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In this work, cascading transmission line failures are studied through a dynamical model of the power system operating under fixed conditions. The power grid is modeled as a stochastic dynamical system where first-principles…

Systems and Control · Electrical Eng. & Systems 2019-12-18 Jacob Roth , David A. Barajas-Solano , Panos Stinis , Jonathan Weare , Mihai Anitescu

The accurate determination of transport coefficients in numerical simulations is becoming increasingly important in a wide range of applications. Here we consider the linear response in systems driven away from thermal equilibrium into a…

Statistical Mechanics · Physics 2016-08-24 Thomas Speck

We propose a piecewise deterministic Markovian jump process in Hilbert space such that the covariance matrix of this stochastic process solves the thermodynamic quantum master equation. The proposed stochastic process is particularly simple…

Quantum Physics · Physics 2018-03-09 Hans Christian Öttinger

We propose a novel, tractable latent state inference scheme for Markov jump processes, for which exact inference is often intractable. Our approach is based on an entropic matching framework that can be embedded into the well-known…

Machine Learning · Computer Science 2026-02-27 Yannick Eich , Bastian Alt , Heinz Koeppl

In many experimental situations, a physical system undergoes stochastic evolution which may be described via random maps between two compact spaces. In the current work, we study the applicability of large deviations theory to time-averaged…

Statistical Mechanics · Physics 2015-05-13 Vladimir Y. Chernyak , Michael Chertkov , Sergey V. Malinin , Razvan Teodorescu

We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…

Analysis of PDEs · Mathematics 2025-07-08 Jasper Hoeksema , Chun Yin Lam , André Schlichting

In many complex systems, states and interaction structure coevolve towards a dynamic equilibrium. For the adaptive contact process, we obtain approximate expressions for the degree distributions that characterize the interaction network in…

Adaptation and Self-Organizing Systems · Physics 2015-07-01 Stefan Wieland , Ana Nunes

In this paper, we abstract a kind of stochastic processes from evolving processes of growing networks, this process is called growing network Markov chains. Thus the existence and the formulas of degree distribution are transformed to the…

Mathematical Physics · Physics 2015-05-13 Zhenting Hou , Xiangxing Kong , Dinghua Shi , Guanrong Chen , Qinggui Zhao

We propose a new generalisation of jump-telegraph process with variable velocities and jumps. Amplitude of the jumps and velocity values are random, and they depend on the time spent by the process in the previous state of the underlying…

Probability · Mathematics 2013-11-22 Nikita Ratanov

In nonequilibrium steady states of Markov jump processes, we derive exact Fluctuation-Response Relations (FRRs) that express the covariance between any pair of currents in terms of static responses in a notably simple form, thus…

Statistical Mechanics · Physics 2025-04-17 Timur Aslyamov , Krzysztof Ptaszyński , Massimiliano Esposito

We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…

Optimization and Control · Mathematics 2013-08-12 Péter Koltai , Alexander Volf

Consider an interacting particle system indexed by the vertices of a (possibly random) locally finite graph whose vertices and edges are equipped with marks representing parameters of the model such as the environment and initial…

Probability · Mathematics 2024-07-31 Ankan Ganguly , Kavita Ramanan

Small nonequilibrium systems in contact with a heat bath can be analyzed with the framework of stochastic thermodynamics. In such systems, fluctuations, which are not negligible, follow universal relations such as the fluctuation theorem.…

Statistical Mechanics · Physics 2018-10-29 Andre C Barato , Raphael Chetrite , Alessandra Faggionato , Davide Gabrielli

Biochemical signaling cascades transmit intracellular information while dissipating energy under nonequilibrium conditions. We model a cascade as a code string and apply information-entropy ideas to quantify an optimal transmission rate. A…

Molecular Networks · Quantitative Biology 2026-01-21 Tatsuaki Tsuruyama

We present a general approach to study the flooding time (a measure of how fast information spreads) in dynamic graphs (graphs whose topology changes with time according to a random process). We consider arbitrary converging Markovian…

Discrete Mathematics · Computer Science 2015-03-19 Andrea Clementi , Riccardo Silvestri , Luca Trevisan

We consider a piecewise-deterministic Markov process governed by a jump intensity function, a rate function that determines the behaviour between jumps, and a stochastic kernel describing the conditional distribution of jump sizes. We study…

Probability · Mathematics 2010-09-22 K. A. Borovkov , G. Last

We study diffusion-controlled processes in nonequilibrium steady states, where standard rate theory assumptions break down. Using transition path theory, we generalize the relations between reactive probability fluxes and measures of the…

Chemical Physics · Physics 2025-06-02 Seokjin Moon , David T. Limmer

The precision of currents in Markov networks is bounded by dissipation via the so-called thermodynamic uncertainty relation (TUR). In our work, we demonstrate a similar inequality that bounds the precision of the static current response to…

Statistical Mechanics · Physics 2024-11-26 Krzysztof Ptaszynski , Timur Aslyamov , Massimiliano Esposito

The concept of limiting step gives the limit simplification: the whole network behaves as a single step. However, in its simplest form this idea is applicable only to the simplest linear cycles in steady states. For such the simplest cycles…

Chemical Physics · Physics 2008-06-23 A. N. Gorban , O. Radulescu

Cascades on random networks are typically analyzed by assuming they map onto percolation processes and then are solved using generating function formulations. This approach assumes that the network is infinite and weakly connected, yet…

Physics and Society · Physics 2013-05-29 Daniel E. Whitney