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We formulate and study a general time-varying multi-agent system where players repeatedly compete under incomplete information. Our work is motivated by scenarios commonly observed in online advertising and retail marketplaces, where agents…

Computer Science and Game Theory · Computer Science 2025-05-27 Ludovico Crippa , Yonatan Gur , Bar Light

What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};\alpha>0$? Modeling the stochastic process by diffusion and the…

Statistical Mechanics · Physics 2016-06-22 Apoorva Nagar , Shamik Gupta

Resetting has been shown to reduce the completion time for a stochastic process, such as the first passage time for a diffusive searcher to find a target. The time between two consecutive resetting events is drawn from a waiting time…

Statistical Mechanics · Physics 2025-06-23 Martin R. Evans , Somrita Ray

Various bias-correction methods such as EXTRA, gradient tracking methods, and exact diffusion have been proposed recently to solve distributed {\em deterministic} optimization problems. These methods employ constant step-sizes and converge…

Machine Learning · Computer Science 2023-07-19 Kun Yuan , Sulaiman A. Alghunaim , Bicheng Ying , Ali H. Sayed

We study the dynamics of overdamped Brownian particles diffusing in conservative force fields and undergoing stochastic resetting to a given location with a generic space-dependent rate of resetting. We present a systematic approach…

Statistical Mechanics · Physics 2017-08-15 Édgar Roldán , Shamik Gupta

Consider a species whose population density solves the steady diffusive logistic equation in a heterogeneous environment modeled with the help of a spatially non constant coefficient standing for a resources distribution in a given box. We…

Analysis of PDEs · Mathematics 2018-07-25 Idriss Mazari , Grégoire Nadin , Yannick Privat

Diffusion, a fundamental internal mechanism emerging in many physical processes, describes the interaction among different objects. In many learning tasks with limited training samples, the diffusion connects the labeled and unlabeled data…

Machine Learning · Computer Science 2023-05-02 Tangjun Wang , Zehao Dou , Chenglong Bao , Zuoqiang Shi

This work presents a comprehensive framework for enhanced diffusion modeling in fluid-structure interactions by combining the Immersed Boundary Method (IBM) with stochastic trajectories and high-order spectral boundary conditions. Using…

Analysis of PDEs · Mathematics 2024-10-31 Rômulo Damasclin Chaves dos Santos , Jorge Henrique de Oliveira Sales

We investigate stochastic resetting in coupled systems involving two degrees of freedom, where only one variable is reset. The resetting variable, which we think of as hidden, indirectly affects the remaining observable variable through…

Statistical Mechanics · Physics 2024-04-03 Kristian Stølevik Olsen , Hartmut Löwen

Metadynamics is a powerful method to accelerate molecular dynamics simulations, but its efficiency critically depends on the identification of collective variables that capture the slow modes of the process. Unfortunately, collective…

Chemical Physics · Physics 2023-07-17 Ofir Blumer , Shlomi Reuveni , Barak Hirshberg

Abridged abstract: Inert interactions between randomly moving entities and spatial disorder play a crucial role in quantifying the diffusive properties of a system. These interactions affect only the movement of the entities, and examples…

Statistical Mechanics · Physics 2022-09-20 Seeralan Sarvaharman , Luca Giuggioli

Stochastic multiplicative dynamics characterize many complex natural phenomena such as selection and mutation in evolving populations, and the generation and distribution of wealth within social systems. Population heterogeneity in…

Physics and Society · Physics 2022-09-21 Jordan T. Kemp , Luís M. A. Bettencourt

Molecular dynamics simulations are widely used across chemistry, physics, and biology, providing quantitative insight into complex processes with atomic detail. However, their limited timescale of a few microseconds is a significant…

Chemical Physics · Physics 2025-04-10 Ofir Blumer , Barak Hirshberg

Distributed diffusion is a powerful algorithm for multi-task state estimation which enables networked agents to interact with neighbors to process input data and diffuse information across the network. Compared to a centralized approach,…

Multiagent Systems · Computer Science 2020-03-27 Jiani Li , Xenofon Koutsoukos

Highly-optimized complex transport networks serve crucial functions in many man-made and natural systems such as power grids and plant or animal vasculature. Often, the relevant optimization functional is non-convex and characterized by…

Biological Physics · Physics 2016-09-23 Henrik Ronellenfitsch , Eleni Katifori

Diffusion plays an important role in a wide variety of phenomena, from bacterial quorum sensing to the dynamics of traffic flow. While it generally tends to level out gradients and inhomogeneities, diffusion has nonetheless been shown to…

Pattern Formation and Solitons · Physics 2024-07-03 Alexandre Champagne-Ruel , Sascha Zakaib-Bernier , Paul Charbonneau

We propose a generalization of the stochastic resetting mechanism for a Brownian particle diffusing in a one-dimensional periodic potential: randomly in time, the particle gets reset at the bottom of the potential well it was in. Numerical…

Statistical Mechanics · Physics 2025-08-18 Pulak K. Ghosh , Shubhadip Nayak , Jianli Liu , Yunyun Li , Fabio Marchesoni

A variety of enhanced statistical and numerical methods are now routinely used to extract comprehensible and relevant thermodynamic information from the vast amount of complex, high-dimensional data obtained from intensive molecular…

Soft Condensed Matter · Physics 2020-10-14 Francois Sicard , Vladimir Koskin , Alessia Annibale , Edina Rosta

Will the strategy of resetting} help a stochastic process to reach its target efficiently, with its environment continually toggling between a strongly favourable and an unfavourable (or weakly favourable) state? A diffusive run-and-tumble…

Statistical Mechanics · Physics 2025-03-04 Hillol kumar Barman , Amitabha Nandi , Dibyendu Das

In a co-evolutionary context, the survive probability of individual elements of a system depends on their relation with their neighbors. The natural selection process depends on the whole population, which is determined by local events…

Biological Physics · Physics 2009-11-13 Juan G. Diaz Ochoa