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Related papers: Generating Transition Paths by Langevin Bridges

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The numerical quantification of the statistics of rare events in stochastic processes is a challenging computational problem. We present a sampling method that constructs an ensemble of stochastic trajectories that are constrained to have…

Statistical Mechanics · Physics 2022-07-13 Javier Aguilar , Joseph W. Baron , Tobias Galla , Raul Toral

In molecular dynamics, statistics of transitions, such as the mean transition time, are macroscopic observables which provide important dynamical information on the underlying microscopic stochastic process. A direct estimation using…

Probability · Mathematics 2023-05-16 Tony Lelièvre , Mouad Ramil , Julien Reygner

Biomolecular folding, at least in simple systems, can be described as a two state transition in a free energy landscape with two deep wells separated by a high barrier. Transition paths are the short part of the trajectories that cross the…

Statistical Mechanics · Physics 2018-12-10 M. Laleman , E. Carlon , H. Orland

We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical…

Statistical Mechanics · Physics 2013-12-13 Tobias Brett , Tobias Galla

Sampling all possible transition paths between two 3D states of a molecular system has various applications ranging from catalyst design to drug discovery. Current approaches to sample transition paths use Markov chain Monte Carlo and rely…

Quantitative Methods · Quantitative Biology 2024-05-29 Michael Plainer , Hannes Stärk , Charlotte Bunne , Stephan Günnemann

We construct path integrals for stochastic hybrid reaction-diffusion (RD) processes, in which the reaction terms depend on the discrete state of a randomly switching environment. We proceed by spatially discretizing a given RD system and…

Statistical Mechanics · Physics 2021-10-15 Paul C. Bressloff

Stochastic dynamics is generated by a matrix of transition probabilities. Certain eigenvectors of this matrix provide observables, and when these are plotted in the appropriate multi-dimensional space the phases (in the sense of phase…

Statistical Mechanics · Physics 2007-11-08 B. Gaveau , L. S. Schulman

Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…

Machine Learning · Statistics 2026-04-28 Ludovico T. Giorgini

Stochastically switching force terms appear frequently in models of biological systems under the action of active agents such as proteins. The interaction of switching force and Brownian motion can create an "effective thermal equilibrium"…

Statistical Mechanics · Physics 2024-01-17 Benjamin L. Walker , Katherine Newhall

Auto encoding models have been extensively studied in recent years. They provide an efficient framework for sample generation, as well as for analysing feature learning. Furthermore, they are efficient in performing interpolations between…

Machine Learning · Statistics 2021-03-30 Adam Lindhe , Carl Ringqvist , Henrik Hult

We present a path integral formalism to compute potentials for nonequilibrium steady states, reached by a multiplicative stochastic dynamics. We develop a weak-noise expansion, which allows the explicit evaluation of the potential in…

Statistical Mechanics · Physics 2016-02-17 Daniel G. Barci , Zochil González Arenas , Miguel Vera Moreno

We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…

Systems and Control · Computer Science 2014-07-15 Yongxin Chen , Tryphon Georgiou

We consider numerical methods for thermodynamic sampling, i.e. computing sequences of points distributed according to the Gibbs-Boltzmann distribution, using Langevin dynamics and overdamped Langevin dynamics (Brownian dynamics). A wide…

Statistical Mechanics · Physics 2015-01-13 Benedict Leimkuhler , Charles Matthews , Gabriel Stoltz

This paper establishes a Transition Path Theory (TPT) for L\'{e}vy-type processes, addressing a critical gap in the study of the transition mechanism between meta-stabile states in non-Gaussian stochastic systems. A key contribution is the…

Probability · Mathematics 2026-05-04 Yuanfei Huang , Xiang Zhou

We propose a formalism to analyze discrete stochastic processes with finite-state-level N. By using an (N+1)-dimensional representation of su(2) Lie algebra, we re-express the master equation to a time-evolution equation for the state…

Statistical Mechanics · Physics 2015-10-27 Takashi Arai

We consider the problem of sampling transition paths between two given metastable states of a molecular system, e.g. a folded and unfolded protein or products and reactants of a chemical reaction. Due to the existence of high energy…

Biomolecules · Quantitative Biology 2023-07-19 Lars Holdijk , Yuanqi Du , Ferry Hooft , Priyank Jaini , Bernd Ensing , Max Welling

We propose a direct numerical method to calculate the statistics of the number of transitions in stochastic processes, without having to resort to Monte Carlo calculations. The method is based on a generating function method, and arbitrary…

Statistical Mechanics · Physics 2015-05-18 Jun Ohkubo , Thomas Eggel

Global dynamics in nonlinear stochastic systems is often difficult to analyze rigorously. Yet, many excellent numerical methods exist to approximate these systems. In this work, we propose a method to bridge the gap between computation and…

Dynamical Systems · Mathematics 2019-01-07 Maxime Breden , Christian Kuehn

We introduce a powerful iterative algorithm to compute protein folding pathways, with realistic all-atom force fields. Using the path integral formalism, we explicitly derive a modified Langevin equation which samples directly the ensemble…

Biological Physics · Physics 2017-05-08 S. Orioli , S. A Beccara , P. Faccioli

We propose a new sensitivity analysis methodology for complex stochastic dynamics based on the Relative Entropy Rate. The method becomes computationally feasible at the stationary regime of the process and involves the calculation of…

Mathematical Physics · Physics 2013-04-16 Yannis Pantazis , Markos A. Katsoulakis