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Populations interact non-linearly and are influenced by environmental fluctuations. In order to have realistic mathematical models, one needs to take into account that the environmental fluctuations are inherently stochastic. Often,…

Probability · Mathematics 2025-07-29 Alexandru Hening , Siddharth Sabharwal

Piecewise-deterministic Markov processes (PDMPs) are often used to model abrupt changes in the global environment or capabilities of a controlled system. This is typically done by considering a set of "operating modes" (each with its own…

Optimization and Control · Mathematics 2025-02-13 Marissa Gee , Alexander Vladimirsky

The dynamics of spatially-structured networks of $N$ interacting stochastic neurons can be described by deterministic population equations in the mean-field limit. While this is known, a general question has remained unanswered: does…

Probability · Mathematics 2025-04-08 Pierre-Emmanuel Jabin , Valentin Schmutz , Datong Zhou

We consider particle-based stochastic reaction-drift-diffusion models where particles move via diffusion and drift induced by one- and two-body potential interactions. The dynamics of the particles are formulated as measure-valued…

Probability · Mathematics 2025-01-22 Max Heldman , Samuel A. Isaacson , Qianhan Liu , Konstantinos Spiliopoulos

Gene regulatory networks with dynamics characterized by multiple stable states underlie cell fate-decisions. Quantitative models that can link molecular-level knowledge of gene regulation to a global understanding of network dynamics have…

Molecular Networks · Quantitative Biology 2016-10-19 Brian K. Chu , Margaret J. Tse , Royce R. Sato , Elizabeth L. Read

We aim at characterizing viability, invariance and some reachability properties of controlled piecewise deterministic Markov processes (PDMPs). Using analytical methods from the theory of viscosity solutions, we establish criteria for…

Optimization and Control · Mathematics 2013-04-09 D. Goreac

In this paper, we consider a subclass of piecewise deterministic Markov processes with a Polish state space that involve a deterministic motion punctuated by random jumps, occurring in a Poisson-like fashion with some state-dependent rate,…

Probability · Mathematics 2024-05-28 Dawid Czapla

We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly…

Probability · Mathematics 2020-12-04 Dawid Czapla , Sander C. Hille , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

A widely used approach to describe the dynamics of gene regulatory networks is based on the chemical master equation, which considers probability distributions over all possible combinations of molecular counts. The analysis of such models…

Molecular Networks · Quantitative Biology 2019-06-04 Pavel Kurasov , Alexander Lück , Delio Mugnolo , Verena Wolf

Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…

Probability · Mathematics 2007-05-23 Zach Dietz , Sunder Sethuraman

The digital nature of genes combined with the associated low copy numbers of proteins regulating them is a significant source of stochasticity, which affects the phase of biochemical oscillations. We provide a theoretical framework for…

Molecular Networks · Quantitative Biology 2014-06-03 D. A. Potoyan , P. G. Wolynes

We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…

Statistical Mechanics · Physics 2009-02-25 Alessandra Faggionato , Davide Gabrielli , Marco Ribezzi Crivellari

Hybrid systems, and Piecewise Deterministic Markov Processes in particular, are widely used to model and numerically study systems exhibiting multiple time scales in biochemical reaction kinetics and related areas. In this paper an almost…

Numerical Analysis · Mathematics 2011-12-07 Martin G. Riedler

We consider the stochastic ranking process with the jump times of the particles determined by Poisson random measures. We prove that the joint empirical distribution of scaled position and intensity measure converges almost surely in the…

In biology phenotypic switching is a common bet-hedging strategy in the face of uncertain environmental conditions. Existing mathematical models often focus on periodically changing environments to determine the optimal phenotypic response.…

Populations and Evolution · Quantitative Biology 2018-03-14 Peter G. Hufton , Yen Ting Lin , Tobias Galla

This paper investigates the long-term dynamics of a reaction-diffusion predator-prey system subject to random environmental fluctuations modeled by Markovian switching. The model is formulated as a hybrid system of partial differential…

Analysis of PDEs · Mathematics 2025-07-10 Nguyen H. Du , Nhu N. Nguyen

We study the scaling limits of stochastic gradient descent (SGD) with constant step-size in the high-dimensional regime. We prove limit theorems for the trajectories of summary statistics (i.e., finite-dimensional functions) of SGD as the…

Machine Learning · Statistics 2023-08-21 Gerard Ben Arous , Reza Gheissari , Aukosh Jagannath

We consider a fully stochastic excitatory neuronal network with a number of subpopulations with different firing rates. We show that as network size goes to infinity, this limits on a deterministic hybrid model whose trajectories are…

Dynamical Systems · Mathematics 2013-11-01 Lee DeVille , Yi Zeng

Piecewise-deterministic Markov processes form a general class of non-diffusion stochastic models that involve both deterministic trajectories and random jumps at random times. In this paper, we state a new characterization of the jump rate…

Methodology · Statistics 2017-05-03 Romain Azaïs , Alexandre Genadot

Single-cell experiments show that gene expression is stochastic and bursty, a feature that can emerge from slow switching between promoter states with different activities. One source of long-lived promoter states is the slow binding and…

Molecular Networks · Quantitative Biology 2018-02-01 Yen Ting Lin , Nicolas E. Buchler