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We propose a method to approximate continuous-time, continuous-state stochastic processes by a discrete-time Markov chain defined on a nonuniform grid. Our method provides exact moment matching for processes whose first and second moments…

Probability · Mathematics 2025-11-27 Do Hyun Kim , Ahmet Cetinkaya

In a recently proposed computational model of open molecular systems out of equilibrium [Ebrahimi Viand et al. J.Chem.Phys. 153, 101102 (2020)], the action of different reservoirs enters as a linear sum into the Liouville-type evolution…

Statistical Mechanics · Physics 2021-08-05 Rupert Klein , Roya Ebrahimi Viand , Felix Höfling , Luigi Delle Site

The equilibrium distributions of a Markovian model describing the interaction of several classes of permanent connections in a network are analyzed. It has been introduced by Graham and Robert. For this model each of the connections has a…

Networking and Internet Architecture · Computer Science 2015-05-13 Carl Graham , Philippe Robert , Maaike Verloop

Complex systems often have features that can be modeled by advanced mathematical tools [1]. Of special interests are the features of complex systems that have a network structure as such systems are important for modeling technological and…

Classical Physics · Physics 2019-06-13 Nikolay K. Vitanov , Kaloyan N. Vitanov , Zlatinka I. Dimitrova

A great variety of systems in nature, society and technology -- from the web of sexual contacts to the Internet, from the nervous system to power grids -- can be modeled as graphs of vertices coupled by edges. The network structure,…

Adaptation and Self-Organizing Systems · Physics 2012-10-10 Petter Holme , Jari Saramäki

Continuous-time Markov chains are frequently used as stochastic models for chemical reaction networks, especially in the growing field of systems biology. A fundamental problem for these Stochastic Chemical Reaction Networks (SCRNs) is to…

Probability · Mathematics 2023-04-12 Felipe A. Campos , Simone Bruno , Yi Fu , Domitilla Del Vecchio , Ruth J. Williams

We demonstrate supersymmetry in the counting statistics of stochastic particle currents and use it to derive exact nonperturbative relations for the statistics of currents induced by arbitrarily fast time-dependent protocols.

Statistical Mechanics · Physics 2011-07-26 Nikolai A. Sinitsyn , Alexei Akimov , Vladimir Y. Chernyak

We study non-linear phenomena in double barrier heterostructures. Systems in 3D under the effect of an external magnetic field along the current and 1D systems are analyzed. Non-linearities are reflected in the I-V characteristic curve as…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 E. S. Rodrigues , E. V. Anda , P. Orellana , F. Claro

Stochastic reaction networks are mathematical models with a wide range of applications in biochemistry, ecology, and epidemiology, and are often complex to analyze. Except for some special cases, it is generally difficult to predict how the…

Probability · Mathematics 2026-04-02 Daniele Cappelletti , Giulio Cuniberti , Paola Siri

We give an analogy between non-reversible Markov chains and electric networks much in the flavour of the classical reversible results originating from Kakutani, and later Kem\'eny-Snell-Knapp and Kelly. Non-reversibility is made possible by…

Probability · Mathematics 2016-08-23 Márton Balázs , Áron Folly

We consider an intersection of past and future property of multivariate stationary processes which is the key to deriving various representation theorems for their linear predictor coefficient matrices. We extend useful spectral…

Probability · Mathematics 2015-05-26 Akihiko Inoue , Yukio Kasahara , Mohsen Pourahmadi

In this work we theoretically study steady state thermoelectric transport through a single-molecule junction with a long chain-like bridge. Electron transmission through the system is computed using a tight-binding model for the bridge. We…

Mesoscale and Nanoscale Physics · Physics 2018-03-02 Natalya A. Zimbovskaya , Abraham Nitzan

Current fluctuations are a powerful tool to unravel the underlying physics of the observed transport process. This work discusses some general properties of the third and the fourth current cumulant (skewness and kurtosis) related to…

Mesoscale and Nanoscale Physics · Physics 2022-08-23 Krzysztof Ptaszynski

In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…

Probability · Mathematics 2016-11-08 Christoph Reisinger

In order to illuminate the properties of current fluctuations in more than one dimension, we use a lattice-based Markov process driven into a non-equilibrium steady state. Specifically, we perform a detailed study of the particle current…

Statistical Mechanics · Physics 2016-03-21 Rodrigo Villavicencio-Sanchez , Rosemary J. Harris

Thermodynamic uncertainty relations (TURs) are recently established relations between the relative uncertainty of time-integrated currents and entropy production in nonequilibrium systems. For small perturbations away from equilibrium,…

Statistical Mechanics · Physics 2018-10-05 Katarzyna Macieszczak , Kay Brandner , Juan P. Garrahan

We apply the linear response theory developed in \cite{Ruelle} to analyze how a periodic signal of weak amplitude, superimposed upon a chaotic background, is transmitted in a network of non linearly interacting units. We numerically compute…

Statistical Mechanics · Physics 2009-11-10 B. Cessac , J. A. Sepulchre

Synchronization transitions are investigated in coupled chaotic maps. Depending on the relative weight of linear versus nonlinear instability mechanisms associated to the single map two different scenarios for the transition may occur. When…

Chaotic Dynamics · Physics 2009-11-11 Massimo Cencini , Alessandro Torcini

We consider a dynamical linear network where nearest neighbours communicate via links whose states form binary (open/closed) valued independent and identically distributed Markov processes. Our main result is the tight information-theoretic…

Information Theory · Computer Science 2007-07-16 Oskari Ajanki , Antti Knowles

We consider a natural class of reaction networks which consist of reactions where either two species can inactivate each other (i.e., sequestration), or some species can be transformed into another (i.e., transmutation), in a way that gives…

Dynamical Systems · Mathematics 2022-04-12 Gheorghe Craciun , Badal Joshi , Casian Pantea , Ike Tan