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In this paper, the recurrent events that can occur more than one over the follow-up time have been modeled by phase-type distributions. We use the finite-state continuous-time Markov process with multi states for patients with recurrent…

Methodology · Statistics 2022-01-26 Roufeh Asghari , Amin Hassan Zadeh

We systematically develop beneficial and practical velocity measures for accurate and efficient statistical simulations of the Langevin equation with direct applications to computational statistical mechanics and molecular dynamics…

Statistical Mechanics · Physics 2024-10-25 Niels Grønbech-Jensen

A recently introduced particle-based model for fluid dynamics with continuous velocities is generalized to model fluids with excluded volume effects. This is achieved through the use of biased stochastic multi-particle collisions which…

Soft Condensed Matter · Physics 2007-05-23 Erkan Tuzel , Thomas Ihle , Daniel M. Kroll

The basic system of differential equations for a multiphase flow with the introduction of the probability of each phase in the flow is considered. The main analysis is focused on the case of a heterogeneous two-phase flow. The conservation…

Fluid Dynamics · Physics 2018-03-12 Ivan Kazachkov

We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…

Systems and Control · Computer Science 2017-11-15 Mohammad Soltani , Abhyudai Singh

We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…

Statistical Mechanics · Physics 2019-11-05 D. S. Grebenkov

In this paper, we consider the relationship between phase-type distributions and positive systems through practical examples. Phase-type distributions, commonly used in modelling dynamic systems, represent the temporal evolution of a set of…

Methodology · Statistics 2024-08-20 Luz Judith Rodríguez Esparza , Fernando Baltazar Larios

We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated…

Probability · Mathematics 2022-05-10 Julien Barré , Bastien Fernandez , Grégoire Panel

Graph is a prevalent discrete data structure, whose generation has wide applications such as drug discovery and circuit design. Diffusion generative models, as an emerging research focus, have been applied to graph generation tasks.…

Machine Learning · Computer Science 2024-11-05 Zhe Xu , Ruizhong Qiu , Yuzhong Chen , Huiyuan Chen , Xiran Fan , Menghai Pan , Zhichen Zeng , Mahashweta Das , Hanghang Tong

Rate processes are simple and analytically tractable models for many dynamical systems which switch stochastically between a discrete set of quasi stationary states but they may also approximate continuous processes by coarse grained,…

Statistical Mechanics · Physics 2013-03-11 R. Toenjes , H. Kori

Discrete flow models offer a powerful framework for learning distributions over discrete state spaces and have demonstrated superior performance compared to the discrete diffusion models. However, their convergence properties and error…

Statistics Theory · Mathematics 2026-05-27 Zhengyan Wan , Yidong Ouyang , Qiang Yao , Liyan Xie , Fang Fang , Hongyuan Zha , Guang Cheng

Advances in experimental techniques allow the collection of high-resolution spatio-temporal data that track individual motile entities over time. These tracking data motivate the use of mathematical models to characterise the motion…

Data Analysis, Statistics and Probability · Physics 2025-03-30 Arianna Ceccarelli , Alexander P. Browning , Ruth E. Baker

We study the nonequilibrium phase transition in a model of aggregation of masses allowing for diffusion, aggregation on contact and fragmentation. The model undergoes a dynamical phase transition in all dimensions. The steady state mass…

Statistical Mechanics · Physics 2015-06-25 Satya N. Majumdar , Supriya Krishnamurthy , Mustansir Barma

We characterize the dynamic non-equilibrium steady state behavior of active particles using density fluctuations in the system. We analyze the effective local density around a particle in the steady state and numerically calculate its mean,…

Statistical Mechanics · Physics 2025-04-22 Jayam Joshi , Pawan Kumar Mishra , Shradha Mishra

A simple tight-coupling model of a molecular chemical engine is proposed. The efficiency of the chemical engine and its average velocity can be explicitly calculated. The diffusion constant is evaluated approximately using the fluctuation…

Statistical Mechanics · Physics 2009-11-11 Hidetsugu Sakaguchi

Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…

Machine Learning · Statistics 2024-11-05 Luc Brogat-Motte , Riccardo Bonalli , Alessandro Rudi

In this article we consider the numerical modeling and simulation via the phase field approach of two-phase flows of different densities and viscosities in superposed fluid and porous layers. The model consists of the…

Numerical Analysis · Mathematics 2021-12-09 Yali Gao , Daozhi Han , Xiaoming He , Ulrich Rüde

We study a two-dimensional granular system where external driving force is applied to each particle in the system in such a way that the system is driven into a steady state by balancing the energy input and the dissipation due to inelastic…

Statistical Mechanics · Physics 2009-10-30 Gongwen Peng , Takao Ohta

We introduce a coupled Cahn-Hilliard Navier-Stokes model that governs the two-phase dynamics of a system that consists of a fluid and a solid phase and prove its thermodynamic consistency. Moreover, we present an associated fully-discrete…

Numerical Analysis · Mathematics 2026-01-15 Cedric Riethmüller , Lars von Wolff , Dominik Göddeke , Christian Rohde

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…

Mathematical Physics · Physics 2013-03-05 J. Bakosi , J. R. Ristorcelli