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We introduce mesoscopic and macroscopic model equations of chemotaxis with anomalous subdiffusion for modelling chemically directed transport of biological organisms in changing chemical environments with diffusion hindered by traps or…

Dynamical Systems · Mathematics 2012-12-03 T. A. M. Langlands , B. I. Henry

We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…

Statistical Mechanics · Physics 2015-06-11 Tânia Tomé , Mário J. de Oliveira

We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…

Statistical Mechanics · Physics 2013-06-11 Stefano Lepri

Consider the standard stochastic reaction network model where the dynamics is given by a continuous-time Markov chain over a discrete lattice. For such models, estimation of parameter sensitivities is an important problem, but the existing…

Quantitative Methods · Quantitative Biology 2019-05-01 Patrik Dürrenberger , Ankit Gupta , Mustafa Khammash

Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction-diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing…

Quantitative Methods · Quantitative Biology 2016-04-29 Jonathan U. Harrison , Christian A. Yates

Stochastic models for chemical reaction networks have become very popular in recent years. For such models, the estimation of parameter sensitivities is an important and challenging problem. Sensitivity values help in analyzing the network,…

Probability · Mathematics 2013-10-08 Ankit Gupta , Mustafa Khammash

The bidomain system of degenerate reaction-diffusion equations is a well-established spatial model of electrical activity in cardiac tissue, with "reaction" linked to the cellular action potential and "diffusion" representing current flow…

Analysis of PDEs · Mathematics 2018-03-26 Mostafa Bendahmane , Kenneth H. Karlsen

The observed general time-asymmetric behavior of macroscopic systems -- embodied in the second law of thermodynamics -- arises naturally from time-symmetric microscopic laws due to the great disparity between macro and micro-scales. More…

Condensed Matter · Physics 2007-05-23 Joel L. Lebowitz

We introduce a simplified technique for incorporating diffusive phenomena into lattice-gas molecular dynamics models. In this method, spatial interactions take place one dimension at a time, with a separate fractional timestep devoted to…

Cellular Automata and Lattice Gases · Physics 2007-05-23 Raissa M. D'Souza , Norman H. Margolus , Mark A. Smith

We examine nonlinear dynamical systems of ordinary differential equations or differential algebraic equations. In an uncertainty quantification, physical parameters are replaced by random variables. The inner variables as well as a quantity…

Numerical Analysis · Mathematics 2019-04-15 Roland Pulch

The existing literature on stochastic simulation of chemical reaction networks has a tendency to move as quickly as possible to the abstract formulation of the stochastic dynamics in terms of probabilities based on the concept of the…

Statistics Theory · Mathematics 2007-06-13 Sergey Plyasunov

In this paper, we develop an efficient numerical solver for unsteady diffusion-type partial differential equations with random coefficients. A major computational challenge in such problems lies in repeatedly handling large-scale linear…

Numerical Analysis · Mathematics 2026-01-19 Yujun Zhu , Min Li , Yulan Ning , Ju Ming

Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…

Statistical Mechanics · Physics 2025-10-01 Maxence Arutkin , Shlomi Reuveni

Efficient analysis and simulation of multiscale stochastic systems of chemical kinetics is an ongoing area for research, and is the source of many theoretical and computational challenges. In this paper, we present a significant improvement…

Numerical Analysis · Mathematics 2016-09-21 Simon Cotter

Stochastic models of chemical systems are often analysed by solving the corresponding Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of…

Numerical Analysis · Mathematics 2011-11-10 Simon L. Cotter , Tomas Vejchodsky , Radek Erban

Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…

Condensed Matter · Physics 2009-11-07 Gregor Diezemann , Gerald Hinze , Hans Sillescu

In computational system biology, the mesoscopic model of reaction-diffusion kinetics is described by a continuous time, discrete space Markov process. To simulate diffusion stochastically, the jump coefficients are obtained by a…

Numerical Analysis · Mathematics 2018-02-19 Lina Meinecke , Stefan Engblom , Andreas Hellander , Per Lötstedt

We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative…

Probability · Mathematics 2018-09-28 Zdzisław Brzeźniak , Erika Hausenblas , Paul Razafimandimby

In the past the study of reaction-diffusion systems has greatly contributed to our understanding of the behavior of many-body systems far from equilibrium. In this paper we aim at characterizing the properties of diffusion limited reactions…

Statistical Mechanics · Physics 2015-05-14 Sven Dorosz , Michel Pleimling

This paper examines the temporal evolution of a two-stage stochastic model for spherical random fields. The model uses a time-fractional stochastic hyperbolic diffusion equation, which describes the evolution of spherical random fields on…

Spectral Theory · Mathematics 2024-12-10 Tareq Alodat , Quoc T. Le Gia
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