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Constructing numerical models of noisy partial differential equations is very delicate. Our long term aim is to use modern dynamical systems theory to derive discretisations of dissipative stochastic partial differential equations. As a…

Dynamical Systems · Mathematics 2007-05-23 A. J. Roberts

Conventional studies of biomolecular behaviors rely largely on the construction of kinetic schemes. Since the selection of these networks is not unique, a concern is raised whether and under which conditions hierarchical schemes can reveal…

Molecular Networks · Quantitative Biology 2015-07-07 De-Ming Deng , Cheng-Hung Chang

Invariant foliations are geometric structures for describing and understanding the qualitative behaviors of nonlinear dynamical systems. For stochastic dynamical systems, however, these geometric structures themselves are complicated random…

Dynamical Systems · Mathematics 2011-11-29 Xu Sun , Xingye Kan , Jinqiao Duan

Compressive sampling has been widely used for sparse polynomial chaos (PC) approximation of stochastic functions. The recovery accuracy of compressive sampling highly depends on the incoherence properties of the measurement matrix. In this…

Computation · Statistics 2018-10-17 Negin Alemazkoor , Hadi Meidani

In this paper we propose a compositional framework for the construction of approximations of the interconnection of a class of stochastic hybrid systems. As special cases, this class of systems includes both jump linear stochastic systems…

Optimization and Control · Mathematics 2016-04-26 Majid Zamani , Matthias Rungger , Peyman Mohajerin Esfahani

In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is based on a convergent approximation to the first two…

Optimization and Control · Mathematics 2013-12-19 J. C. Jimenez

Giving a convincing experimental evidence of the quantum supremacy over classical simulations is a challenging goal. Noise is considered to be the main problem in such a demonstration, hence it is urgent to understand the effect of noise.…

Quantum Physics · Physics 2022-03-08 Valery Shchesnovich

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

Stochastic sampling techniques are ubiquitous in real-time rendering, where performance constraints force the use of low sample counts, leading to noisy intermediate results. To remove this noise, the post-processing step of temporal and…

Graphics · Computer Science 2023-10-25 William Donnelly , Alan Wolfe , Judith Bütepage , Jon Valdés

Nanolasers operating at low power levels are strongly affected by intrinsic quantum noise, influencing both intensity fluctuations and laser coherence. Starting from semiclassical rate equations and making a simple hypothesis for the phase…

This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial…

Computational Finance · Quantitative Finance 2015-02-09 Nikolai Dokuchaev

Cellular signaling networks have evolved to cope with intrinsic fluctuations, coming from the small numbers of constituents, and the environmental noise. Stochastic chemical kinetics equations govern the way biochemical networks process…

Quantitative Methods · Quantitative Biology 2009-11-13 Yueheng Lan , Peter G. Wolynes , Garegin A. Papoian

We address the problem of parameter estimation in models of systems biology from noisy observations. The models we consider are characterized by simultaneous deterministic nonlinear differential equations whose parameters are either taken…

Machine Learning · Statistics 2017-05-01 Xin Liu , Mahesan Niranjan

Given a discrete stochastic process, for example a chemical reaction system or a birth and death process, we often want to find a continuous stochastic approximation so that the techniques of stochastic differential equations may be brought…

Statistical Mechanics · Physics 2010-09-29 Edward W. J. Wallace

A common model of stochastic auto-regulatory gene expression describes promoter switching via cooperative protein binding, effective protein production in the active state and dilution of proteins. Here we consider an extension of this…

Subcellular Processes · Quantitative Biology 2020-04-07 James Holehouse , Abhishek Gupta , Ramon Grima

The phenomena of stochasticity in biochemical processes have been intriguing life scientists for the past few decades. We now know that living cells take advantage of stochasticity in some cases and counteract stochastic effects in others.…

Quantitative Methods · Quantitative Biology 2011-06-09 Michal Komorowski , Jacek Miekisz , Michael P. H. Stumpf

Stochasticity is both exploited and controlled by cells. Although the intrinsic stochasticity inherent in biochemistry is relatively well understood, cellular variation, or 'noise', is predominantly generated by interactions of the system…

Molecular Networks · Quantitative Biology 2008-09-18 Vahid Shahrezaei , Julien F Ollivier , Peter S Swain

We consider the general problem of describing the dynamics of subnetworks of larger biochemical reaction networks, e.g. protein interaction networks involving complex formation and dissociation reactions. We propose the use of model…

Quantitative Methods · Quantitative Biology 2020-08-26 Barbara Bravi , Katy J. Rubin , Peter Sollich

Understanding fault-tolerant properties of quantum circuits is important for the design of large-scale quantum information processors. In particular, simulating properties of encoded circuits is a crucial tool for investigating the…

Quantum Physics · Physics 2014-11-19 Easwar Magesan , Daniel Puzzuoli , Christopher E. Granade , David G. Cory

The study of multiplicative noise models has a long history in control theory but is re-emerging in the context of complex networked systems and systems with learning-based control. We consider linear system identification with…

Systems and Control · Electrical Eng. & Systems 2020-07-06 Yu Xing , Ben Gravell , Xingkang He , Karl Henrik Johansson , Tyler Summers