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Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their…

Machine Learning · Statistics 2021-11-01 Mikhail Genkin , Owen Hughes , Tatiana A. Engel

This paper develops two mathematical models to understand subjects' behavior in response to the urgency of a change and inputs from governments e.g., (subsides) in the context of the diffusion of the solar photovoltaic in Italy. The first…

This dissertation investigates the ability of the Ising model to replicate statistical characteristics, or stylized facts, commonly observed in financial assets. The study specifically examines in the S&P500 index the following features:…

Statistical Finance · Quantitative Finance 2025-04-29 Bruno Giorgio

In this paper we consider a new probability sampling methods based on Langevin diffusion dynamics to resolve the problem of existing Monte Carlo algorithms when draw samples from high dimensional target densities. We extent…

Machine Learning · Computer Science 2025-03-31 Z. Zarezadeh , N. Zarezadeh

In agricultural landscapes, the composition and spatial configuration of cultivated and semi-natural elements strongly impact species dynamics, their interactions and habitat connectivity. To allow for landscape structural analysis and…

Populations and Evolution · Quantitative Biology 2020-03-05 Patrizia Zamberletti , Julien Papaïx , Edith Gabriel , Thomas Opitz

Administrative data allows us to count for the number of residents. The geo-localization of people by mobile phone, by quantifying the number of people at a given moment in time, enriches the amount of useful information for "smart"…

Applications · Statistics 2019-06-28 Rodolfo Metulini , Maurizio Carpita

A continuous approximation framework for non-linear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the It\^o lemma, we obtain a Langevin type…

Statistical Mechanics · Physics 2017-10-25 David A. Kessler , Stanislav Burov

In this paper we focus on spatial Markov population models, describing the stochastic evolution of populations of agents, explicitly modelling their spatial distribution, representing space as a discrete, finite graph. More specifically, we…

Multiagent Systems · Computer Science 2016-10-27 Luca Bortolussi , Cheng Feng

This paper proposes a new stochastic model of traffic dynamics in Lagrangian coordinates. The source of uncertainty is heterogeneity in driving behavior, captured using driver-specific speed-spacing relations, i.e., parametric uncertainty.…

Systems and Control · Computer Science 2019-08-16 Fangfang Zheng , Saif Eddin Jabari , Henry X. Liu , DianChao Lin

This paper studies the evolution of economic activities using a continuous time-space aggregation-diffusion model, which encompasses competing effects of agglomeration and congestion. To bring the model to the real data, a novel…

General Economics · Economics 2024-07-31 Davide Fiaschi , Angela Parenti , Cristiano Ricci

A deterministic multiscale toy model is studied in which a chaotic fast subsystem triggers rare transitions between slow regimes, akin to weather or climate regimes. Using homogenization techniques, a reduced stochastic parametrization…

Data Analysis, Statistics and Probability · Physics 2012-04-11 Lewis Mitchell , Georg A. Gottwald

This paper is mainly devoted to lay an empirical foundation for further research on complex spatial dynamics of two-population interaction. Based on the US population census data, a rural and urban population interaction model is developed.…

Physics and Society · Physics 2016-06-14 Yanguang Chen , Feng Xu

In several countries, including Italy, a prominent approach to population health surveillance involves conducting repeated cross-sectional surveys at short intervals of time. These surveys gather information on the health status of…

Applications · Statistics 2025-04-10 Mattia Stival , Lorenzo Schiavon , Stefano Campostrini

In this paper we analyze the rural-urban migration phenomena as it is usually observed in economies which are in the early stages of industrialization. The analysis is conducted by means of a statistical mechanics approach which builds a…

Computational Physics · Physics 2009-11-11 Jaylson J. Silveira , Aquino L. Espindola , T. J. P. Penna

Repeated small dynamic networks are integral to studies in evolutionary game theory, where networked public goods games offer novel insights into human behaviors. Building on these findings, it is necessary to develop a statistical model…

Applications · Statistics 2025-11-26 Hiroyasu Ando , Akihiro Nishi , Mark S. Handcock

Statistical and mathematical modeling are crucial to describe, interpret, compare and predict the behavior of complex biological systems including the organization of hematopoietic stem and progenitor cells in the bone marrow environment.…

Quantitative Methods · Quantitative Biology 2018-09-07 Walter de Back , Thomas Zerjatke , Ingo Roeder

This paper presents a mathematical framework for modeling the dynamics of heterogeneous populations. Models describing local and non-local growth and transport processes, dependent on dynamically changing population structures, appear in a…

Analysis of PDEs · Mathematics 2023-10-02 Christian Düll , Piotr Gwiazda , Anna Marciniak-Czochra , Jakub Skrzeczkowski

The structure and evolution of Terrestrial Transportation Infrastructures (TTIs) are shaped by both socio-political and geographical factors, hence encoding crucial information about how resources and power are distributed through a…

Physics and Society · Physics 2021-09-29 Luce Prignano , Lluc Font-Pomarol , Ignacio Morer , Sergi Lozano

We propose a stochastic map model of economic dynamics. In the last decade, an array of observations in economics has been investigated in the econophysics literature, a major example being the universal features of inequality in terms of…

General Finance · Quantitative Finance 2015-05-27 Anindya S. Chakrabarti

In this paper we investigate the spatio-temporal dynamics of obesity rates across Italian regions from 2010 to 2022, aiming to identify spatial and temporal trends and assess potential heterogeneities. We implement a Bayesian hierarchical…

Applications · Statistics 2026-03-31 Luciano Rota , Raffaele Argiento , Michela Cameletti