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Related papers: Dilation of stochastic matrices by coarse graining

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Many biological systems can be described by finite Markov models. A general method for simplifying master equations is presented that is based on merging adjacent states. The approach preserves the steady-state probability distribution and…

Biological Physics · Physics 2021-03-01 David Seiferth , Peter Sollich , Stefan Klumpp

The emergence of macroscopic variables can be effected through {\it coarse graining}. Despite practical and fundamental benefits conveyed by this partitioning of state space, the apparently subjective nature of the selection of coarse…

Statistical Mechanics · Physics 2016-08-31 L. S. Schulman , B. Gaveau

We study coarse-graining methods for stochastic differential equations. In particular we consider averaging and a type of projection operator method, sometimes referred to as effective dynamic via conditional expectations. The projection…

Probability · Mathematics 2025-06-19 Manh Hong Duong , Carsten Hartmann , Michela Ottobre

Inspired by holographic Wilsonian renormalization, we consider coarse graining a quantum system divided between short distance and long distance degrees of freedom, coupled via the Hamiltonian. Observations using purely long distance…

High Energy Physics - Theory · Physics 2018-08-01 Cesar Agon , Vijay Balasubramanian , Skyler Kasko , Albion Lawrence

Real-world dynamical systems with retardation effects are described in general not by a single, precisely defined time delay, but by a range of delay times. An exact mapping onto a set of $N+1$ ordinary differential equations exists when…

Dynamical Systems · Mathematics 2023-08-16 Daniel Henrik Nevermann , Claudius Gros

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…

Statistical Mechanics · Physics 2011-10-11 P. L. Krapivsky , J. M. Luck , K. Mallick

Shearing with a finite shear rate a compressed granular system results in a region of grains flowing over a compact, static assembly. Perforce this region is dilated to a degree that depends on the shear rate, the loading pressure, gravity,…

Statistical Mechanics · Physics 2019-05-29 Prasenjit Das , H. George E. Hentschel , Itamar Procaccia

The alternate row and column scaling algorithm applied to a positive $n\times n$ matrix $A$ converges to a doubly stochastic matrix $S(A)$, sometimes called the \emph{Sinkhorn limit} of $A$. For every positive integer $n$, a two parameter…

Number Theory · Mathematics 2020-04-17 Melvyn B. Nathanson

A computational tool for coarse-graining nonlinear systems of ordinary differential equations in time is discussed. Three illustrative model examples are worked out that demonstrate the range of capability of the method. This includes the…

Numerical Analysis · Mathematics 2017-11-23 Sabyasachi Chatterjee , Amit Acharya , Zvi Artstein

Stochastic processes are shown to emerge from the time evolution of complex quantum systems. Using parametric, banded random matrix ensembles to describe a quantum chaotic environment, we show that the dynamical evolution of a particle…

Nuclear Theory · Physics 2007-05-23 Dimitri Kusnezov , Aurel Bulgac , Giu Do Dang

The dynamics of granular media in the jammed, glassy region is described in terms of "modes", by applying a Principal Component Analysis (PCA) to the covariance matrix of the position of individual grains. We first demonstrate that this…

Soft Condensed Matter · Physics 2010-07-06 Carolina Brito , Olivier Dauchot , Giulio Biroli , Jean-Philippe Bouchaud

The large deviations properties of trajectory observables for chaotic non-invertible deterministic maps as studied recently by N. R. Smith, Phys. Rev. E 106, L042202 (2022) and by R. Gutierrez, A. Canella-Ortiz, C. Perez-Espigares,…

Statistical Mechanics · Physics 2024-01-30 Cecile Monthus

The evolution of a continuous time Markov process with a finite number of states is usually calculated by the Master equation - a linear differential equations with a singular generator matrix. We derive a general method for reducing the…

Quantitative Methods · Quantitative Biology 2012-07-19 Daniel Soudry , Ron Meir

A novel approach called Moate Simulation is presented to provide an accurate numerical evolution of probability distribution functions represented on grids arising from stochastic differential processes where initial conditions are…

Computational Finance · Quantitative Finance 2022-12-19 Michael E. Mura

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

Machine Learning · Statistics 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

Partitioned cellular automata are known to be an useful tool to simulate linear and nonlinear problems in physics, specially because they allow for a straightforward way to define conserved quantities and reversible dynamics. Here we show…

Cellular Automata and Lattice Gases · Physics 2020-12-17 Pedro C. S. Costa , Fernando de Melo

A stochastic version of the Brusselator model is proposed and studied via the system size expansion. The mean-field equations are derived and shown to yield to organized Turing patterns within a specific parameters region. When determining…

Statistical Mechanics · Physics 2015-05-14 Tommaso Biancalani , Duccio Fanelli , Francesca Di Patti

We study classical stochastic systems with discrete states, coupled to switching external environments. For fast environmental processes we derive reduced dynamics for the system itself, focusing on corrections to the adiabatic limit of…

Statistical Mechanics · Physics 2019-03-27 Peter G. Hufton , Yen Ting Lin , Tobias Galla

Coarse-graining or model reduction is a term describing a range of approaches used to extend the time-scale of molecular simulations by reducing the number of degrees of freedom. In the context of molecular simulation, standard…

Dynamical Systems · Mathematics 2023-11-14 Thomas Hudson , Xingjie Helen Li

The simulation of complex stochastic network dynamics arising, for instance, from models of coupled biomolecular processes remains computationally challenging. Often, the necessity to scan a models' dynamics over a large parameter space…

Quantitative Methods · Quantitative Biology 2013-03-14 Tiago Ramalho , Marco Selig , Ulrich Gerland , Torsten A. Enßlin
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