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In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The…

Dynamical Systems · Mathematics 2008-08-07 Wei Wang , Jinqiao Duan

Random walks find applications in many areas of science and are the heart of essential network analytic tools. When defined on temporal networks, even basic random walk models may exhibit a rich spectrum of behaviours, due to the…

Physics and Society · Physics 2019-11-11 Julien Petit , Renaud Lambiotte , Timoteo Carletti

The paradigm of layered networks is used to describe many real-world systems -- from biological networks, to social organizations and transportation systems. Recently there has been much progress in understanding the general properties of…

Physics and Society · Physics 2016-10-05 Márton Pósfai , Jianxi Gao , Sean P. Cornelius , Albert-László Barabási , Raissa M. D'Souza

In this paper we present a method of discrete modeling and analysis of multi-level dynamics of complex large-scale hierarchical dynamic systems subject to external dynamic control mechanism. In a model each state describes parallel dynamics…

Multiagent Systems · Computer Science 2008-09-17 Armen Bagdasaryan

This special issue collects contributions from the participants of the "Information in Dynamical Systems and Complex Systems" workshop, which cover a wide range of important problems and new approaches that lie in the intersection of…

Chaotic Dynamics · Physics 2015-05-19 Erik M. Bollt , Jie Sun

We have developed a coarse-grained formulation for modeling the dynamic behavior of cells quantitatively, based on stochasticity and heterogeneity, rather than on biochemical reactions. We treat each reaction as a continuous-time stochastic…

Molecular Networks · Quantitative Biology 2015-05-28 Shunsuke Teraguchi , Yutaro Kumagai , Alexis Vandenbon , Shizuo Akira , Daron M Standley

Closed-loop neurotechnology requires the capability to predict the state evolution and its regulation under (possibly) partial measurements. There is evidence that neurophysiological dynamics can be modeled by fractional-order dynamical…

Optimization and Control · Mathematics 2019-03-05 Sarthak Chatterjee , Orlando Romero , Sérgio Pequito

We introduce an approach which allows detecting causal relationships between variables for which the time evolution is available. Causality is assessed by a variational scheme based on the Information Imbalance of distance ranks, a…

Methodology · Statistics 2024-05-07 Vittorio Del Tatto , Gianfranco Fortunato , Domenica Bueti , Alessandro Laio

In this paper, a nonlinear system of fractional ordinary differential equations with multiple scales in time is investigated. We are interested in the effective long-term computation of the solution. The main challenge is how to obtain the…

Numerical Analysis · Mathematics 2022-01-07 Zhaoyang Wang , Ping Lin

A hierarchy of timescales is ubiquitous in biological systems, where enzymatic reactions play an important role because they can hasten the relaxation to equilibrium. We introduced a statistical physics model of interacting spins that also…

Biological Physics · Physics 2020-01-15 Tetsuhiro S. Hatakeyama , Kunihiko Kaneko

Causal decomposition depicts a cause-effect relationship that is not based on the concept of prediction, but based on the phase dependence of time series. It has been validated in both stochastic and deterministic systems and is now…

Signal Processing · Electrical Eng. & Systems 2020-08-18 Yi Zhang , Qin Yang , Lifu Zhang , Branko Celler , Steven Su , Peng Xu , Dezhong Yao

Granular simulations are used to probe the particle scale dynamics at short, intermediate, and long time scales for gravity driven, dense granular flows down an inclined plane. On approach to the angle of repose, where motion ceases, the…

Soft Condensed Matter · Physics 2009-11-11 L. E. Silbert

Physical systems with many degrees of freedom can often be understood in terms of transitions between a small number of metastable states. For time-homogeneous systems with short-term memory these transitions are fully characterized by a…

Molecular Networks · Quantitative Biology 2015-06-03 Nils B. Becker , Pieter Rein ten Wolde

Many real-world systems exhibit temporal, dynamic behaviors, which are captured as time series of complex agent interactions. To perform temporal reasoning, current methods primarily encode temporal dynamics through simple sequence-based…

Machine Learning · Computer Science 2024-01-09 Paridhi Maheshwari , Hongyu Ren , Yanan Wang , Rok Sosic , Jure Leskovec

Financial time series exhibit multiscale behavior, with interaction between multiple processes operating on different timescales. This paper introduces a method for separating these processes using variance and tail stationarity criteria,…

Portfolio Management · Quantitative Finance 2026-01-19 Jan Rosenzweig

Many real-world processes are trajectories that may be regarded as continuous-time "functional data". Examples include patients' biomarker concentrations, environmental pollutant levels, and prices of stocks. Corresponding advances in data…

Statistics Theory · Mathematics 2022-11-30 Jinghao Sun , Forrest W. Crawford

Quantifying energy flows at nanometer scales promises to guide future research in a variety of disciplines, from microscopic control and manipulation, to autonomously operating molecular machines. A general understanding of the…

Statistical Mechanics · Physics 2018-11-26 Steven J. Large , Raphaël Chetrite , David A. Sivak

While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and their applicability over macroscopic time scales of physical…

Machine Learning · Statistics 2016-09-08 P. S. Koutsourelakis , Elias Bilionis

It is a well established result that, in classical dynamical systems with sufficient time-scale separation, the fast chaotic degrees of freedom are well modeled by (Gaussian) white noise. In this paper, we present the stochastic dynamical…

Statistical Mechanics · Physics 2009-12-06 Jun Chul Park

The ever increasing adoption of mobile technologies and ubiquitous services allows to sense human behavior at unprecedented levels of details and scale. Wearable sensors are opening up a new window on human mobility and proximity at the…

Physics and Society · Physics 2015-06-15 Alain Barrat , Ciro Cattuto