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Fastest arrival events, where the first among many diffusing particles reaches a target, are central in triggering signal initiation in molecular stochastic systems. Classical approaches to simulate such events rely on full trajectory…

Probability · Mathematics 2026-05-26 Emmanuel Akame Mfoumou , David Holcman

Starting from microscopic $N$ particle systems, we study the derivation of Doi type models for suspensions of non-spherical particles in Stokes flows. While Doi models accurately describe the effective evolution of the spatial particle…

Analysis of PDEs · Mathematics 2025-10-22 David Gérard-Varet , Richard M. Höfer

We propose a general stochastic formalism for describing the evolution of chemical reactions involving a finite number of molecules. This approach is consistent with the statistical analysis based on the Chemical Master Equation, and…

Statistical Mechanics · Physics 2023-01-13 Chiara Pezzotti , Massimiliano Giona

Denoising diffusion models (DDMs) offer a flexible framework for sampling from high dimensional data distributions. DDMs generate a path of probability distributions interpolating between a reference Gaussian distribution and a data…

Machine Learning · Statistics 2024-12-12 Christopher Williams , Andrew Campbell , Arnaud Doucet , Saifuddin Syed

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 present a quantum algorithm to achieve higher-order transformations of Hamiltonian dynamics. Namely, the algorithm takes as input a finite number of queries to a black-box seed Hamiltonian dynamics to simulate a desired Hamiltonian. Our…

Quantum Physics · Physics 2024-06-13 Tatsuki Odake , Hlér Kristjánsson , Akihito Soeda , Mio Murao

In this paper, a new fractional step method is proposed for simulating stiff and nonstiff chemically reacting flows. In stiff cases, a well-known spurious numerical phenomenon, i.e. the incorrect propagation speed of discontinuities, may be…

Computational Physics · Physics 2019-05-01 Jian-Hang Wang , Shucheng Pan , Xiangyu Y. Hu , Nikolaus A. Adams

We study a reaction-diffusion process that involves two species of atoms, immobile and diffusing. We assume that initially only immobile atoms, uniformly distributed throughout the entire space, are present. Diffusing atoms are injected at…

Statistical Mechanics · Physics 2014-07-18 P. L. Krapivsky

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

Diffusion models generate high-quality synthetic data. They operate by defining a continuous-time forward process which gradually adds Gaussian noise to data until fully corrupted. The corresponding reverse process progressively "denoises"…

We present a novel multiscale simulation approach for modeling stochasticity in chemical reaction networks. The approach seamlessly integrates exact-stochastic and "leaping" methodologies into a single "partitioned leaping" algorithmic…

Chemical Physics · Physics 2009-11-11 Leonard A. Harris , Paulette Clancy

We consider the problem of computing first-passage time distributions for reaction processes modelled by master equations. We show that this generally intractable class of problems is equivalent to a sequential Bayesian inference problem…

Computational Physics · Physics 2017-11-29 David Schnoerr , Botond Cseke , Ramon Grima , Guido Sanguinetti

Modeling many-body quantum systems with strong interactions is one of the core challenges of modern physics. A range of methods has been developed to approach this task, each with its own idiosyncrasies, approximations, and realm of…

Statistical Mechanics · Physics 2018-11-21 Brett Larder , Dirk Gericke , Scott Richardson , Paul Mabey , Thomas White , Gianluca Gregori

We briefly review the principles, mathematical bases, numerical shortcuts and applications of fast random walk (FRW) algorithms. This Monte Carlo technique allows one to simulate individual trajectories of diffusing particles in order to…

Computational Physics · Physics 2013-05-01 Denis Grebenkov

Model-based experimental design is attracting increasing attention in chemical process engineering. Typically, an iterative procedure is pursued: an approximate model is devised, prescribed experiments are then performed and the resulting…

Optimization and Control · Mathematics 2021-01-25 Charlie Vanaret , Philipp Seufert , Jan Schwientek , Gleb Karpov , Gleb Ryzhakov , Ivan Oseledets , Norbert Asprion , Michael Bortz

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

In this paper, we design an algorithm to accelerate the diffusion process on the $SO(3)$ manifold. The inherently sequential nature of diffusion models necessitates substantial time for denoising perturbed data. To overcome this limitation,…

Machine Learning · Computer Science 2025-07-15 Yan-Ting Chen , Hao-Wei Chen , Tsu-Ching Hsiao , Chun-Yi Lee

Quantization for probability distributions refers broadly to estimating a given probability measure by a discrete probability measure supported by a finite number of points. We consider general geometric approaches to quantization using…

Dynamical Systems · Mathematics 2020-02-11 Joseph Rosenblatt , Mrinal Kanti Roychowdhury

We present an algorithm for the numerical solution of the equations governing combustion in porous inert media. The discretization of the flow problem is performed by the mixed finite element method, the transport problems are discretized…

Numerical Analysis · Mathematics 2016-09-01 Peter Knabner , Gerhard Summ

In this paper, we propose a new adaptation of the D-iteration algorithm to numerically solve the differential equations. This problem can be reinterpreted in 2D or 3D (or higher dimensions) as a limit of a diffusion process where the…

Numerical Analysis · Computer Science 2012-04-30 Dohy Hong