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Several different methods exist for efficient approximation of paths in multiscale stochastic chemical systems. Another approach is to use bursts of stochastic simulation to estimate the parameters of a stochastic differential equation…

Numerical Analysis · Mathematics 2014-12-19 Simon Cotter , Radek Erban

This paper discusses new simulation algorithms for stochastic chemical kinetics that exploit the linearity of the chemical master equation and its matrix exponential exact solution. These algorithms make use of various approximations of the…

Numerical Analysis · Computer Science 2016-09-08 Azam S. Zavar Moosavi , Adrian Sandu

Inspired on the continued-fraction technique to solve the classical Fokker--Planck equation, we develop continued-fraction methods to solve quantum master equations in phase space (Wigner representation of the density matrix). The approach…

Statistical Mechanics · Physics 2009-11-10 J. L. Garcia-Palacios

We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…

Numerical Analysis · Mathematics 2016-01-11 Oliver Junge , Daniel Matthes , Horst Osberger

We propose a fully discrete finite volume scheme for the standard Fokker-Planck equation. The space discretization relies on the well-known square-root approximation, which falls into the framework of two-point flux approximations. Our time…

Analysis of PDEs · Mathematics 2024-10-07 Clément Cancès , Léonard Monsaingeon , Andrea Natale

It is increasingly realized that taking stochastic effects into account is important in order to study biological cells. However, the corresponding mathematical formulation, the chemical master equation (CME), suffers from the curse of…

Numerical Analysis · Mathematics 2023-09-18 Lukas Einkemmer , Julian Mangott , Martina Prugger

In this paper, we introduce second order and fourth order space discretization via finite difference implementation of the finite element method for solving Fokker-Planck equations associated with irreversible processes. The proposed…

Numerical Analysis · Mathematics 2023-10-12 Chen Liu , Yuan Gao , Xiangxiong Zhang

In this paper, neural network approximation methods are developed for elliptic partial differential equations with multi-frequency solutions. Neural network work approximation methods have advantages over classical approaches in that they…

Numerical Analysis · Mathematics 2023-11-08 Deok-Kyu Jang , Hyea Hyun Kim , Kyungsoo Kim

We introduce an optimisation method for variational quantum algorithms and experimentally demonstrate a 100-fold improvement in efficiency compared to naive implementations. The effectiveness of our approach is shown by obtaining…

The ability to quantify stochastic fluctuations present in biochemical and other systems is becoming increasing important. Analytical descriptions of these fluctuations are attractive, as stochastic simulations are computationally…

Statistical Mechanics · Physics 2013-02-07 Joseph D. Challenger , Alan J. McKane , Jürgen Pahle

Understanding grain-surface processes is crucial to interpreting the chemistry of the ISM. However, accurate surface chemistry models are computationally expensive and are difficult to integrate with gas-phase simulations. A new…

Astrophysics · Physics 2009-11-13 R. T. Garrod

Nonlinear parabolic equations are frequently encountered in applications and efficient approximating techniques for their solution are of great importance. In order to provide an effective scheme for the temporal approximation of such…

Numerical Analysis · Mathematics 2020-02-28 Monika Eisenmann , Eskil Hansen

Biochemical reaction networks frequently consist of species evolving on multiple timescales. Stochastic simulations of such networks are often computationally challenging and therefore various methods have been developed to obtain sensible…

Molecular Networks · Quantitative Biology 2017-04-20 Jae Kyoung Kim , Grzegorz A. Rempala , Hye-Won Kang

We propose three new discrete variational schemes that capture the conservative-dissipative structure of a generalized Kramers equation. The first two schemes are single-step minimization schemes while the third one combines a streaming and…

Analysis of PDEs · Mathematics 2012-06-14 Manh Hong Duong , Mark A. Peletier , Johannes Zimmer

We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, regular explicit Euler scheme --with constant or decreasing step-- may explode and implicit…

Probability · Mathematics 2018-02-20 Vincent Lemaire

The precise description of quantum nuclear fluctuations in atomistic modelling is possible by employing path integral techniques, which involve a considerable computational overhead due to the need of simulating multiple replicas of the…

Chemical Physics · Physics 2017-03-23 Venkat Kapil , Jörg Behler , Michele Ceriotti

A modified $GW$ approximation to many - body systems is developed. The approximation has the same computational complexity as the traditional $GW$ approach, but uses a different truncation scheme. This scheme neglects high order connected…

Strongly Correlated Electrons · Physics 2021-09-29 Zhipeng Sun , Zhenhao Fan , Hui Li , Dingping Li , Baruch Rostenstein

We study a second order scheme for spatial fractional differential equations with variable coefficients. Previous results mainly concentrate on equations with diffusion coefficients that are proportional to each other. In this paper, by…

Numerical Analysis · Mathematics 2017-08-18 Seakweng Vong , Pin Lyu

We propose a new variant of the semiclassical quantisation with two independent parameters. The first one is proportional to the Planck constant as usually and the second one is connected with a deviation of the given potential from a very…

Quantum Physics · Physics 2009-12-31 N. N. Trunov

We describe a variational approximation method for efficient inference in large-scale probabilistic models. Variational methods are deterministic procedures that provide approximations to marginal and conditional probabilities of interest.…

Artificial Intelligence · Computer Science 2011-05-30 T. S. Jaakkola , M. I. Jordan