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After coarse-graining a complex system, the dynamics of its macro-state may exhibit more pronounced causal effects than those of its micro-state. This phenomenon, known as causal emergence, is quantified by the indicator of effective…

Information Theory · Computer Science 2025-02-13 Kaiwei Liu , Bing Yuan , Jiang Zhang

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

Data-based discovery of effective, coarse-grained (CG) models of high-dimensional dynamical systems presents a unique challenge in computational physics and particularly in the context of multiscale problems. The present paper offers a…

Computational Physics · Physics 2020-08-26 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis

Equilibrium statistical mechanics provides a robust framework for characterizing phase transitions in systems whose microsopic dynamics are time-reversible. Efforts to develop and validate theoretical frameworks for time-irreversible,…

Soft Condensed Matter · Physics 2025-12-18 Stuart J. Thomson , Jack-William Barotta , Daniel M. Harris

We introduce a parameter estimation method that utilizes microscopic data, specifically averages and correlations of selected microscopic observables, to determine the parameters of a stochastic differential equation governing…

Statistical Mechanics · Physics 2026-04-21 Carlos Monago , J. A. de la Torre , Pep Español

Finding accurate reduced descriptions for large, complex, dynamically evolving networks is a crucial enabler to their simulation, analysis, and, ultimately, design. Here we propose and illustrate a systematic and powerful approach to…

Chaotic Dynamics · Physics 2017-05-02 Tom Bertalan , Yan Wu , Carlo Laing , C. William Gear , Ioannis G. Kevrekidis

Coarse graining enables the investigation of molecular dynamics for larger systems and at longer timescales than is possible at atomic resolution. However, a coarse graining model must be formulated such that the conclusions we draw from it…

We develop the framework of classical Observational entropy, which is a mathematically rigorous and precise framework for non-equilibrium thermodynamics, explicitly defined in terms of a set of observables. Observational entropy can be seen…

Statistical Mechanics · Physics 2020-09-09 Dominik Šafránek , Anthony Aguirre , J. M. Deutsch

We introduce a definition of coarse-grained entropy that unifies measurement-based (observational entropy) and max-entropy-based (Jaynes) approaches to coarse-graining, by identifying physical constraints with information theoretic priors.…

Quantum Physics · Physics 2025-03-21 Joseph Schindler , Philipp Strasberg , Niklas Galke , Andreas Winter , Michael G. Jabbour

We characterize a class of Markovian dynamics using the concept of divisible dynamical map. Moreover we provide a family of criteria which can distinguish Markovian and non-Markovian dynamics. These Markovianity criteria are based on a…

Quantum Physics · Physics 2012-09-03 Dariusz Chruściński , Andrzej Kossakowski

Modeling a high-dimensional Hamiltonian system in reduced dimensions with respect to coarse-grained (CG) variables can greatly reduce computational cost and enable efficient bottom-up prediction of main features of the system for many…

Computational Engineering, Finance, and Science · Computer Science 2021-04-09 Shu Wang , Zhan Ma , Wenxiao Pan

In this work we propose a hierarchy of Monte Carlo methods for sampling equilibrium properties of stochastic lattice systems with competing short and long range interactions. Each Monte Carlo step is composed by two or more sub - steps…

Numerical Analysis · Mathematics 2015-05-30 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac , Dionisios G Vlachos

While hidden class models of various types arise in many statistical applications, it is often difficult to establish the identifiability of their parameters. Focusing on models in which there is some structure of independence of some of…

Statistics Theory · Mathematics 2009-09-01 Elizabeth S. Allman , Catherine Matias , John A. Rhodes

This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…

Optimization and Control · Mathematics 2024-04-02 Ziming Wang , Xinghua Zhu

I study partial identification of distributional parameters in triangular systems. This model consists of a nonparametric outcome equation and a selection equation. This allows for general unobserved heterogeneity and selection on…

Methodology · Statistics 2014-11-11 Ju Hyun Kim

Cross-sectional observations from a dynamical system can be modeled via steady-state distributions of Markov processes. The major challenge is then to determine whether the process parameters can be identified and estimated from the…

Statistics Theory · Mathematics 2026-03-19 Cecilie Olesen Recke , Niels Richard Hansen

The analysis of parametrised systems is a growing field in verification, but the analysis of parametrised probabilistic systems is still in its infancy. This is partly because it is much harder: while there are beautiful cut-off results for…

Logic in Computer Science · Computer Science 2018-04-06 Paul Gainer , Ernst Moritz Hahn , Sven Schewe

We show that intensive thermodynamic parameters associated to additive conserved quantities can be naturally defined from a statistical approach in far-from-equilibrium steady-state systems, under few assumptions, and without any detailed…

Statistical Mechanics · Physics 2007-05-23 Eric Bertin , Olivier Dauchot , Michel Droz

The construction of coarse-grained descriptions of a system's kinetics is well established in biophysics. One prominent example is Markov state models in protein folding dynamics. In this paper, we develop a coarse-grained, discrete state…

Soft Condensed Matter · Physics 2024-12-23 Salman Fariz Navas , Sabine H. L. Klapp

We address an iterative procedure that can be used to detect coarse-grained hyperbolic unstable equilibria (saddle points) of microscopic simulators when no equations at the macroscopic level are available. The scheme is based on the…

Dynamical Systems · Mathematics 2013-10-02 A. C. Tsoumanis , C. I. Siettos