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Spatio-temporal Hawkes point processes are a particularly interesting class of stochastic point processes for modeling self-exciting behavior, in which the occurrence of one event increases the probability of other events occurring. These…

Computation · Statistics 2025-11-19 Alba Bernabeu , Jorge Mateu

We review recent work on systems with multiple interacting-particles having the dynamical feature of stochastic resetting. The interplay of time scales related to inter-particle interactions and resetting leads to a rich behavior, both…

Statistical Mechanics · Physics 2023-07-05 Apoorva Nagar , Shamik Gupta

The study of stochastic systems has received considerable interest over the years. Their dynamics can describe many equilibrium and nonequilibrium fluctuating systems. At the same time, nonequilibrium constraints interact with the time…

Statistical Mechanics · Physics 2011-03-14 David Andrieux

Many natural systems exhibit dynamics characterized by alternating phases or recurring sets of states. Describing the fluctuations of such systems over stochastic trajectories is necessary across diverse fields, from biological motors to…

Statistical Mechanics · Physics 2025-12-17 Guilherme Fiusa , Pedro E. Harunari , Abhaya S. Hegde , Gabriel T. Landi

The investigation of optimal processes has a long history in the field of thermodynamics. It is well known that finite-time processes that minimize dissipation often exhibit discontinuities. We use a combination of numerical and analytical…

Statistical Mechanics · Physics 2022-05-31 Ilana Bogod , Saar Rahav

In this short note, we discuss the basic approach to computational modeling of dynamical systems. If a dynamical system contains multiple time scales, ranging from very fast to slow, computational solution of the dynamical system can be…

Numerical Analysis · Mathematics 2012-05-15 Johan Jansson , Claes Johnson , Anders Logg

The effect of interactions on dynamics of coupled motor proteins is investigated theoretically. A simple stochastic discrete model, that allows to calculate explicitly the dynamic properties of the system, is developed. It is shown that…

Soft Condensed Matter · Physics 2009-11-11 Evgeny B. Stukalin , Anatoly B. Kolomeisky

Multiscale phenomena that evolve on multiple distinct timescales are prevalent throughout the sciences. It is often the case that the governing equations of the persistent and approximately periodic fast scales are prescribed, while the…

Chaotic Dynamics · Physics 2020-08-19 Jason J. Bramburger , Daniel Dylewsky , J. Nathan Kutz

A tutorial review is given of some developments and applications of stochastic processes from the point of view of the practicioner physicist. The index is the following: 1.- Introduction 2.- Stochastic Processes 3.- Transient Stochastic…

Condensed Matter · Physics 2007-05-23 Maxi San Miguel , Raul Toral

Simulating stochastic systems with feedback control is challenging due to the complex interplay between the system's dynamics and the feedback-dependent control protocols. We present a single-step-trajectory probability analysis to…

Statistical Mechanics · Physics 2024-12-19 Supraja S. Chittari , Zhiyue Lu

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó

Spatio-temporal processes in environmental applications are often assumed to follow a Gaussian model, possibly after some transformation. However, heterogeneity in space and time might have a pattern that will not be accommodated by…

Applications · Statistics 2021-10-15 Thaís C. O. da Fonseca , Viviana G. R. Lobo , Alexandra M. Schmidt

The recent experimental progresses in handling microscopic systems have allowed to probe them at levels where fluctuations are prominent, calling for stochastic modeling in a large number of physical, chemical and biological phenomena. This…

Statistical Mechanics · Physics 2017-03-08 Stefano Bo , Antonio Celani

In many systems, the time scales of the microscopic dynamics and macroscopic dynamics of interest are separated by many orders of magnitude. Examples abound, for instance nucleation, protein folding, and chemical reactions. For these…

Other Condensed Matter · Physics 2009-11-13 J. Kuipers , G. T. Barkema

We study the stochastic evolution of four species in cyclic competition in a well mixed environment. In systems composed of a finite number $N$ of particles these simple interaction rules result in a rich variety of extinction scenarios,…

Statistical Mechanics · Physics 2012-07-09 C. H. Durney , S. O. Case , M. Pleimling , R. K. P. Zia

Neural activity exhibits a vast range of timescales that can be several fold larger than the membrane time constant of individual neurons. Two types of mechanisms have been proposed to explain this conundrum. One possibility is that large…

Neurons and Cognition · Quantitative Biology 2019-03-26 Manuel Beiran , Srdjan Ostojic

In transportation systems (e.g. highways, railways, airports), traffic flows with distinct origin-destination pairs usually share common facilities and interact extensively. Such interaction is typically stochastic due to natural…

Optimization and Control · Mathematics 2019-08-06 Li Jin , Yining Wen

Recent studies on the phenomenology of ageing in certain many-particle systems which are at a critical point of their non-equilibrium steady-states, are reviewed. Examples include the contact process, the parity-conserving…

Statistical Mechanics · Physics 2007-05-23 Malte Henkel

We consider a dynamical system given by an area-preserving map on a two-dimensional phase plane and consider a one-dimensional line of initial conditions within this plane. We record the number of iterates it takes a trajectory to escape…

Chaotic Dynamics · Physics 2016-09-08 K. A. Mitchell , J. P. Handley , B. Tighe , S. K. Knudson , J. B. Delos

Stochastic point processes with refractoriness appear frequently in the quantitative analysis of physical and biological systems, such as the generation of action potentials by nerve cells, the release and reuptake of vesicles at a synapse,…

Probability · Mathematics 2015-07-28 Moritz Deger , Moritz Helias , Stefano Cardanobile , Fatihcan M. Atay , Stefan Rotter
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