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We propose simple methods for multivariate diffusion bridge simulation, which plays a fundamental role in simulation-based likelihood and Bayesian inference for stochastic differential equations. By a novel application of classical coupling…

Statistics Theory · Mathematics 2014-06-02 Mogens Bladt , Samuel Finch , Michael Sørensen

We study a cellular automaton model, which allows diffusion of energy (or equivalently any other physical quantities such as mass of a particular compound) at every lattice site after each timestep. Unit amount of energy is randomly added…

Condensed Matter · Physics 2009-10-22 T. C. Chan , H. F. Chau , K. S. Cheng

Currently there is great interest in computational models consisting of underlying regular computational environments, and built on them distributed computational structures. Examples of such models are cellular automata, spatial…

Formal Languages and Automata Theory · Computer Science 2010-07-23 Oleksiy Kurgansky

We present a general framework that enables one to model high-order interaction among entangled dynamical systems, via hypergraphs. Several relevant processes can be ideally traced back to the proposed scheme. We shall here solely elaborate…

Statistical Mechanics · Physics 2021-04-06 Timoteo Carletti , Duccio Fanelli

Reaction-diffusion systems with reversible reactions generically display power-law relaxation towards chemical equilibrium. In this work we investigate through numerical simulations aging processes that characterize the non-equilibrium…

Statistical Mechanics · Physics 2011-06-10 Nasrin Afzal , Justin Waugh , Michel Pleimling

Hybrid automata are a natural framework for modeling and analyzing systems which exhibit a mixed discrete continuous behaviour. However, the standard operational semantics defined over such models implicitly assume perfect knowledge of the…

Systems and Control · Computer Science 2013-08-27 Alberto Casagrande , Tommaso Dreossi , Carla Piazza

Diffusion within porous media, such as biological tissues, exhibits departures from conventional Fick's laws, which could result in space-fractional diffusion. The paper considers a reaction-diffusion system with two spatial compartments --…

General Mathematics · Mathematics 2025-11-12 Dimiter Prodanov

We investigate superdiffusion for stochastic processes generated by nonuniformly hyperbolic system models, in terms of the convergence of rescaled distributions to the normal distribution following the abnormal central limit theorem, which…

Dynamical Systems · Mathematics 2017-09-05 Luke Mohr , Hong-Kun Zhang

Self-organizing complex systems can be modeled using cellular automaton models. However, the parametrization of these models is crucial and significantly determines the resulting structural pattern. In this research, we introduce and…

Cellular Automata and Lattice Gases · Physics 2025-01-14 Alexey Kazarnikov , Nadja Ray , Heikki Haario , Joona Lappalainen , Andreas Rupp

We present the first steps of interaction spaces theory, a universal mathematical theory of complex systems which is able to embed cellular automata, agent based models, master equation based models, stochastic or deterministic, continuous…

Mathematical Physics · Physics 2024-07-03 Paolo Giordano

Chemical reactions inside cells are generally considered to happen within fixed-size compartments. Needless to say, cells and their compartments are highly dynamic. Thus, such stringent assumptions may not reflect biochemical reality, and…

Quantitative Methods · Quantitative Biology 2016-02-17 Atiyo Ghosh , Tatiana T. Marquez-Lago

Robustness of biochemical systems has become one of the central questions in systems biology although it is notoriously difficult to formally capture its multifaceted nature. Maintenance of normal system function depends not only on the…

Molecular Networks · Quantitative Biology 2012-03-28 Jost Neigenfind , Sergio Grimbs , Zoran Nikoloski

Mesoscopic systems in a slowly fluctuating environment are often well described by superstatistical models. We develop a generalized statistical mechanics formalism for superstatistical systems, by mapping the superstatistical complex…

Statistical Mechanics · Physics 2015-05-19 Christian Beck

Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…

Dynamical Systems · Mathematics 2015-06-04 P. F. Tupper , Xin Yang

Collective phenomena emerge from the interaction of natural or artificial units with a complex organization. The interplay between structural patterns and dynamics might induce functional clusters that, in general, are different from…

Physics and Society · Physics 2017-04-25 Manlio De Domenico

This paper establishes a general framework for describing hybrid dynamical systems which is particularly suitable for numerical simulation. In this context, the data structures used to describe the sets and functions which comprise the…

chao-dyn · Physics 2008-02-03 Allen Back , John Guckenheimer , Mark Myers

We describe here our perception of complex systems, of how we feel the different layers of description are important part of a correct complex system simulation. We describe a rough models categorization between rules based and law based,…

Fluid Dynamics · Physics 2007-12-18 Pierrick Tranouez , Cyrille Bertelle , Damien Olivier

Dynamic properties of a one-dimensional probabilistic cellular automaton are studied by monte-carlo simulation near a critical point which marks a second-order phase transition from a active state to a effectively unique absorbing state.…

Statistical Mechanics · Physics 2009-10-30 Pratip Bhattacharyya

This paper treats the solvability of a semilinear reaction-diffusion system, which incorporates transport (diffusion) and reaction effects emerging from two separated spatial scales: $x$ - macro and $y$ - micro. The system's origin connects…

Analysis of PDEs · Mathematics 2012-02-10 Tasnim Fatima , Adrian Muntean , Toyohiko Aiki

A mesoscopic multi-particle collision model for fluid dynamics is generalized to incorporate the chemical reactions among species that may diffuse at different rates. This generalization provides a means to simulate reaction-diffusion…

Chemical Physics · Physics 2016-09-08 K. Tucci , R. Kapral