Mean-Field model, by means of traditional kinetic theory. Deriving the Fokker-Planck equation for a test particle, one…

Statistical Mechanics · Physics 2009-11-10 Freddy Bouchet , Thierry Dauxois

An ensemble of classical subsystems interacting with surrounding particles has been considered. In general case, a phase volume of the subsystems ensemble was shown to be a function of time. The evolutional equations of the ensemble are…

Statistical Mechanics · Physics 2015-06-24 S. R. Sharov

Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…

Numerical Analysis · Mathematics 2015-03-13 Jiarui Yang , Jinqiao Duan

Finding reduced models of spatially-distributed chemical reaction networks requires an estimation of which effective dynamics are relevant. We propose a machine learning approach to this coarse graining problem, where a maximum entropy…

Biological Physics · Physics 2018-08-15 Oliver K. Ernst , Thomas Bartol , Terrence Sejnowski , Eric Mjolsness

We review Boltzmann machines and energy-based models. A Boltzmann machine defines a probability distribution over binary-valued patterns. One can learn parameters of a Boltzmann machine via gradient based approaches in a way that log…

Neural and Evolutionary Computing · Computer Science 2019-01-21 Takayuki Osogami

Dynamics of inelastic gases are studied within the framework of random collision processes. The corresponding Boltzmann equation with uniform collision rates is solved analytically for gases, impurities, and mixtures. Generally, the energy…

Statistical Mechanics · Physics 2007-05-23 E. Ben-Naim , P. L. Krapivsky

We propose a systematic method to derive the asymptotic behaviour of the persistence distribution, for a large class of stochastic processes described by a general Fokker-Planck equation in one dimension. Theoretical predictions are…

Statistical Mechanics · Physics 2009-10-31 Jean Farago

Multi-model ensembles provide a pragmatic approach to the representation of model uncertainty in climate prediction. However, such representations are inherently ad hoc, and, as shown, probability distributions of climate variables based on…

Atmospheric and Oceanic Physics · Physics 2009-08-26 T. N. Palmer , F. J. Doblas-Reyes , A. Weisheimer , G. J. Shutts , J. Berner , J. M. Murphy

We introduce a lattice Boltzmann for simulating an immiscible binary fluid mixture. Our collision rules are derived from a macroscopic thermodynamic description of the fluid in a way motivated by the Cahn-Hilliard approach to…

comp-gas · Physics 2009-10-28 Enzo Orlandini , Michael R. Swift , J. M. Yeomans

A simple kinematical argument suggests that the classical approximation may be inadequate to describe the evolution of a system with an anisotropic particle distribution. In order to verify this quantitatively, we study the Boltzmann…

High Energy Physics - Phenomenology · Physics 2015-10-28 Thomas Epelbaum , Francois Gelis , Sangyong Jeon , Guy Moore , Bin Wu

We propose a model based on coupled multiplicative stochastic processes to understand the dynamics of competing species in an ecosystem. This process can be conveniently described by a Fokker-Planck equation. We provide an analytical…

Populations and Evolution · Quantitative Biology 2012-03-13 Simone Pigolotti , Alessandro Flammini , Amos Maritan

In this paper the nonlinear multi-species Boltzmann equation with random uncertainty coming from the initial data and collision kernel is studied. Well-posedness and long-time behavior - exponential decay to the global equilibrium - of the…

Analysis of PDEs · Mathematics 2021-05-10 Esther S. Daus , Shi Jin , Liu Liu

Non-equilibrium systems lack an explicit characterisation of their steady state like the Boltzmann distribution for equilibrium systems. This has drastic consequences for the inference of parameters of a model when its dynamics lacks…

Statistical Mechanics · Physics 2016-11-15 Simon L. Dettmer , H. Chau Nguyen , Johannes Berg

We introduce a solvable stochastic model inspired by granular gases for driven dissipative systems. We characterize far from equilibrium steady states of such systems through the non-Boltzmann energy distribution and compare different…

Statistical Mechanics · Physics 2007-05-23 Yair Srebro , Dov Levine

Count outcomes in longitudinal studies are frequent in clinical and engineering studies. In frequentist and Bayesian statistical analysis, methods such as Mixed linear models allow the variability or correlation within individuals to be…

Methodology · Statistics 2024-07-15 Alejandra Estefanía Patiño Hoyos , Johnatan Cardona Jiménez

We present a numerical method for learning unknown nonautonomous stochastic dynamical system, i.e., stochastic system subject to time dependent excitation or control signals. Our basic assumption is that the governing equations for the…

Machine Learning · Computer Science 2025-03-04 Yuan Chen , Dongbin Xiu

The Boltzmann equation is essential for gas thermodynamics,as it models how the molecular density distribution $F(t,x,v)$ changes over time. However, existing research primarily focuses on the single species Boltzmann equation, while…

Analysis of PDEs · Mathematics 2026-01-30 Gaofeng Wang , Weike Wang , Tianfang Wu

We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

Pricing of Securities · Quantitative Finance 2024-04-11 Felix L. Wolf , Griselda Deelstra , Lech A. Grzelak

A 2D Stochastic incompressible non-Newtonian fluids driven by fractional Bronwnian motion with Hurst parameter $H \in (1/2,1)$ is studied. The Wiener-type stochastic integrals are introduced for infinite-dimensional fractional Brownian…

Mathematical Physics · Physics 2011-07-15 Jin Li , Jianhua Huang

The occurrence of stochastic resonance in bistable systems undergoing anomalous diffusions, which arise from density-dependent fluctuations, is investigated with emphasis on the analytical formulation of the problem as well as a possible…

Statistical Mechanics · Physics 2021-03-16 F. Naha Nzoupe , Alain M. Dikande