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Related papers: Escape from a metastable state in non-Markovian po…

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Transitions between metastable states are commonly observed in the neural system and underlie various cognitive functions such as working memory. In a previous study, we have developed a neural network model with the slow and fast…

Biological Physics · Physics 2021-04-23 Tomoki Kurikawa

We present a numerical method for learning unknown nonautonomous stochastic dynamical system, i.e., stochastic system subject to time dependent excitation or control signals. Our basic assumption is that the governing equations for the…

Machine Learning · Computer Science 2025-03-04 Yuan Chen , Dongbin Xiu

We present a method to learn mean residence time and escape probability from data modeled by stochastic differential equations. This method is a combination of machine learning from data (to extract stochastic differential equations as…

Dynamical Systems · Mathematics 2019-10-02 Dengfeng Wu , Miaomiao Fu , Jinqiao Duan

Markovian memory embedded in a binary system is shaping its evolution on the basis of its current state and introduces either clustering or dispersion of binary states. The consequence is directly observed in the lengthening or shortening…

Applications · Statistics 2008-02-18 Fotini Pallikari , Nikitas Papasimakis

Populations interact non-linearly and are influenced by environmental fluctuations. In order to have realistic mathematical models, one needs to take into account that the environmental fluctuations are inherently stochastic. Often,…

Probability · Mathematics 2025-07-29 Alexandru Hening , Siddharth Sabharwal

We use the mean exit time to quantify macroscopic dynamical behaviors of stochastic dynamical systems driven by tempered L\'evy fluctuations, which are solutions of nonlocal elliptic equations. Firstly, we construct a new numerical scheme…

Dynamical Systems · Mathematics 2019-10-22 Yanjie Zhang , Xiao Wang , Jinqiao Duan

The recent interest in human dynamics has led researchers to investigate the stochastic processes that explain human behaviour in different contexts. Here we propose a generative model to capture the essential dynamics of survival analysis,…

Physics and Society · Physics 2015-06-18 Trevor Fenner , Mark Levene , George Loizou

Markovian population models are suitable abstractions to describe well-mixed interacting particle systems in situation where stochastic fluctuations are significant due to the involvement of low copy particles. In molecular biology,…

Quantitative Methods · Quantitative Biology 2014-01-17 Christoph Zechner , Federico Wadehn , Heinz Koeppl

Evolutionary dynamics in finite populations is known to fixate eventually in the absence of mutation. We here show that a similar phenomenon can be found in stochastic game dynamical batch learning, and investigate fixation in learning…

Physics and Society · Physics 2015-05-27 John Realpe-Gomez , Bartosz Szczesny , Luca Dall'Asta , Tobias Galla

We study a fundamental instability mechanism in nonlinear, nonlocal dynamical systems arising from the interaction of long-range memory and stochastic regime switching. The dynamics are governed by network-coupled, operator-valued Volterra…

Statistics Theory · Mathematics 2026-05-04 Mauricio Herrera-Marín

The developing field of stochastic thermodynamics extends concepts of macroscopic thermodynamics such as entropy production and work to the microscopic level of individual trajectories taken by a system through phase space. The scheme…

Statistical Mechanics · Physics 2022-06-30 Cillian Cockrell , Ian J Ford

Metastability is a physical phenomenon ubiquitous in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study of rare transitions Markov chains. For Metropolis chains associated with Statistical…

Probability · Mathematics 2015-09-30 Emilio Cirillo , Francesca Nardi , Julien Sohier

We analyse the stochastic comparison of interacting particle systems allowing for multiple arrivals, departures and non-conservative jumps of individuals between sites. That is, if $k$ individuals leave site $x$ for site $y$, a possibly…

Probability · Mathematics 2025-04-07 Raúl Gouet , F. Javier López , Gerardo Sanz

We consider the problem of non degenerate in energy metastable states forming a series in the framework of reversible finite state space Markov chains. We assume that starting from the state at higher energy the system necessarily visits…

Mathematical Physics · Physics 2017-05-24 Emilio N. M. Cirillo , Francesca R. Nardi , Cristian Spitoni

We study the stochastic dynamics of a system of interacting species in a stochastic environment by means of a continuous-time Markov chain with transition rates depending on the state of the environment. Models of gene regulation in systems…

Dynamical Systems · Mathematics 2019-12-03 Daniele Cappelletti , Abhishek Pal Majumder , Carsten Wiuf

The recent interest in human dynamics has led researchers to investigate the stochastic processes that explain human behaviour in various contexts. Here we propose a generative model to capture the dynamics of survival analysis,…

Physics and Society · Physics 2015-09-30 Trevor Fenner , Mark Levene , George Loizou

We introduce two stochastic chemostat models consisting in a coupled population-nutrient process reflecting the interaction between the nutrient and the bacterias in the chemostat with finite volume. The nutrient concentration evolves…

Probability · Mathematics 2012-06-19 Pierre Collet , Servet Martinez , Sylvie Meleard , Jaime San Martin

A general class of stochastic gene expression models with self regulation is considered. One or more genes randomly switch between regulatory states, each having a different mRNA transcription rate. The gene or genes are self regulating…

Molecular Networks · Quantitative Biology 2014-12-30 Jay Newby

Fifty years ago, Wilson and Cowan developed a mathematical model to describe the activity of neural populations. In this seminal work, they divided the cells in three groups: active, sensitive and refractory, and obtained a dynamical system…

Neurons and Cognition · Quantitative Biology 2022-09-07 Vincent Painchaud , Nicolas Doyon , Patrick Desrosiers

We construct a large class of completely positive and trace preserving non-Markovian dynamical maps for an open quantum system. These maps arise from a piecewise dynamics characterized by a continuous time evolution interrupted by jumps,…

Quantum Physics · Physics 2014-04-03 Bassano Vacchini