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Bursty dynamics is a common temporal property of various complex systems in Nature but it also characterises the dynamics of human actions and interactions. At the phenomenological level it is a feature of all systems that evolve…

Physics and Society · Physics 2018-03-08 Márton Karsai , Hang-Hyun Jo , Kimmo Kaski

Social dynamics is concerned primarily with interactions among individuals and the resulting group behaviors, modeling the temporal evolution of social systems via the interactions of individuals within these systems. In particular, the…

Machine Learning · Statistics 2016-11-08 Zhen Xu , Wen Dong , Sargur Srihari

In this paper, we are interested in a generalised Vlasov equation, which describes the evolution of the probability density of a particle evolving according to a generalised Vlasov dynamic. The achievement of the paper is twofold. Firstly,…

Analysis of PDEs · Mathematics 2015-01-14 Manh Hong Duong

The recurrence times between extreme events have been the central point of statistical analyses in many different areas of science. Simultaneously, the Poincar\'e recurrence time has been extensively used to characterize nonlinear dynamical…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Eduardo G. Altmann , Holger Kantz

In this paper, we consider directed polymers in random environment with long range jumps in discrete space and time. We extend to this case some techniques, results and classifications known in the usual short range case. However, some…

Probability · Mathematics 2007-05-23 Francis Comets

Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…

Machine Learning · Statistics 2026-05-12 Anan Saha , Arnab Ganguly

Motivated by empirical data, we develop a statistical description of the queue dynamics for large tick assets based on a two-dimensional Fokker-Planck (diffusion) equation, that explicitly includes state dependence, i.e. the fact that the…

Trading and Market Microstructure · Quantitative Finance 2013-09-25 A. Gareche , G. Disdier , J. Kockelkoren , J. -P. Bouchaud

In a view for a simple model where natural selection at the individual level is confronted to selection effects at the group level, we consider some individual-based models of some large population subdivided into a large number of groups.…

Probability · Mathematics 2023-07-13 Aurélien Velleret

The reduction of a continuous Markov process with multiple metastable states to a discrete rate process is investigated in the presence of slow time dependent parameters such as periodic external forces or slowly fluctuating barrier…

Statistical Mechanics · Physics 2009-11-10 Peter Talkner , Jerzy Luczka

We study a reaction-diffusion equation with a nonlocal reaction term that models a population with variable motility. We establish a global supremum bound for solutions of the equation. We investigate the asymptotic (long-time and…

Analysis of PDEs · Mathematics 2016-03-07 Olga Turanova

We present a novel simulation-free framework for training continuous-time diffusion processes over very general objective functions. Existing methods typically involve either prescribing the optimal diffusion process -- which only works for…

Machine Learning · Computer Science 2025-06-24 Mengjian Hua , Eric Vanden-Eijnden , Ricky T. Q. Chen

An efficient method is presented as a means of an approximate, analytic time-dependent solution of the Fokker-Planck equation (FPE) for the Langevin model subjected to additive and multiplicative noise. We have assumed that the dynamical…

Statistical Mechanics · Physics 2008-10-19 Hideo Hasegawa

Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…

Probability · Mathematics 2018-06-25 Pierre Mathieu , Andrey Piatnitski

Gaussian white noise is frequently used to model fluctuations in physical systems. In Fokker-Planck theory, this leads to a vanishing probability density near the absorbing boundary of threshold models. Here we derive the boundary condition…

Quantitative Methods · Quantitative Biology 2010-09-17 M. Helias , M. Deger , S. Rotter , M. Diesmann

Reward processing and derangements thereof, such as drug addiction, involve the coordinated activity of many brain areas. Prior work has identified many behavioral, molecular biological and single neuron changes throughout the…

Neurons and Cognition · Quantitative Biology 2012-09-18 Michael Chary

In this paper, we investigate the asymptotic behavior of individual-based models describing the evolution of a population structured by a real trait, subject to selection and mutation. We consider two different sets of assumptions: first,…

Probability · Mathematics 2026-03-03 Anouar Jeddi

A non--linear diffusion equation is derived by taking into account hopping rates depending on the occupation of next neighbouring sites. There appears additonal repulsive and attractive forces leading to a changed local mobiltiy. The…

Statistical Mechanics · Physics 2009-10-31 S. Artz , M. Schulz , S. Trimper

In large but finite populations, weak demographic stochasticity due to random birth and death events can lead to population extinction. The process is analogous to the escaping problem of trapped particles under random forces. Methods…

Populations and Evolution · Quantitative Biology 2018-11-28 Xiaoquan Yu , Xiang-Yi Li

Stochastic resonance induced by external factor is considering to investigate the complex dynamics of tumor. The surrounding environment and the treatment effects on the tumor growth are considered as additive and multiplicative noises in…

Cell Behavior · Quantitative Biology 2017-07-18 Najmeh Sadat Mirian

In order to understand the dynamical mechanism of the friction phenomena, we heavily rely on the numerical analysis using various methods: molecular dynamics, Langevin equation, lattice Boltzmann method, Monte Carlo, e.t.c.. We propose a…

High Energy Physics - Theory · Physics 2013-05-28 Shoichi Ichinose
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