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We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…

Probability · Mathematics 2025-05-07 Andrea Agazzi , Jonathan C. Mattingly , Omar Melikechi

We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fokker-Planck equation. First, we prove a superposition…

Dynamical Systems · Mathematics 2021-06-02 Li Lin , Jinqiao Duan , Xiao Wang , Yanjie Zhang

In this paper, we introduce a novel variant of the CBO method that incorporates jumps according to an $\alpha$-stable stochastic process in a kinetic framework. This extension gives rise to nonlocal stochastic effects, which improve the…

Optimization and Control · Mathematics 2026-04-08 Pedro Aceves-Sanchez , Giacomo Albi , Federica Ferrarese , Michael Herty

Distribution-to-distribution generative models support scientific imaging tasks ranging from modeling cellular perturbation responses to translating medical images across conditions. Trustworthy generation requires reliability, or…

Machine Learning · Computer Science 2026-05-22 Dongxia Wu , Yuhui Zhang , Serena Yeung-Levy , Emma Lundberg , Emily B. Fox

This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…

Probability · Mathematics 2016-11-29 Erkan Nane , Yinan NI

Irreversible drift-diffusion processes are very common in biochemical reactions. They have a non-equilibrium stationary state (invariant measure) which does not satisfy detailed balance. For the corresponding Fokker-Planck equation on a…

Numerical Analysis · Mathematics 2023-04-12 Yuan Gao , Jian-Guo Liu

This paper investigates the stochastic fluctuations of the number of copies of a given protein in a cell. This problem has already been addressed in the past and closed-form expressions of the mean and variance have been obtained for a…

Quantitative Methods · Quantitative Biology 2012-06-05 Vincent Fromion , Emanuele Leoncini , Philippe Robert

Many physical, biological or social systems are governed by history-dependent dynamics or are composed of strongly interacting units, showing an extreme diversity of microscopic behaviour. Macroscopically, however, they can be efficiently…

General Physics · Physics 2018-02-08 Dániel Czégel , Sámuel G Balogh , Péter Pollner , Gergely Palla

We present a theoretical framework to model the electric response of cell aggregates. We establish a coarse representation for each cell as a combination of membrane and cytoplasm dipole moments. Then we compute the effective conductivity…

Computational Engineering, Finance, and Science · Computer Science 2020-08-28 Pouria A. Mistani , Samira Pakravan , Frederic G. Gibou

We discuss a connection between a generative model, called the diffusion model, and nonequilibrium thermodynamics for the Fokker-Planck equation, called stochastic thermodynamics. Using techniques from stochastic thermodynamics, we derive…

Statistical Mechanics · Physics 2025-08-04 Kotaro Ikeda , Tomoya Uda , Daisuke Okanohara , Sosuke Ito

The past decade has seen a revived interest in the unavoidable or intrinsic noise in biochemical and genetic networks arising from the finite copy number of the participating species. That is, rather than modeling regulatory networks in…

Molecular Networks · Quantitative Biology 2015-03-17 Aleksandra M. Walczak , Andrew Mugler , Chris H. WIggins

Single-cell lineage tracking strategies enabled by recent experimental technologies have produced significant insights into cell fate decisions, but lack the quantitative framework necessary for rigorous statistical analysis of mechanistic…

The stochastic growth-fragmentation model describes the temporal evolution of a structured cell population through a discrete-time and continuous-state Markov chain. The simulations of this stochastic process and its invariant measure are…

Numerical Analysis · Mathematics 2025-05-20 Dawei Wu , Zhennan Zhou

Inferring cellular trajectories from destructive snapshots is complicated by the challenges of stochasticity and non-conservative mass dynamics such as cell proliferation and apoptosis. Existing unbalanced Optimal Transport (OT) methods…

Machine Learning · Computer Science 2026-05-04 Junda Ying , Yuxuan Wang , Bowen Yang , Peijie Zhou , Lei Zhang

We propose a new Neural Galerkin Normalizing Flow framework to approximate the transition probability density function of a diffusion process by solving the corresponding Fokker-Planck equation with an atomic initial distribution,…

Machine Learning · Computer Science 2026-03-20 Riccardo Saporiti , Fabio Nobile

We present a method to infer the arbitrary space-dependent drift and diffusion of a nonlinear stochastic model driven by multiplicative fractional Gaussian noise from a single trajectory. Our method, fractional Onsager-Machlup optimisation…

Adaptation and Self-Organizing Systems · Physics 2023-11-07 Johannes A. Kassel , Benjamin Walter , Holger Kantz

We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…

Statistical Mechanics · Physics 2015-06-11 Tânia Tomé , Mário J. de Oliveira

We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…

Probability · Mathematics 2023-10-31 Bertram Tschiderer

In this paper, we develop a theoretical framework for nonlinear stochastic optimal control problems with optimal stopping by establishing a density-based deterministic representation of the underlying diffusion. For state-independent…

Optimization and Control · Mathematics 2026-04-15 Akan Selim , Siddhartha Ganguly , Ali Pakniyat , Panagiotis Tsiotras

We present an algorithm for the stochastic simulation of gene expression and heterogeneous population dynamics. The algorithm combines an exact method to simulate molecular-level fluctuations in single cells and a constant-number Monte…

Computational Physics · Physics 2016-08-24 Daniel A. Charlebois , Jukka Intosalmi , Dawn Fraser , Mads Kaern
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