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The paper discusses multivariate self- and cross-exciting processes. We define a class of multivariate point processes via their corresponding stochastic intensity processes that are driven by stochastic jumps. Essentially, there is a jump…

Probability · Mathematics 2021-08-24 Heidar Eyjolfsson , Dag Tjøstheim

We use Stokesian Dynamics simulations to study the microscopic motion of particles suspended in fluids passing through porous media. We construct model porous media with fixed spherical particles, and allow mobile ones to move through this…

Disordered Systems and Neural Networks · Physics 2009-10-31 Jysoo Lee , Joel Koplik

Consider a graph where the sites are distributed in space according to a Poisson point process on $\mathbb R^n$. We study a population evolving on this network, with individuals jumping between sites with a rate which decreases…

Probability · Mathematics 2023-04-05 Vincent Bansaye , Michele Salvi

Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…

Probability · Mathematics 2024-01-23 Alberto Lanconelli , Berk Tan Perçin

We consider a model of active Brownian particles with velocity-alignment in two spatial dimensions with passive and active fluctuations. Hereby, active fluctuations refers to purely non-equilibrium stochastic forces correlated with the…

Statistical Mechanics · Physics 2016-05-02 Robert Grossmann , Lutz Schimansky-Geier , Pawel Romanczuk

Nanoscopic diffusion at surfaces normally takes place when an adsorbate jumps from one adsorption site to the other. Jump diffusion can be measured via quasi-elastic scattering experiments, and the results can often be interpreted in terms…

Computational Physics · Physics 2021-05-18 Yaqing Xy Wang , Jack Kelsall , Nadav Avidor

Based on the in-detail tracking of the movements of atoms in a large number of molecular dynamics simulation boxes, we find that the diffusion of H and He atoms in single-crystal W is composed of non-Markovian jumps. The waiting time…

Materials Science · Physics 2019-12-13 Qing Hou , Ailin Yang , Mingjie Qio , Jiechao Cui , Lei Zhai

In the mean field integrate-and-fire model, the dynamics of a typical neuron within a large network is modeled as a diffusion-jump stochastic process whose jump takes place once the voltage reaches a threshold. In this work, the main goal…

Probability · Mathematics 2021-02-19 Jian-Guo Liu , Ziheng Wang , Yantong Xie , Yuan Zhang , Zhennan Zhou

In the mean field integrate-and-fire model, the dynamics of a typical neuron within a large network is modeled as a diffusion-jump stochastic process whose jump takes place once the voltage reaches a threshold. In this work, the main goal…

Probability · Mathematics 2023-06-22 Jian-Guo Liu , Ziheng Wang , Yantong Xie , Yuan Zhang , Zhennan Zhou

We are concerned with the absolute continuity of stationary distributions corresponding to some piecewise deterministic Markov process, being typically encountered in biological models. The process under investigation involves a…

Probability · Mathematics 2024-03-26 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…

Probability · Mathematics 2014-01-15 Stéphane Mischler , Clément Mouhot , Bernt Wennberg

In this paper we consider large state space continuous time Markov chains (MCs) arising in the field of systems biology. For density dependent families of MCs that represent the interaction of large groups of identical objects, Kurtz has…

Performance · Computer Science 2015-03-04 Alessio Angius , Gianfranco Balbo , Marco Beccuti , Enrico Bibbona , Andras Horvath , Roberta Sirovich

Point processes often have a natural interpretation with respect to a continuous process. We propose a point process construction that describes arrival time observations in terms of the state of a latent diffusion process. In this…

Computation · Statistics 2023-06-02 Ali Hasan , Yu Chen , Yuting Ng , Mohamed Abdelghani , Anderson Schneider , Vahid Tarokh

The L\'evy walk process with rests is discussed. The jumping time is governed by an $\alpha$-stable distribution with $\alpha>1$ while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a…

Statistical Mechanics · Physics 2017-10-11 A. Kamińska , T. Srokowski

Contractile actomyosin network flows are crucial for many cellular processes including cell division and motility, morphogenesis and transport. How local remodeling of actin architecture tunes stress production and dissipation and regulates…

Gene expression is significantly stochastic making modeling of genetic networks challenging. We present an approximation that allows the calculation of not only the mean and variance but also the distribution of protein numbers. We assume…

Molecular Networks · Quantitative Biology 2008-12-18 Vahid Shahrezaei , Peter S. Swain

Tissue remodelling in diverse developmental contexts require cell shape changes that have been associated with pulsation and flow of the actomyosin cytoskeleton. Here we describe the dynamics of the actomyosin cytoskeleton as a confined…

Biological Physics · Physics 2016-05-25 Deb Sankar Banerjee , Akankshi Munjal , Thomas Lecuit , Madan Rao

Cell motility and tissue morphogenesis depend crucially on the dynamic remodelling of actomyosin networks. An actomyosin network consists of an actin polymer network connected by crosslinker proteins and motor protein myosins that generate…

Soft Condensed Matter · Physics 2016-05-25 Chiu Fan Lee , Gunnar Pruessner

In the presence of quantum measurements with direct photon detection the evolution of open quantum systems is usually described by stochastic master equations with jumps. Heuristically, from these equations one can obtain diffusion models…

Mathematical Physics · Physics 2015-05-13 Clement Pellegrini , Francesco Petruccione

In a closed single-particle quantum system, spatial disorder induces Anderson localization of eigenstates and halts wave propagation. The phenomenon is vulnerable to interaction with environment and decoherence, that is believed to restore…

Disordered Systems and Neural Networks · Physics 2018-01-17 I. I. Yusipov , T. V. Laptyeva , M. V. Ivanchenko