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We present a model-based output-only method for identifying from time series the parameters governing the dynamics of stochastically forced oscillators. In this context, suitable models of the oscillator's damping and stiffness properties…

Fluid Dynamics · Physics 2019-10-04 Edouard Boujo , Nicolas Noiray

Nonlinear dynamical systems are sometimes under the influence of random fluctuations. It is desirable to examine possible bifurcations for stochastic dynamical systems when a parameter varies. A computational analysis is conducted to…

Dynamical Systems · Mathematics 2012-01-31 Huiqin Chen , Jinqiao Duan , Chengjian Zhang

Learning dynamical systems from incomplete or noisy data is inherently ill-posed, as a single observation may correspond to multiple plausible futures. While physics-based ensemble forecasting relies on perturbing initial states to capture…

Machine Learning · Computer Science 2026-02-27 Siddharth Rout , Eldad Haber , Stephane Gaudreault

In this paper, we propose a novel method to approximate the mean field stochastic differential equation by means of approximating the density function via Fokker-Planck equation. We construct a well-posed truncated Fokker-Planck equation…

Numerical Analysis · Mathematics 2025-03-25 Jinhui Zhou , Yongkui Zou , Shimin Chai , Boyu Wang , Ziyi Tan

How can we learn the laws underlying the dynamics of stochastic systems when their trajectories are sampled sparsely in time? Existing methods either require temporally resolved high-frequency observations, or rely on geometric arguments…

Dynamical Systems · Mathematics 2025-12-30 Dimitra Maoutsa

Population structure can have a significant effect on evolution. For some systems with sufficient symmetry, analytic results can be derived within the mathematical framework of evolutionary graph theory which relate to the outcome of the…

Populations and Evolution · Quantitative Biology 2019-03-11 Christopher E. Overton , Mark Broom , Christoforos Hadjichrysanthou , Kieran J. Sharkey

A powerful approach for understanding neural population dynamics is to extract low-dimensional trajectories from population recordings using dimensionality reduction methods. Current approaches for dimensionality reduction on neural data…

Machine Learning · Statistics 2017-11-07 Marcel Nonnenmacher , Srinivas C. Turaga , Jakob H. Macke

We study the evolution in time of the statistical distribution of some addiction phenomena in a system of individuals. The kinetic approach leads to build up a novel class of Fokker--Planck equations describing relaxation of the probability…

Physics and Society · Physics 2019-10-01 Giuseppe Toscani

For a model nonlinear dynamical system, we show how one may obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting Langevin dynamics in the weak-noise limit. A suitable quantity to capture the…

Adaptation and Self-Organizing Systems · Physics 2019-02-06 Debraj Das , Sayan Roy , Shamik Gupta

In recent years, diffusion models trained on equilibrium molecular distributions have proven effective for sampling biomolecules. Beyond direct sampling, the score of such a model can also be used to derive the forces that act on molecular…

Machine Learning · Computer Science 2026-01-15 Michael Plainer , Hao Wu , Leon Klein , Stephan Günnemann , Frank Noé

This paper analyzes a stochastic logistic difference equation under the assumption that the population distribution follows a normal distribution. Our focus is on the mathematical relationship between the average growth rate and a newly…

Probability · Mathematics 2025-04-22 Haiyan Wang

We study a Fokker-Planck equation modelling the firing rates of two interacting populations of neurons. This model arises in computational neuroscience when considering, for example, bistable visual perception problems and is based on a…

Analysis of PDEs · Mathematics 2011-12-19 José Antonio Carrillo , Stéphane Cordier , Simona Mancini

Physical laws governing population dynamics are generally expressed as differential equations. Research in recent decades has incorporated fractional-order (non-integer) derivatives into differential models of natural phenomena, such as…

Numerical Analysis · Mathematics 2022-12-08 A. P. Harris , T. A. Biala , A. Q. M. Khaliq

We develop a recursive method for perturbative solutions of the Fokker-Planck equation with nonlinear drift. The series expansion of the time-dependent probability density in terms of powers of the coupling constant is obtained by solving a…

Statistical Mechanics · Physics 2009-12-06 Jens Dreger , Axel Pelster , Bodo Hamprecht

We present a noise guided trajectory based system identification method for inferring the dynamical structure from observation generated by stochastic differential equations. Our method can handle various kinds of noise, including the case…

Numerical Analysis · Mathematics 2024-03-06 Ziheng Guo , Igor Cialenco , Ming Zhong

Nonlinear Fokker-Planck equations play a major role in modeling large systems of interacting particles with a proved effectiveness in describing real world phenomena ranging from classical fields such as fluids and plasma to social and…

Numerical Analysis · Mathematics 2023-11-23 Giacomo Dimarco , Lorenzo Pareschi , Mattia Zanella

The modeling of dynamical systems is essential in many fields, but applying machine learning techniques is often challenging due to incomplete or noisy data. This study introduces a variant of stochastic interpolation (SI) for probabilistic…

Computational Physics · Physics 2025-03-18 Siddharth Rout , Eldad Haber , Stéphane Gaudreault

Advection of entities induced by gradients in attractant concentration fields is observed via diffusiophoresis in colloids and via chemotaxis in microorganisms. Mathematically, both diffusiophoresis and chemotaxis follow similar…

Populations and Evolution · Quantitative Biology 2024-10-07 Benjamin M. Alessio , Ankur Gupta

Understanding the time evolution of fragmented animal populations and their habitats, connected by migration, is a problem of both theoretical and practical interest. This paper presents a method for calculating the time evolution of the…

Populations and Evolution · Quantitative Biology 2008-12-04 Anders Eriksson

Distributions derived from non-extensive Tsallis statistics are closely connected with dynamics described by a nonlinear Fokker-Planck equation. The combination shows promise in describing stochastic processes with power-law distributions…

Statistical Mechanics · Physics 2008-12-02 Fredrick Michael , M. D. Johnson