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The stochastic dynamics of biochemical networks are usually modelled with the chemical master equation (CME). The stationary distributions of CMEs are seldom solvable analytically, and numerical methods typically produce estimates with…

Probability · Mathematics 2019-10-30 Juan Kuntz , Philipp Thomas , Guy-Bart Stan , Mauricio Barahona

Models defined by stochastic differential equations (SDEs) allow for the representation of random variability in dynamical systems. The relevance of this class of models is growing in many applied research areas and is already a standard…

Methodology · Statistics 2014-08-06 Umberto Picchini

We study boundary conditions applied to the macroscopic dynamics of Newtonian liquids from the view of microscopic particle systems. We assume the existence of microscopic boundary conditions that are uniquely determined from a microscopic…

Statistical Mechanics · Physics 2019-03-28 Hiroyoshi Nakano , Shin-ichi Sasa

Projective measurements of collective observables can be employed to herald the preparation of entangled states of quantum systems, and the resulting conditional dynamics is usually handled by stochastic master equation (SME) for small…

Quantum Physics · Physics 2026-02-13 ZhiQing Zhang , HaiZhong Guo , Lingrui Wang , Gang Chen , Chongxin Shan , Klaus Mølmer , Yuan Zhang

We prove the hydrodynamic limit for a particle system in which particles may have different velocities. We assume that we have two infinite reservoirs of particles at the boundary: this is the so-called boundary driven process. The dynamics…

Probability · Mathematics 2010-03-23 Alexandre B. Simas

This paper proposes an approach, Spectral Dynamics Embedding Control (SDEC), to optimal control for nonlinear stochastic systems. This method reveals an infinite-dimensional feature representation induced by the system's nonlinear…

Machine Learning · Computer Science 2025-08-27 Zhaolin Ren , Tongzheng Ren , Haitong Ma , Na Li , Bo Dai

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros

Classical molecular dynamics simulations of hydrogen plasmas have been performed with emphasis on the analysis of equilibration process. Theoretical basis of simulation model as well as numerically relevant aspects -- such as the proper…

Plasma Physics · Physics 2024-02-07 M. A. Gigosos , D. Gonzalez-Herrero , R. Florido , A. Calisti , S. Ferri , B. Talin

A variety of simulation methodologies have been used for modeling reaction-diffusion dynamics -- including approaches based on Differential Equations (DE), the Stochastic Simulation Algorithm (SSA), Brownian Dynamics (BD), Green's Function…

Chemical Physics · Physics 2021-05-21 Marcus Thomas , Russell Schwartz

To reduce computation times of simulations involving gas fueled internal combustion engines (ICEs), a model is developed that determines non-ideal nozzle exit conditions to spare expensive simulations of internal injector flows. The model,…

Fluid Dynamics · Physics 2025-09-23 N. Diepstraten , L. M. T. Somers , J. A. van Oijen

Stochastic thermodynamics is a framework for describing non-equilibrium processes at the level of fluctuating trajectories, where the state of a system evolves as a stochastic time series, allowing thermodynamic quantities such as work,…

The predictive ability of stochastic chemical reactions is currently limited by the lack of closed form solutions to the governing chemical master equation. To overcome this limitation, this paper proposes a computational method capable of…

Quantitative Methods · Quantitative Biology 2019-01-08 Yuta Sakurai , Yutaka Hori

Driven by diverse applications, several recent models impose randomly switching boundary conditions on either a PDE or SDE. The purpose of this paper is to provide tools for calculating statistics of these models and to establish a…

Probability · Mathematics 2020-03-13 Sean D. Lawley

This article sets up a formalism to describe stochastic thermodynamics for driven out-of-equilibrium open quantum systems. A stochastic Schr\"odinger equation allows to construct quantum trajectories describing the dynamics of the system…

Statistical Mechanics · Physics 2016-10-17 Cyril Elouard , Alexia Auffèves , Maxime Clusel

In our paper [1], we proposed an original approach to the incorporation of stochastic thermodynamics into quantum theory. It is based on the concept of consistent inclusion of the holistic stochastic environmental influence modeled by…

Quantum Physics · Physics 2012-11-14 A. D. Sukhanov , O. N. Golubeva , V. G. Bar'yakhtar

The purpose of this article is to provide a simple proof of the hydrodynamic and hydrostatic behavior of the SSEP in contact with slowed reservoirs which inject and remove particles in a finite size windows at the extremities of the bulk.…

Mathematical Physics · Physics 2020-10-23 Clément Erignoux , Patricia Gonçalves , Gabriel Nahum

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

A stochastic birth-death competition model for particles with excluded volume is proposed. The particles move, reproduce, and die on a regular lattice. While the death rate is constant, the birth rate is spatially nonlocal and implements…

Biological Physics · Physics 2017-06-29 Nagi Khalil , Cristóbal López , Emilio Hernández-García

In this paper, we continue the study of some controllability issues for the forward stochastic heat equation with dynamic boundary conditions. The main novelty in the present paper consists of considering only one control without extra…

Optimization and Control · Mathematics 2024-12-02 Mahmoud Baroun , Said Boulite , Abdellatif Elgrou , Omar Oukdach

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…

Quantitative Methods · Quantitative Biology 2025-01-22 Nathalie Wehlitz , Mohsen Sadeghi , Alberto Montefusco , Christof Schütte , Grigorios A. Pavliotis , Stefanie Winkelmann
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