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The dynamics of biological systems, from proteins to cells to organisms, is complex and stochastic. To decipher their physical laws, we need to bridge between experimental observations and theoretical modeling. Thanks to progress in…

Soft Condensed Matter · Physics 2024-06-05 Pierre Ronceray

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

We present a possible approach to measuring inequality in a system of coupled Fokker-Planck-type equations that describe the evolution of distribution densities for two populations interacting pairwise due to social and/or economic factors.…

General Finance · Quantitative Finance 2025-05-22 Marco Menale , Giuseppe Toscani

Mathematical models for complex systems are often accompanied with uncertainties. The goal of this paper is to extract a stochastic differential equation governing model with observation on stationary probability distributions. We develop a…

Dynamical Systems · Mathematics 2023-04-05 Xiaoli Chen , Hui Wang , Jinqiao Duan

The purpose of this paper is to develop a new fractional dynamical approach to superstatistics. Namely, we show that superstatistical distribution functions can be obtained from stationary solutions of the generalized Fokker-Planck equation…

Statistical Mechanics · Physics 2013-05-07 Bahruz Gadjiev

Theoretical studies have shown that stochasticity can affect the dynamics of ecosystems in counter-intuitive ways. However, without knowing the equations governing the dynamics of populations or ecosystems, it is difficult to ascertain the…

Quantitative Methods · Quantitative Biology 2024-09-24 Arshed Nabeel , Ashwin Karichannavar , Shuaib Palathingal , Jitesh Jhawar , David B. Brückner , Danny Raj M. , Vishwesha Guttal

We consider a stochastic logistic growth model involving both birth and death rates in the drift and diffusion coefficients for which extinction eventually occurs almost surely. The associated complete Fokker-Planck equation describing the…

Statistics Theory · Mathematics 2013-07-09 Fabien Campillo , Marc Joannides , Irène Larramendy-Valverde

The kinetic equation is crucial for understanding the statistical properties of stochastic processes, yet current equations, such as the classical Fokker-Planck, are limited to local analysis. This paper derives a new kinetic equation for…

Fluid Dynamics · Physics 2024-04-18 De-yu Zhong , Guang-qian Wang

The study of density-dependent stochastic population processes is important from a historical perspective as well as from the perspective of a number of existing and emerging applications today. In more recent applications of these…

Optimization and Control · Mathematics 2017-09-26 Yingdong Lu , Mark Squillante , Chai Wah Wu

With the rapid development of computational techniques and scientific tools, great progress of data-driven analysis has been made to extract governing laws of dynamical systems from data. Despite the wide occurrences of non-Gaussian…

Dynamical Systems · Mathematics 2022-10-12 Yubin Lu , Yang Li , Jinqiao Duan

We present a numerical method for learning the dynamics of slow components of unknown multiscale stochastic dynamical systems. While the governing equations of the systems are unknown, bursts of observation data of the slow variables are…

Machine Learning · Computer Science 2024-08-28 Yuan Chen , Dongbin Xiu

We develop a model in two dimensions to characterise the growth rate of a tracer gradient mixed by a statistically homogeneous flow with rapid temporal variations. % % The model is based on the orientation dynamics of the passive-tracer…

Fluid Dynamics · Physics 2010-05-05 Lennon Ó Náraigh

We discuss two cases that can be connected to the dynamics of interacting populations: (I.) density waves for the case or negligible random fluctuations of the populations densities, and (II.) probability distributions connected to the…

Mathematical Physics · Physics 2013-04-05 Nikolay K. Vitanov , Zlatinka I. Dimitrova , Kaloyan N. Vitanov

Computing the stochastic entropy production associated with the evolution of a stochastic dynamical system is a well-established problem. In a small number of cases such as the Ornstein-Uhlenbeck process, of which we give a complete…

Statistical Mechanics · Physics 2020-08-26 Richard J Martin , Ian J Ford

Frequency dependent selection and demographic fluctuations play important roles in evolutionary and ecological processes. Under frequency dependent selection, the average fitness of the population may increase or decrease based on…

Populations and Evolution · Quantitative Biology 2015-06-23 Weini Huang , Christoph Hauert , Arne Traulsen

The Fokker-Planck equation is a partial differential equation that describes the evolution of a probability distribution over time. It is used to model a wide range of physical and biological phenomena, such as diffusion, chemical…

Computational Physics · Physics 2023-11-29 Wisit Mangthas , Waipot Ngamsaad

Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…

Probability · Mathematics 2025-10-24 Carlos Escudero , Helder Rojas

Finite-size fluctuations in coevolutionary dynamics arise in models of biological as well as of social and economic systems. This brief tutorial review surveys a systematic approach starting from a stochastic process discrete both in time…

Populations and Evolution · Quantitative Biology 2019-07-15 Jens Christian Claussen

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

The most frequently used in physical application diffusive (based on the Fokker-Planck equation) model leans upon the assumption of small jumps of a macroscopic variable for each given realization of the stochastic process. This imposes…

Statistical Mechanics · Physics 2007-05-23 Serge Shpyrko , V. V. Ryazanov