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We describe a new, surprisingly simple algorithm, that simulates exact sample paths of a class of stochastic differential equations. It involves rejection sampling and, when applicable, returns the location of the path at a random…

Probability · Mathematics 2007-05-23 Alexandros Beskos , Gareth O. Roberts

We present a method for incorporating a stochastic point of view into physics exercises of mathematics education. The core of our method is the randomization of some inputs, the system model used does not differ from what we would use in…

Physics Education · Physics 2025-09-16 Matyas Barczy , Imre Kocsis , Csaba Gábor Kézi

Open biochemical systems of interacting molecules are ubiquitous in life-related processes. However, established computational methodologies, like molecular dynamics, are still mostly constrained to closed systems and timescales too small…

Quantitative Methods · Quantitative Biology 2025-10-15 Margarita Kostré , Christof Schütte , Frank Noé , Mauricio J. del Razo

The M{\O}D computational framework implements rule-based generative chemistries as explicit transformations of graphs representing chemical structural formulae. Here, we expand M{\O}D by a stochastic simulation module that simulates the…

Molecular Networks · Quantitative Biology 2025-09-30 Erika M. Herrera Machado , Jakob L. Andersen , Rolf Fagerberg , Christoph Flamm , Daniel Merkle , Peter F. Stadler

Continuous-time Markov chains are used to model stochastic systems where transitions can occur at irregular times, e.g., birth-death processes, chemical reaction networks, population dynamics, and gene regulatory networks. We develop a…

Machine Learning · Statistics 2022-12-13 Majerle Reeves , Harish S. Bhat

This work considers the method of uniformisation for continuous-time Markov chains in the context of chemical reaction networks. Previous work in the literature has shown that uniformisation can be beneficial in the context of…

Quantitative Methods · Quantitative Biology 2019-04-18 Casper Beentjes , Ruth Baker

The stochastic simulation algorithm commonly known as Gillespie's algorithm is now used ubiquitously in the modelling of biological processes in which stochastic effects play an important role. In well-mixed scenarios at the sub-cellular…

Quantitative Methods · Quantitative Biology 2019-07-23 Christian A Yates , Matthew J Ford , Richard L Mort

Diffusion and flow-based models have become the state of the art for generative AI across a wide range of data modalities, including images, videos, shapes, molecules, music, and more. This tutorial provides a self-contained introduction to…

Machine Learning · Computer Science 2026-03-19 Peter Holderrieth , Ezra Erives

Stochastic simulation can make the molecular processes of cellular control more vivid than the traditional differential-equation approach by generating typical system histories instead of just statistical measures such as the mean and…

Subcellular Processes · Quantitative Biology 2018-09-18 Kevin Y. Chen , Daniel M. Zuckerman , Philip C. Nelson

Stochastic simulations are one of the cornerstones of the analysis of dynamical processes on complex networks, and are often the only accessible way to explore their behavior. The development of fast algorithms is paramount to allow…

Quantitative Methods · Quantitative Biology 2015-11-09 Christian L. Vestergaard , Mathieu Génois

Modeling transformations between arbitrary data distributions is a fundamental scientific challenge, arising in applications like drug discovery and evolutionary simulation. While flow matching offers a natural framework for this task, its…

Machine Learning · Computer Science 2025-10-09 Shiye Su , Yuhui Zhang , Linqi Zhou , Rajesh Ranganath , Serena Yeung-Levy

Mathematical modeling is now used commonly in the analysis of signaling networks. With advances in high resolution microscopy, the spatial location of different signaling molecules and the spatio-temporal dynamics of signaling microdomains…

Subcellular Processes · Quantitative Biology 2016-07-26 Jasmine Nirody , Padmini Rangamani

Discrete-state, continuous-time Markov models are becoming commonplace in the modelling of biochemical processes. The mathematical formulations that such models lead to are opaque, and, due to their complexity, are often considered…

Quantitative Methods · Quantitative Biology 2017-10-31 Christopher Lester

Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…

Statistical Mechanics · Physics 2015-06-16 Malbor Asllani , Tommaso Biancalani , Duccio Fanelli , Alan J. McKane

To model bio-chemical reaction systems with diffusion one can either use stochastic, microscopic reaction-diffusion master equations or deterministic, macroscopic reaction-diffusion system. The connection between these two models is not…

Analysis of PDEs · Mathematics 2023-06-21 Malcolm Egan , Bao Quoc Tang

Many cellular behaviors are regulated by gene regulation networks, kinetics of which is one of the main subjects in the study of systems biology. Because of the low number molecules in these reacting systems, stochastic effects are…

Quantitative Methods · Quantitative Biology 2011-04-26 Jinzhi Lei

Stochastically evolving geometric systems are studied in shape analysis and computational anatomy for modelling random evolutions of human organ shapes. The notion of geodesic paths between shapes is central to shape analysis and has a…

Numerical Analysis · Mathematics 2022-12-01 Alexis Arnaudon , Frank van der Meulen , Moritz Schauer , Stefan Sommer

By discretising space into compartments and letting system dynamics be governed by the reaction-diffusion master equation, it is possible to derive and simulate a stochastic model of reaction and diffusion on an arbitrary domain. However,…

Computational Physics · Physics 2019-11-27 Bartosz J. Bartmanski , Ruth E. Baker

We first derive the Hamilton-Jacobi theory underlying continuous-time Markov processes, and then use the construction to develop a variational algorithm for estimating escape (least improbable or first passage) paths for a generic…

Statistical Mechanics · Physics 2023-03-29 Praful Gagrani , Eric Smith

Based on the theory of stochastic chemical kinetics, the inherent randomness and stochasticity of biochemical reaction networks can be accurately described by discrete-state continuous-time Markov chains. The analysis of such processes is,…

Numerical Analysis · Mathematics 2014-10-14 Andreychenko Alexander , Mikeev Linar , Wolf Verena