arXiv subjects

Stefanie Winkelmann

Publications and source records attributed to Stefanie Winkelmann.

At least 19 recordsLinked to original sources

arXiv2026

Opinion Dynamics over Migration Networks

Opinions play a crucial role in shaping collective phenomena such as political polarization, cultural integration and demographic change. By continuously changing social environments in which opinions evolve, human migration serves as an important driver of collective opinion formation. While migration and opinion dynamics have both been extensively studied, the few existing models that couple the two are primarily deterministic and therefore cannot capture demographic fluctuations, finite-size effects or stochastic transitions between emergent collective states. To address this limitation, we introduce a unifying stochastic framework for opinion dynamics over migration networks that couples local opinion transitions, demographic processes and migration between communities. The dynamics are formulated through a spatio--temporal master equation, which provides a probabilistic description of the underlying population process. From this microscopic representation, we derive deterministic mean-field equations governing the co-evolution of community sizes and opinion compositions, thereby linking agent-level interactions to macroscopic population behavior. Using two representative case studies, we demonstrate how stochasticity and migration can qualitatively change the emergent dynamics and collective outcomes, including the emergence of consensus, polarization and the stabilization of oscillatory opinion dynamics. These examples highlight the rich interplay between social interactions, demographic change and migration in deterministic and stochastic settings, and they demonstrate that migration should be viewed as an integral component of collective opinion formation rather than only an external demographic process.

physics.soc-ph↗

arXiv2026

Collective variables for homophily-driven network rewiring dynamics

Stochastic network rewiring processes, in which edges dynamically rewire based on fixed node attributes, are widely used in applications ranging from social dynamics to neuroscience and form an important component of adaptive network modelling. In this paper, we identify low-dimensional collective variables (CVs) that capture the essential macroscopic behavior of such time-evolving networks and enable reduced-order descriptions of their dynamics. To this end, we apply the data-driven transition manifold approach to homophily-driven rewiring models, in which edges preferentially connect nodes with similar attributes. For two representative models, we find that the optimal CV is a consensus measure quantifying the fraction of edges whose incident nodes differ by less than a certain threshold. Building on the learned CV, we construct reduced macroscopic models using a data-driven approach based on sparse regression and through an analytical derivation using graphons. The latter yields a closed-form evolution equation for the consensus measure and analytically validates the identified CV.

physics.soc-ph↗

arXiv2026

Energetic characterisation of transient clustering dynamics in aggregation-diffusion systems

We investigate transient clustering dynamics in nonlocal aggregation-diffusion systems from an energetic perspective. Starting from a stochastic interacting particle system, we study the associated macroscopic McKean-Vlasov equation on the torus and exploit its Wasserstein gradient-flow structure to analyse the thermodynamic competition between interaction-driven aggregation and entropy-driven diffusion. Through numerical experiments for locally attractive interaction kernels, we identify alternating aggregation- and diffusion-dominated transient regimes along trajectories converging to fixed equilibria. These dynamics can be interpreted as a form of non-monotone clustering behaviour. Moreover, we demonstrate that clustering observables, such as the density peak height, are only partially coupled to the underlying energetic mechanisms and therefore do not uniquely characterise the relevant macroscopic transport dynamics. Our results highlight the role of the variational structure not only for equilibrium analysis, but also as a framework for understanding transient clustering phenomena in interacting particle systems.

math.DS↗

arXiv2026

Data-driven Reduction of Transfer Operators for Particle Clustering Dynamics

We develop an operator-based framework to coarse-grain interacting particle systems that exhibit clustering dynamics. Starting from the particle-based transfer operator, we first construct a sequence of reduced representations: the operator is projected onto concentrations and then further reduced by representing the concentration dynamics on a geometric low-dimensional manifold and an adapted finite-state discretization. The resulting coarse-grained transfer operator is finally estimated from dynamical simulation data by inferring the transition probabilities between the Markov states. Applied to systems with multichromatic and Morse interaction potentials, the reduced model reproduces key features of the clustering process, including transitions between cluster configurations and the emergence of metastable states. Spectral analysis and transition-path analysis of the estimated operator reveal implied time scales and dominant transition pathways, providing an interpretable and efficient description of particle-clustering dynamics.

cond-mat.stat-mech↗

arXiv2026

Accurate mean-field equation for voter model dynamics on scale-free networks

Understanding the emergent macroscopic behavior of dynamical systems on networks is a crucial but challenging task. One of the simplest and most effective methods to construct a reduced macroscopic model is given by mean-field theory. The resulting approximations perform well on dense and homogeneous networks but poorly on scale-free networks, which, however, are more realistic in many applications. In this paper, we introduce a modified version of the mean-field approximation for voter model dynamics on scale-free networks. The two main deviations from classical theory are that we use degree-weighted shares as coarse variables and that we introduce a correlation factor that can be interpreted as slowing down dynamics induced by interactions. We observe that, for moderate noise and comparable interaction rates, the correlation factor is only a property of the network and not of the state or of parameters of the process. This approach achieves a significantly smaller approximation error than standard methods without increasing dimensionality.

physics.soc-ph↗

arXiv2025

Unfolding the geometric structure and multiple timescales of the urea-urease pH oscillator

We study a two-variable dynamical system modeling pH oscillations in the urea-urease reaction within giant lipid vesicles -- a problem that intrinsically contains multiple, well-separated timescales. Building on an existing, deterministic formulation via ordinary differential equations, we resolve different orders of magnitude within a small parameter and analyze the system's limit cycle behavior using geometric singular perturbation theory (GSPT). By introducing two different coordinate scalings -- each valid in a distinct region of the phase space -- we resolve the local dynamics near critical fold points, using the extension of GSPT through such singular points due to Krupa and Szmolyan. This framework enables a geometric decomposition of the periodic orbits into slow and fast segments and yields closed-form estimates for the period of oscillation. In particular, we link the existence of such oscillations to an underlying biochemical asymmetry, namely, the differential transport across the vesicle membrane.

math.DS↗

arXiv2025

Approximating particle-based clustering dynamics by stochastic PDEs

This work proposes stochastic partial differential equations (SPDEs) as a practical tool to replicate clustering effects of more detailed particle-based dynamics. Inspired by membrane-mediated receptor dynamics on cell surfaces, we formulate a stochastic particle-based model for diffusion and pairwise interaction of particles, leading to intriguing clustering phenomena. Employing numerical simulation and cluster detection methods, we explore the approximation of the particle-based clustering dynamics through mean-field approaches. We find that SPDEs successfully reproduce spatiotemporal clustering dynamics, not only in the initial cluster formation period, but also on longer time scales where the successive merging of clusters cannot be tracked by deterministic mean-field models. The computational efficiency of the SPDE approach allows us to generate extensive statistical data for parameter estimation in a simpler model that uses a Markov jump process to capture the temporal evolution of the cluster number.

q-bio.QM↗

arXiv2024

Multi-grid reaction-diffusion master equation: applications to morphogen gradient modelling

The multi-grid reaction-diffusion master equation (mgRDME) provides a generalization of stochastic compartment-based reaction-diffusion modelling described by the standard reaction-diffusion master equation (RDME). By enabling different resolutions on lattices for biochemical species with different diffusion constants, the mgRDME approach improves both accuracy and efficiency of compartment-based reaction-diffusion simulations. The mgRDME framework is examined through its application to morphogen gradient formation in stochastic reaction-diffusion scenarios, using both an analytically tractable first-order reaction network and a model with a second-order reaction. The results obtained by the mgRDME modelling are compared with the standard RDME model and with the (more detailed) particle-based Brownian dynamics simulations. The dependence of error and numerical cost on the compartment sizes is defined and investigated through a multi-objective optimization problem.

q-bio.QM↗

arXiv2024

Learning Interpretable Collective Variables for Spreading Processes on Networks

Collective variables (CVs) are low-dimensional projections of high-dimensional system states. They are used to gain insights into complex emergent dynamical behaviors of processes on networks. The relation between CVs and network measures is not well understood and its derivation typically requires detailed knowledge of both the dynamical system and the network topology. In this work, we present a data-driven method for algorithmically learning and understanding CVs for binary-state spreading processes on networks of arbitrary topology. We demonstrate our method using four example networks: the stochastic block model, a ring-shaped graph, a random regular graph, and a scale-free network generated by the Albert-Barabási model. Our results deliver evidence for the existence of low-dimensional CVs even in cases that are not yet understood theoretically.

physics.soc-ph↗

arXiv2023

Large population limits of Markov processes on random networks

We consider time-continuous Markovian discrete-state dynamics on random networks of interacting agents and study the large population limit. The dynamics are projected onto low-dimensional collective variables given by the shares of each discrete state in the system, or in certain subsystems, and general conditions for the convergence of the collective variable dynamics to a mean-field ordinary differential equation are proved. We discuss the convergence to this mean-field limit for a continuous-time noisy version of the so-called ``voter model'' on Erdős-Rényi random graphs, on the stochastic block model, and on random regular graphs. Moreover, a heterogeneous population of agents is studied.

math.PR↗

arXiv2023

Partial mean-field model for neurotransmission dynamics

This article addresses reaction networks in which spatial and stochastic effects are of crucial importance. For such systems, particle-based models allow us to describe all microscopic details with high accuracy. However, they suffer from computational inefficiency if particle numbers and density get too large. Alternative coarse-grained-resolution models reduce computational effort tremendously, e.g., by replacing the particle distribution by a continuous concentration field governed by reaction-diffusion PDEs. We demonstrate how models on the different resolution levels can be combined into hybrid models that seamlessly combine the best of both worlds, describing molecular species with large copy numbers by macroscopic equations with spatial resolution while keeping the stochastic-spatial particle-based resolution level for the species with low copy numbers. To this end, we introduce a simple particle-based model for the binding dynamics of ions and vesicles at the heart of the neurotransmission process. Within this framework, we derive a novel hybrid model and present results from numerical experiments which demonstrate that the hybrid model allows for an accurate approximation of the full particle-based model in realistic scenarios.

physics.bio-ph↗

arXiv2023

Rate-limiting recovery processes in neurotransmission under sustained stimulation

At chemical synapses, an arriving electric signal induces the fusion of vesicles with the presynaptic membrane, thereby releasing neurotransmitters into the synaptic cleft. After a fusion event, both the release site and the vesicle undergo a recovery process before becoming available for reuse again. Of central interest is the question which of the two restoration steps acts as the limiting factor during neurotransmission under high-frequency sustained stimulation. In order to investigate this question, we introduce a novel non-linear reaction network which involves explicit recovery steps for both the vesicles and the release sites, and includes the induced time-dependent output current. The associated reaction dynamics are formulated by means of ordinary differential equations (ODEs), as well as via the associated stochastic jump process. While the stochastic jump model describes a single release site, the average over many release sites is close to the ODE solution and shares its periodic structure. The reason for this can be traced back to the insight that recovery dynamics of vesicles and release sites are statistically almost independent. A sensitivity analysis on the recovery rates based on the ODE formulation reveals that neither the vesicle nor the release site recovery step can be identified as the essential rate-limiting step but that the rate-limiting feature changes over the course of stimulation. Under sustained stimulation the dynamics given by the ODEs exhibit transient changes leading from an initial depression of the postsynaptic response to an asymptotic periodic orbit, while the individual trajectories of the stochastic jump model lack the oscillatory behavior and asymptotic periodicity of the ODE-solution.

math.DS↗

arXiv2022

Accurate reduced models for the pH oscillations in the urea-urease reaction confined to giant lipid vesicles

This theoretical study concerns a pH oscillator based on the urea-urease reaction confined to giant lipid vesicles. Under suitable conditions, differential transport of urea and hydrogen ion across the unilamellar vesicle membrane periodically resets the pH clock that switches the system from acid to basic, resulting in self-sustained oscillations. We analyse the structure of the phase flow and of the limit cycle, which controls the dynamics for giant vesicles and dominates the pronouncedly stochastic oscillations in small vesicles of submicrometer size. To this end, we derive reduced models, which are amenable to analytic treatments that are complemented by numerical solutions, and obtain the period and amplitude of the oscillations as well as the parameter domain, where oscillatory behavior persists. We show that the accuracy of these predictions is highly sensitive to the employed reduction scheme. In particular, we suggest an accurate two-variable model and show its equivalence to a three-variable model that admits an interpretation in terms of a chemical reaction network. The faithful modeling of a single pH oscillator appears crucial for rationalizing experiments and understanding communication of vesicles and synchronization of rhythms.

physics.chem-ph↗

arXiv2022

Chemical diffusion master equation: formulations of reaction--diffusion processes on the molecular level

The chemical diffusion master equation (CDME) describes the probabilistic dynamics of reaction--diffusion systems at the molecular level [del Razo et al., Lett. Math. Phys. 112:49, 2022]; it can be considered the master equation for reaction--diffusion processes. The CDME consists of an infinite ordered family of Fokker--Planck equations, where each level of the ordered family corresponds to a certain number of particles and each particle represents a molecule. The equations at each level describe the spatial diffusion of the corresponding set of particles, and they are coupled to each other via reaction operators --linear operators representing chemical reactions. These operators change the number of particles in the system, and thus transport probability between different levels in the family. In this work, we present three approaches to formulate the CDME and show the relations between them. We further deduce the non-trivial combinatorial factors contained in the reaction operators, and we elucidate the relation to the original formulation of the CDME, which is based on creation and annihilation operators acting on many-particle probability density functions. Finally we discuss applications to multiscale simulations of biochemical systems among other future prospects.

cond-mat.stat-mech↗

arXiv2022

Synchronization and random attractors for reaction jump processes

This work explores a synchronization-like phenomenon induced by common noise for continuous-time Markov jump processes given by chemical reaction networks. A corresponding random dynamical system is formulated in a two-step procedure, at first for the states of the embedded discrete-time Markov chain and then for the augmented Markov chain including also random jump times. We uncover a time-shifted synchronization in the sense that -- after some initial waiting time -- one trajectory exactly replicates another one with a certain time delay. Whether or not such a synchronization behaviour occurs depends on the combination of the initial states. We prove this partial time-shifted synchronization for the special setting of a birth-death process by analyzing the corresponding two-point motion of the embedded Markov chain and determine the structure of the associated random attractor. In this context, we also provide general results on existence and form of random attractors for discrete-time, discrete-space random dynamical systems.

math.DS↗

arXiv2022

Mathematical modeling of spatio-temporal population dynamics and application to epidemic spreading

Agent based models (ABMs) are a useful tool for modeling spatio-temporal population dynamics, where many details can be included in the model description. Their computational cost though is very high and for stochastic ABMs a lot of individual simulations are required to sample quantities of interest. Especially, large numbers of agents render the sampling infeasible. Model reduction to a metapopulation model leads to a significant gain in computational efficiency, while preserving important dynamical properties. Based on a precise mathematical description of spatio-temporal ABMs, we present two different metapopulation approaches (stochastic and piecewise deterministic) and discuss the approximation steps between the different models within this framework. Especially, we show how the stochastic metapopulation model results from a Galerkin projection of the underlying ABM onto a finite-dimensional ansatz space. Finally, we utilize our modeling framework to provide a conceptual model for the spreading of COVID-19 that can be scaled to real-world scenarios.

math.DS↗

arXiv2022

A probabilistic framework for particle-based reaction-diffusion dynamics using classical Fock space representations

The modeling and simulation of stochastic reaction-diffusion processes is a topic of steady interest that is approached with a wide range of methods. \rev{At the level of particle-resolved descriptions, where chemical reactions are coupled to the spatial diffusion of individual particles, there exist comprehensive numerical simulation schemes, while the corresponding mathematical formalization is relatively underdeveloped. The aim of this paper is to provide a framework to systematically formulate the probabilistic evolution equation, termed chemical diffusion master equation (CDME), that governs particle-based stochastic reaction-diffusion processes. To account for the non-conserved and unbounded particle number of this type of open systems, we employ a classical analogue of the quantum mechanical Fock space that contains the symmetrized probability densities of the many-particle configurations in space. Following field-theoretical ideas of second quantization, we introduce creation and annihilation operators that act on single-particle densities and provide natural representations of symmetrized probability densities as well as of reaction and diffusion operators. These operators allow us to consistently and systematically formulate the CDME for arbitrary reaction schemes. The resulting form of the CDME further serves as the foundation to derive more coarse-grained descriptions of reaction-diffusion dynamics. In this regard, we show that a discretization of the evolution equation by projection onto a Fock subspace generated by a finite set of single-particle densities leads to a generalized form of the well-known reaction-diffusion master equation, which supports non-local reactions between grid cells and which converges properly in the continuum limit.

cond-mat.stat-mech↗

arXiv2022

A route to the hydrodynamic limit of a reaction-diffusion master equation using gradient structures

The reaction-diffusion master equation (RDME) is a lattice-based stochastic model for spatially resolved cellular processes. It is often interpreted as an approximation to spatially continuous reaction-diffusion models, which, in the limit of an infinitely large population, may be described by means of reaction-diffusion partial differential equations (RDPDEs). Analyzing and understanding the relation between different mathematical models for reaction-diffusion dynamics is a research topic of steady interest. In this work, we explore a route to the hydrodynamic limit of the RDME which uses gradient structures. Specifically, we elaborate on a method introduced in [J. Maas, A. Mielke: Modeling of chemical reactions systems with detailed balance using gradient structures. J. Stat. Phys. (181), 2257-2303 (2020)] in the context of well-mixed reaction networks by showing that, once it is complemented with an appropriate limit procedure, it can be applied to spatially extended systems with diffusion. Under the assumption of detailed balance, we write down a gradient structure for the RDME and use the method to produce a gradient structure for its hydrodynamic limit, namely, for the corresponding RDPDE.

cond-mat.stat-mech↗