English
Related papers

Related papers: Simple models for strictly non-ergodic stochastic …

200 papers

In this paper, we are concerned with stochastic susceptible-exposed-infected-removed epidemics on complete graphs with vertex-dependent transition rates. Large and moderate deviations of empirical density fields of our models are given.…

Probability · Mathematics 2023-05-02 Xiaofeng Xue , Xueting Yin

We consider finite element discretizations of the Biot's consolidation model in poroelasticity with MINI and stabilized P1-P1 elements. We analyze the convergence of the fully discrete model based on spatial discretization with these types…

Numerical Analysis · Mathematics 2023-07-19 Carmen Rodrigo , Francisco Gaspar , Xiaozhe Hu , Ludmil Zikatanov

We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary…

Populations and Evolution · Quantitative Biology 2021-05-19 Alexandru Hening , Yao Li

We analyze the large time behavior of a stochastic model for the lay-down of fibers on a conveyor belt in the production process of nonwovens. It is shown, that under weak conditions this degenerate diffusion process is strong mixing,…

Probability · Mathematics 2011-12-30 Martin Kolb , Mladen Savov , Achim Wubker

Many environmental processes exhibit weakening spatial dependence as events become more extreme. Well-known limiting models, such as max-stable or generalized Pareto processes, cannot capture this, which can lead to a preference for models…

Methodology · Statistics 2017-09-06 Raphaël G. Huser , Jennifer L. Wadsworth

We analyze nonequilibrium fluctuations of the averaging process on $\mathbb T_\varepsilon^d$, a continuous degenerate Gibbs sampler running over the edges of the discrete $d$-dimensional torus. We show that, if we start from a smooth…

Probability · Mathematics 2025-12-09 Federico Sau

In this paper we study the dynamics of stochastic microorganism flocculation models. Given the strong influence of environmental and seasonal fluctuations that are present in these models, we propose a stochastic model that includes…

Probability · Mathematics 2025-11-18 Alexandru Hening , Nguyen T. Hieu , Dang H. Nguyen , Nhu Nguyen

Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin process whose friction coefficient depends on the state of a similar, unobserved process. Integrating out the latter, we derive the long…

Statistical Mechanics · Physics 2009-08-13 Golan Bel , Ilya Nemenman

Within the abstract framework of dynamical system theory we describe a general approach to the Transient (or Evans-Searles) and Steady State (or Gallavotti-Cohen) Fluctuation Theorems of non-equilibrium statistical mechanics. Our main…

Mathematical Physics · Physics 2011-06-21 Vojkan Jakšić , Claude-Alain Pillet , Luc Rey-Bellet

Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…

Statistical Mechanics · Physics 2025-05-26 Gianmaria Falasco , Massimiliano Esposito

In this work we are interested in effectively solving the quasi-static, linear Biot model for poromechanics. We consider the fixed-stress splitting scheme, which is a popular method for iteratively solving Biot's equations. It is well-known…

Numerical Analysis · Mathematics 2021-05-24 Erlend Storvik , Jakub Wiktor Both , Kundan Kumar , Jan Martin Nordbotten , Florin Adrian Radu

We consider a system of $N$ disordered mean-field interacting diffusions within spatial constraints: each particle $\theta_i$ is attached to one site $x_i$ of a periodic lattice and the interaction between particles $\theta_i$ and…

Probability · Mathematics 2020-01-16 Eric Luçon , Wilhelm Stannat

Based on a mesoscopic theory we investigate the non-equilibrium dynamics of a sheared nematic liquid, with the control parameter being the shear stress $\sigma_{\mathrm{xy}}$ (rather than the usual shear rate, $\dot\gamma$). To this end we…

Soft Condensed Matter · Physics 2015-05-18 Sabine H. L. Klapp , Siegfried Hess

The characterization of the formation mechanisms of amorphous solids is a large avenue for research, since understanding its non-Arrhenius behavior is challenging to overcome. In this context, we present one path toward modeling the…

For over 30 years, mode-coupling theory (MCT) has been the de facto theoretic description of dense fluids and the liquid-glass transition. MCT, however, is limited by its ad hoc construction and lacks a mechanism to institute corrections.…

Soft Condensed Matter · Physics 2015-08-12 David D. McCowan

We present a novel picture of a non isothermal solidification process starting from a molecular level, where the microscopic origin of the basic mechanisms and of the instabilities characterizing the approach to equilibrium is rendered more…

Statistical Mechanics · Physics 2009-10-31 M. Conti , U. Marini Bettolo Marconi , A. Crisanti

The stochastic interpolant framework offers a powerful approach for constructing generative models based on ordinary differential equations (ODEs) or stochastic differential equations (SDEs) to transform arbitrary data distributions.…

Machine Learning · Computer Science 2025-07-29 Yuhao Liu , Yu Chen , Rui Hu , Longbo Huang

The paper is devoted to the development of a microscopic description of the critical behavior of a cell fluid model with allowance for the contributions from collective variables with nonzero values of the wave vector. The mathematical…

Statistical Mechanics · Physics 2020-07-01 I. V. Pylyuk , O. A. Dobush

The one dimensional symmetric simple exclusion process (SSEP) is one of the very few exactly soluble models of non-equilibrium statistical physics. It describes a system of particles which diffuse with hard core repulsion on a one…

Statistical Mechanics · Physics 2015-05-20 Bernard Derrida

Deterministic models of vegetation often summarize, at a macroscopic scale, a multitude of intrinsically random events occurring at a microscopic scale. We bridge the gap between these scales by demonstrating convergence to a mean-field…

Dynamical Systems · Mathematics 2021-05-20 Denis D. Patterson , Simon A. Levin , A. Carla Staver , Jonathan D. Touboul