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The automated synthesis of control policies for stochastic dynamical systems presents significant challenges. A standard approach is to construct a finite-state abstraction of the continuous system, typically represented as a Markov…

Systems and Control · Electrical Eng. & Systems 2025-08-26 Mahdi Nazeri , Thom Badings , Sadegh Soudjani , Alessandro Abate

We construct a stochastic fluid process with an underlying piecewise deterministic Markov process (PDMP) akin to the one used in the construction of the rational arrival process (RAP), which we call the RAP-modulated fluid process. As…

Probability · Mathematics 2021-01-12 Nigel G. Bean , Giang T. Nguyen , Bo F. Nielsen , Oscar Peralta

The purpose of this paper is to propose a time-step-robust cell-to-cell integration of particle trajectories in 3-D unstructured meshes in particle/mesh Lagrangian stochastic methods. The main idea is to dynamically update the mean fields…

Computation · Statistics 2023-04-19 Guilhem Balvet , Jean-Pierre Minier , Christophe Henry , Yelva Roustan , Martin Ferrand

Diffusion processes with branching play an important role in statistical dynamics. They are a common approach to the computing of quantum mechanical groundstates, and serve as models for population dynamics and as physical pictures for…

Condensed Matter · Physics 2008-02-03 Thomas Fricke

The dynamics of a packages diffusion process within a selforganized network is analytically studied by means of an extended $f$% -spin facilitated kinetic Ising model (Fredrickson-Andersen model) using a Fock-space representation for the…

Statistical Mechanics · Physics 2009-11-07 C. Pigorsch , S. Trimper

Computational multi-scale methods capitalize on a large time-scale separation to efficiently simulate slow dynamics over long time intervals. For stochastic systems, one often aims at resolving the statistics of the slowest dynamics. This…

Numerical Analysis · Mathematics 2021-05-14 Kristian Debrabant , Giovanni Samaey , Przemysław Zieliński

Recent applications (e.g. active gels and self-assembly of elastic sheets) motivate the need to efficiently simulate the dynamics of thin elastic sheets. We present semi-implicit time stepping algorithms to improve the time step constraints…

Computational Physics · Physics 2019-10-23 Silas Alben , Alex A. Gorodetsky , Donghak Kim , Robert D. Deegan

We present a theoretical framework to model the electric response of cell aggregates. We establish a coarse representation for each cell as a combination of membrane and cytoplasm dipole moments. Then we compute the effective conductivity…

Computational Engineering, Finance, and Science · Computer Science 2020-08-28 Pouria A. Mistani , Samira Pakravan , Frederic G. Gibou

We analyze the stochastic thermodynamics of systems with continuous space of states. The evolution equation, the rate of entropy production, and other results are obtained by a continuous time limit of a discrete time formulation. We point…

Statistical Mechanics · Physics 2020-08-27 Mário J. de Oliveira

We present a method for enhanced sampling of molecular dynamics simulations using stochastic resetting. Various phenomena, ranging from crystal nucleation to protein folding, occur on timescales that are unreachable in standard simulations.…

Chemical Physics · Physics 2023-02-09 Ofir Blumer , Shlomi Reuveni , Barak Hirshberg

Data assimilation (DA) integrates observations with a dynamical model to estimate states of PDE-governed systems. Model-driven methods (e.g., Kalman, particle) presuppose full knowledge of the true dynamics, which is not always satisfied in…

Signal Processing · Electrical Eng. & Systems 2025-06-06 Siyi Chen , Yixuan Jia , Qing Qu , He Sun , Jeffrey A Fessler

We investigate the dynamical characterization theory for periodically driven systems in which Floquet topology can be fully detected by emergent topological patterns of quench dynamics in momentum subspaces called band-inversion surfaces.…

Quantum Gases · Physics 2024-02-02 Bei-Bei Wang , Long Zhang

We introduce and describe a class of simple facilitated quantum spin models in which the dynamics is due to the repeated application of unitary gates. The gates are applied periodically in time, so their combined action constitutes a…

Statistical Mechanics · Physics 2018-02-23 Sarang Gopalakrishnan , Bahti Zakirov

For conventional smoothed particle hydrodynamics (SPH), obtaining the static solution of a problem is time-consuming. To address this drawback, we propose an efficient dynamic relaxation method by adding large artificial-viscosity-based…

Computational Engineering, Finance, and Science · Computer Science 2021-03-17 Yujie Zhu , Chi Zhang , Xiangyu Hu

We formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which is tested explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Within…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

Stochastic dynamical systems are fundamental in state estimation, system identification and control. System models are often provided in continuous time, while a major part of the applied theory is developed for discrete-time systems.…

Dynamical Systems · Mathematics 2014-02-07 Niklas Wahlström , Patrix Axelsson , Fredrik Gustafsson

Immersed boundary methods have attracted substantial interest in the last decades due to their potential for computations involving complex geometries. Often these cannot be efficiently discretized using boundary-fitted finite elements.…

Computational Engineering, Finance, and Science · Computer Science 2026-01-13 Tim Bürchner , Lars Radtke , Philipp Kopp , Stefan Kollmannsberger , Ernst Rank , Alexander Düster

Stochastic resetting, the procedure of stopping and re-initializing random processes, has recently emerged as a powerful tool for accelerating processes ranging from queuing systems to molecular simulations. However, its usefulness is…

Statistical Mechanics · Physics 2025-03-18 Tommer D. Keidar , Ofir Blumer , Barak Hirshberg , Shlomi Reuveni

The evolution of a continuous time Markov process with a finite number of states is usually calculated by the Master equation - a linear differential equations with a singular generator matrix. We derive a general method for reducing the…

Quantitative Methods · Quantitative Biology 2012-07-19 Daniel Soudry , Ron Meir

The Fokker-Planck (FP) model is one of the commonly used methods for studies of the dynamical evolution of dense spherical stellar systems such as globular clusters and galactic nuclei. The FP model is numerically stable in most cases, but…

Astrophysics · Physics 2017-01-18 Jihye Shin , Sungsoo S. Kim
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