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To operate process engineering systems in a safe and reliable manner, predictive models are often used in decision making. In many cases, these are mechanistic first principles models which aim to accurately describe the process. In…

Machine Learning · Computer Science 2022-05-20 Timur Bikmukhametov , Johannes Jäschke

Piecewise Diffusion Markov Processes (PDifMPs) are valuable for modelling systems where continuous dynamics are interrupted by sudden shifts and/or changes in drift and diffusion. The first-passage time (FPT) in such models plays a central…

Probability · Mathematics 2025-07-11 Sascha Desmettre , Devika Khurana , Amira Meddah

Motivated by the dynamics of resonant neurons we discuss the properties of the first passage time (FPT) densities for nonmarkovian differentiable random processes. We start from an exact expression for the FPT density in terms of an…

Data Analysis, Statistics and Probability · Physics 2009-11-11 T. Verechtchaguina , I. M. Sokolov , L. Schimansky-Geier

Networks are a powerful tool to model the structure and dynamics of complex systems across scales. Direct connections between system components are often represented as edges, while paths and walks capture indirect interactions. This…

Physics and Society · Physics 2025-01-15 Rohit Sahasrabuddhe , Renaud Lambiotte , Martin Rosvall

How long does it take a random walker to reach a given target point? This quantity, known as a first passage time (FPT), has led to a growing number of theoretical investigations over the last decade1. The importance of FPTs originates from…

Statistical Mechanics · Physics 2009-11-13 S. Condamin , O. Benichou , V. Tejedor , R. Voituriez , J. Klafter

This paper concerns the modeling and numerical simulation of the process of speciation. In particular, given conditions for which one or more speciation events within an ecosystem occur, our aim is to develop the necessary modeling and…

Populations and Evolution · Quantitative Biology 2021-10-08 Mats K. Brun , Elyes Ahmed , Jan Martin Nordbotten , Nils Christian Stenseth

Stochastic fluctuations of molecule numbers are ubiquitous in biological systems. Important examples include gene expression and enzymatic processes in living cells. Such systems are typically modelled as chemical reaction networks whose…

Quantitative Methods · Quantitative Biology 2017-01-13 David Schnoerr , Guido Sanguinetti , Ramon Grima

The random walk process underlies the description of a large number of real world phenomena. Here we provide the study of random walk processes in time varying networks in the regime of time-scale mixing; i.e. when the network connectivity…

Stem cells, through their ability to produce daughter stem cells and differentiate into specialized cells, are essential in the growth, maintenance, and repair of biological tissues. Understanding the dynamics of cell populations in the…

Applications · Statistics 2026-02-02 Huyen Nguyen , Haim Bar , Zhiyi Chi , Vladimir Pozdnyakov

Quantifying how spatial disorder affects the movement of a diffusing particle or agent is fundamental to target search studies. When diffusion occurs on a network, that is on a highly disordered environment, we lack the mathematical tools…

Statistical Mechanics · Physics 2025-08-15 Daniel Marris , Chittaranjan Hens , Subrata Ghosh , Luca Giuggioli

We consider the problem of bounding mean first passage times for a class of continuous-time Markov chains that captures stochastic interactions between groups of identical agents. The quantitative analysis of such probabilistic population…

Systems and Control · Electrical Eng. & Systems 2020-04-07 Michael Backenköhler , Luca Bortolussi , Verena Wolf

Basic principles of statistical inference are commonly violated in network data analysis. Under the current approach, it is often impossible to identify a model that accommodates known empirical behaviors, possesses crucial inferential…

Statistics Theory · Mathematics 2017-01-02 Harry Crane , Walter Dempsey

With the advance of experimental techniques such as time-lapse fluorescence microscopy, the availability of single-cell trajectory data has vastly increased, and so has the demand for computational methods suitable for parameter inference…

Quantitative Methods · Quantitative Biology 2016-07-06 Irena Kuzmanovska , Andreas Milias-Argeitis , Christoph Zechner , Mustafa Khammash

The development of chemical reaction models aids understanding and prediction in areas ranging from biology to electrochemistry and combustion. A systematic approach to building reaction network models uses observational data not only to…

Computational Engineering, Finance, and Science · Computer Science 2019-01-23 Nikhil Galagali , Youssef M. Marzouk

A heterogeneous continuous time random walk is an analytical formalism for studying and modeling diffusion processes in heterogeneous structures on microscopic and macroscopic scales. In this paper we study both analytically and numerically…

Statistical Mechanics · Physics 2019-11-05 Liubov Tupikina , Denis S. Grebenkov

We introduce a unified framework for solving first passage times of time-homogeneous diffusion processes. According to the killed version potential theory and the perturbation theory, we are able to deduce closed-form solutions for…

Probability · Mathematics 2026-01-14 Angelos Dassios , Luting Li

We study a general set of models of social network evolution and dynamics. The models consist of both a dynamics on the network and evolution of the network. Links are formed preferentially between 'similar' nodes, where the similarity is…

Physics and Society · Physics 2009-11-11 George C. M. A. Ehrhardt , Matteo Marsili , Fernando Vega-Redondo

The transmission dynamics of an epidemic are rarely homogeneous. Super-spreading events and super-spreading individuals are two types of heterogeneous transmissibility. Inference of super-spreading is commonly carried out on secondary case…

Quantitative Methods · Quantitative Biology 2025-01-23 Hannah Craddock , Simon EF Spencer , Xavier Didelot

This paper introduces a novel framework for modeling temporal events with complex longitudinal dependency that are generated by dependent sources. This framework takes advantage of multidimensional point processes for modeling time of…

Machine Learning · Statistics 2016-10-04 Seyed Abbas Hosseini , Ali Khodadadi , Soheil Arabzade , Hamid R. Rabiee

Predicting the spread of processes across complex multi-layered networks has long challenged researchers due to the intricate interplay between network structure and propagation dynamics. Each layer of these networks possesses unique…

Social and Information Networks · Computer Science 2024-10-23 Mohammad Hossein Samaei , Faryad Darabi Sahneh , Caterina Scoglio