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Various kinetic Monte Carlo algorithms become inefficient when some of the population sizes in a system are large, which gives rise to a large number of reaction events per unit time. Here, we present a new acceleration algorithm based on…

Quantitative Methods · Quantitative Biology 2019-07-24 Yen Ting Lin , Song Feng , William S. Hlavacek

The stochastic simulation algorithm (SSA) is widely used to perform exact forward simulation of discrete stochastic processes in biology. However, the computational cost, driven by sequential event-by-event sampling across large ensembles,…

Quantitative Methods · Quantitative Biology 2026-05-04 Tom Kimpson , Mark B. Flegg , Jennifer A. Flegg

In the presence of multiscale dynamics in a reaction network, direct simulation methods become inefficient as they can only advance the system on the smallest scale. This work presents stochastic averaging techniques to accelerate…

Probability · Mathematics 2016-03-23 Araz Hashemi , Marcel Nunez , Petr Plechac , Dionisios G. Vlachos

Many real-world dynamic systems, both natural and artificial, are understood to be performing computations. For artificial dynamic systems, explicitly designed to perform computation - such as digital computers - by construction, we can…

Computational Physics · Physics 2026-02-24 David H. Wolpert , Jan Korbel

Stochastic effect in cellular systems has been an important topic in systems biology. Stochastic modeling and simulation methods are important tools to study stochastic effect. Given the low efficiency of stochastic simulation algorithms,…

Numerical Analysis · Mathematics 2016-03-29 Shuo Wang , Yang Pu , Layne Watson , Yang Cao

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

Systems and Control · Computer Science 2017-01-11 Luca Bortolussi , Guido Sanguinetti

Biological reaction networks often contain what might be called 'hub molecules', which are involved in many reactions. For example, ATP is commonly consumed and produced. When reaction networks contain molecules like ATP, they are difficult…

Quantitative Methods · Quantitative Biology 2013-10-09 Kurt Ehlert , Laurence Loewe

By exploiting the complexity intrinsic to quantum dynamics, quantum technologies promise a whole host of computational advantages. One such advantage lies in the field of stochastic modelling, where it has been shown that quantum stochastic…

Quantum Physics · Physics 2024-02-28 Thomas J. Elliott , Mile Gu

We describe a new algorithm for simulating complex Markoff-processes. We have used a reaction-cell method in order to simulate arbitrary reactions. It can be used for any kind of RDS on arbitrary topologies, including fractal dimensions or…

chem-ph · Physics 2009-10-28 Thomas Fricke , Dietmar Wendt

This paper presents a new numerical scheme for simulating stochastic processes specified by their marginal distribution functions and covariance functions. Stochastic samples are firstly generated to automatically satisfy target marginal…

Computational Physics · Physics 2020-08-11 Zhibao Zheng

As a physical fact, randomness is an inherent and ineliminable aspect in all physical measurements and engineering production. As a consequence, material parameters, serving as input data, are only known in a stochastic sense and thus, also…

Computational Engineering, Finance, and Science · Computer Science 2023-11-22 Hendrik Geisler , Cem Erdogan , Jan Nagel , Philipp Junker

Researchers have employed stochastic simulations to determine the validity of their theoretical findings and to study analytically intractable spreading dynamics. In both cases, the correctness and efficiency of the simulation algorithm are…

Populations and Evolution · Quantitative Biology 2023-02-07 Guohao Dou

The analysis of computer models can be aided by the construction of surrogate models, or emulators, that statistically model the numerical computer model. Increasingly, computer models are becoming stochastic, yielding different outputs…

Methodology · Statistics 2020-04-10 Evan Baker , Peter Challenor , Matt Eames

Stochastic process models are now commonly used to analyse complex biological, ecological and industrial systems. Increasingly there is a need to deliver accurate estimates of model parameters and assess model fit by optimizing the timing…

Computation · Statistics 2018-09-18 Colin S. Gillespie , Richard J. Boys

We define a class of probabilistic models in terms of an operator algebra of stochastic processes, and a representation for this class in terms of stochastic parameterized grammars. A syntactic specification of a grammar is mapped to…

Artificial Intelligence · Computer Science 2007-05-23 Eric Mjolsness

Generic open quantum systems are notoriously difficult to simulate unless one looks at specific regimes. In contrast, classical dissipative systems can often be effectively described by stochastic processes, which are generally less…

Quantum Physics · Physics 2025-12-02 Charlie R. Hogg , Jonas Glatthard , Federico Cerisola , Janet Anders

In modern science, computer models are often used to understand complex phenomena, and a thriving statistical community has grown around analyzing them. This review aims to bring a spotlight to the growing prevalence of stochastic computer…

We describe a computational framework linking Uncertainty Quantification (UQ) methods for continuum problems depending on random parameters with Equation-Free (EF) methods for performing continuum deterministic numerics by acting directly…

Dynamical Systems · Mathematics 2007-05-23 Yu Zou , Ioannis G. Kevrekidis

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

The complexity of biological systems, and the increasingly large amount of associated experimental data, necessitates that we develop mathematical models to further our understanding of these systems. As biological systems are generally not…

Quantitative Methods · Quantitative Biology 2022-08-02 Sean T. Vittadello , Michael P. H. Stumpf
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