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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

Design of robots at the small scale is a trial-and-error based process, which is costly and time-consuming. There are no good dynamic simulation tools to predict the motion or performance of a microrobot as it moves against a substrate. At…

Robotics · Computer Science 2019-07-31 Jiayin Xie , Chenghao Bi , David J. Cappelleri , Nilanjan Chakraborty

We consider multivariate two-sample tests of means, where the location shift between the two populations is expected to be related to a known graph structure. An important application of such tests is the detection of differentially…

Quantitative Methods · Quantitative Biology 2014-05-16 Laurent Jacob , Pierre Neuvial , Sandrine Dudoit

Stochastic processes offer a fundamentally different paradigm of dynamics than deterministic processes, the most prominent example of the latter being Newton's laws of motion. Here, we discuss in a pedagogical manner a simple and…

Statistical Mechanics · Physics 2022-04-15 Shamik Gupta , Arun M. Jayannavar

The goal of data-driven learning of dynamical systems is to interpret time series as a continuous observation of an underlying dynamical system. This task is not well-posed for a variety of reasons - such as multiple co-existing…

Dynamical Systems · Mathematics 2026-01-21 Suddhasattwa Das , Tomoharu Suda

We review recent developments in holographic hydrodynamics. We start from very basic discussion on hydrodynamic systems and motivate why string theory is an essential tool to deal with these systems when they are strongly coupled. The main…

High Energy Physics - Theory · Physics 2011-12-23 Nabamita Banerjee , Suvankar Dutta

We consider an approach for testing the hypothesis that two realizations of the random variables in the form of histograms are taken from the same statistical population (i.e. two histograms are drawn from the same distribution). The…

Data Analysis, Statistics and Probability · Physics 2013-11-26 S. Bityukov , N. Krasnikov , A. Nikitenko , V. Smirnova

We present an adaptation of Stein's method of normal approximation to the study of both discrete- and continuous-time dynamical systems. We obtain new correlation-decay conditions on dynamical systems for a multivariate central limit…

Probability · Mathematics 2017-01-12 Olli Hella , Juho Leppänen , Mikko Stenlund

This paper introduces a spatially continuous force-based model for simulating pedestrian dynamics. The main intention of this work is the quantitative description of pedestrian movement through bottlenecks and in corridors. Measurements of…

Physics and Society · Physics 2009-12-22 Mohcine Chraibi , Armin Seyfried , Andreas Schadschneider , Wolfgang Mackens

The method is described and tested for analysis of statistical parameters of reduced neutron widths distributions accounting for possibility of coexistence of superposition of some functions with non-zero mean values of neutron amplitude…

Nuclear Experiment · Physics 2011-05-31 A. M. Sukhovoj , V. A. Khitrov

We address the problem of stability of motor actions implemented by the central nervous system based on simple algorithms potentially reflecting physical (including physiological) processes within the body. A number of conceptually simple…

Neurons and Cognition · Quantitative Biology 2015-06-24 V. M. Akulin , F. Carlier , Stanislaw Solnik , M. L. Latash

The problem of determining the mathematical model of the dynamics of multi-dimensional control systems in the presence of noise under the condition that the correlation functions cannot be found. Known statistical dynamics of linear systems…

General Mathematics · Mathematics 2013-01-29 V. N. Tibabishev

One of the important challenges facing high resolution molecular dynamics calculations is to reproduce biological functions that occur in the macroscopic world and involve macroscopic variables. Some of these functions can be well described…

Biomolecules · Quantitative Biology 2008-02-18 Bob Eisenberg

We propose a new adequacy test and a graphical evaluation tool for nonlinear dynamic models. The proposed techniques can be applied in any setup where parametric conditional distribution of the data is specified, in particular to models…

Statistics Theory · Mathematics 2017-06-02 Igor L. Kheifets

The feature extraction methods of radiomics are mainly based on static tomographic images at a certain moment, while the occurrence and development of disease is a dynamic process that cannot be fully reflected by only static…

Image and Video Processing · Electrical Eng. & Systems 2022-02-23 Fengying Che , Ruichuan Shi , Jian Wu , Haoran Li , Shuqin Li , Weixing Chen , Hao Zhang , Zhi Li , Xiaoyu Cui

In observational studies, weighting methods that directly optimize the balance between treatment and covariates have received much attention lately; however these have mainly focused on binary treatments. Inspired by domain adaptation, we…

Statistics Theory · Mathematics 2020-02-27 Guillaume Martinet

Reformulating hyperdynamics without using a transition state theory (TST) dividing surface makes it possible to accelerate conventional molecular dynamics (MD) simulation using a broader range of bias potentials. A new scheme to calculate…

Materials Science · Physics 2010-04-28 Woo Kyun Kim , Michael L. Falk

Percolation is one of the simplest and nicest models in probability theory/statistical mechanics which exhibits critical phenomena. Dynamical percolation is a model where a simple time dynamics is added to the (ordinary) percolation model.…

Probability · Mathematics 2009-02-17 Jeffrey E. Steif

I give an overview of rare event simulation techniques to generate dynamical pathways across high free energy barriers. The methods on which I will concentrate are the reactive flux approach, transition path sampling, (replica-exchange)…

Statistical Mechanics · Physics 2015-03-17 Titus S. van Erp

Some of the basic properties of any dynamical system can be summarized by a graph. The dynamical systems in our theory run from maps like the logistic map to ordinary differential equations to dissipative partial differential equations. Our…

Dynamical Systems · Mathematics 2025-06-26 Chirag Adwani , Roberto De Leo , James A. Yorke
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