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We introduce a stochastic model that describes the quasi-static dynamics of an electric transmission network under perturbations introduced by random load fluctuations, random removing of system components from service, random repair times…
Coarse-grained models of chaotic systems neglect unresolved degrees of freedom, inducing structured model error that limits predictability and distorts long-term statistics. Typical data-driven closures are trained to minimize error over a…
We study a stochastic epidemic model consisting of elements (organisms in a community or cells in tissue) with fixed positions, in which damage or disease is transmitted by diffusing agents ("signals") emitted by infected individuals. The…
We study the escape of a chain of coupled units over the barrier of a metastable potential. It is demonstrated that a very weak external driving field with suitably chosen frequency suffices to accomplish speedy escape. The latter requires…
Multiple sclerosis is a disease that affects the brain and spinal cord, it can lead to severe disability and has no known cure. The majority of prior work in machine learning for multiple sclerosis has been centered around using Magnetic…
We make the first steps towards generalizing the theory of stochastic block models, in the sparse regime, towards a model where the discrete community structure is replaced by an underlying geometry. We consider a geometric random graph…
Bootstrap percolation is a process that is used to model the spread of an infection on a given graph. In the model considered here each vertex is equipped with an individual threshold. As soon as the number of infected neighbors exceeds…
We consider the problem of change-point detection in multivariate time-series. The multivariate distribution of the observations is supposed to follow a graphical model, whose graph and parameters are affected by abrupt changes throughout…
We study binary state contagion dynamics on a social network where nodes act in response to the average state of their neighborhood. We model the competing tendencies of imitation and non-conformity by incorporating an off-threshold into…
The present paper features results on global survival and extinction of an infection in a multi-layer network of mobile agents. Expanding on a model first presented in [CHJW22], we consider an urban environment, represented by line-segments…
We consider a unified framework of sequential change-point detection and hypothesis testing modeled by means of hidden Markov chains. One observes a sequence of random variables whose distributions are functionals of a hidden Markov chain.…
Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…
We show that it is possible to generate a random walk with an electrostatic field by means of several parallel infinite charged planes in which the surface charge distribution could be either $\pm\sigma$. We formulate the problem of this…
This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…
The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…
We consider a class of pursuit-evasion problems where an evader enters a directed acyclic graph and attempts to reach one of the terminal nodes. A pursuer enters the graph at a later time and attempts to capture the evader before it reaches…
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…
We present a systematic way to analyze and model systems having many characteristic time-scales. The method we propose is employed for a test-case of a meandering jet model manifesting chaotic tracer dispersion with long time-correlations.…
Many systems across the sciences evolve through a combination of multiplicative growth and diffusive transport. In the presence of disorder, these systems tend to form localized structures which alternate between long periods of relative…
The proposed stochastic model for pedestrian dynamics is based on existing approaches using cellular automata, combined with substantial extensions, to compensate the deficiencies resulting of the discrete grid structure. This agent motion…