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Stochasticity plays important roles in reaction systems. Vector fields of probability flux and velocity characterize time-varying and steady-state properties of these systems, including high probability paths, barriers, checkpoints among…

Molecular Networks · Quantitative Biology 2018-12-05 Anna Terebus , Chun Liu , Jie Liang

Many cellular and subcellular biological processes can be described in terms of diffusing and chemically reacting species (e.g. enzymes). Such reaction-diffusion processes can be mathematically modelled using either deterministic…

Biological Physics · Physics 2015-06-26 Radek Erban , S. Jonathan Chapman

We apply the large-deviation method to study trajectories in dissipative quantum systems. We show that in the long time limit the statistics of quantum jumps can be understood from thermodynamic arguments by exploiting the analogy between…

Statistical Mechanics · Physics 2010-04-20 Juan P. Garrahan , Igor Lesanovsky

Maximum entropy (maxEnt) inference of state probabilities using state-dependent constraints is popular in the study of complex systems. In stochastic dynamical systems, the effect of state space topology and path-dependent constraints on…

Statistical Mechanics · Physics 2015-10-28 Purushottam D. Dixit

We derive a simple expression for the probability of trajectories of a master equation. The expression is particularly useful when the number of states is small and permits the calculation of observables that can be defined as functionals…

Statistical Mechanics · Physics 2009-02-23 Andrew D. Jackson , Simone Pigolotti

Splitting probabilities quantify the likelihood of particular outcomes out of a set of mutually-exclusive possibilities for stochastic processes and play a central role in first-passage problems. For two-dimensional Markov processes…

Mathematical Physics · Physics 2025-08-12 Emir Sezik , Jacob Knight , Henry Alston , Connor Roberts , Thibault Bertrand , Gunnar Pruessner , Luca Cocconi

We develop the rough path counterpart of It\^o stochastic integration and - differential equations driven by general semimartingales. This significantly enlarges the classes of (It\^o / forward) stochastic differential equations treatable…

Probability · Mathematics 2017-09-18 Peter K. Friz , Huilin Zhang

Dynamical systems studies of differential equations often focus on the behavior of solutions near critical points and on invariant manifolds, to elucidate the organization of the associated flow. In addition, effective methods, such as the…

Dynamical Systems · Mathematics 2015-05-13 Judy Day , Jonathan Rubin , Carson C. Chow

Understanding mechanisms of rare but important events in complex molecular systems, such as protein folding or ligand (un)binding, requires accurately mapping transition paths from an initial to a final state. The committor is the ideal…

Chemical Physics · Physics 2026-04-28 Rik S. Breebaart , Gianmarco Lazzeri , Roberto Covino , Peter G. Bolhuis

The paper gives an account of a detailed investigation of the thermodynamic branch as a path of the chemical system deviation from its isolated thermodynamic equilibrium under an external impact. For a combination of direct and reverse…

General Physics · Physics 2012-03-26 B. Zilbergleyt

The recent availability of routine medical data, especially in a university-clinical context, may enable the discovery of typical healthcare pathways, i.e., typical temporal sequences of clinical interventions or hospital readmissions.…

Methodology · Statistics 2021-09-22 Nadine Binder , Kathrin Möllenhoff , August Sigle , Holger Dette

Consider the stochastic differential equation $\mathrm dX_t = -A X_t \,\mathrm dt + f(t, X_t) \,\mathrm dt + \mathrm dB_t$ in a (possibly infinite-dimensional) separable Hilbert space, where $B$ is a cylindrical Brownian motion and $f$ is a…

Probability · Mathematics 2017-06-26 Lukas Wresch

The path decomposition expansion represents the propagator of the irreversible reaction as a convolution of the first-passage, last-passage and rebinding time probability densities. Using path integral technique, we give an elementary, yet…

Quantitative Methods · Quantitative Biology 2017-09-13 Thorsten Prüstel , Martin Meier-Schellersheim

We introduce a discrete time microscopic single particle model for kinetic transport. The kinetics is modeled by a two-state Markov chain, the transport by deterministic advection plus a random space step. The position of the particle after…

Probability · Mathematics 2011-06-16 Michel Dekking , Derong Kong

We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…

Statistical Mechanics · Physics 2025-12-24 Yogeesh Reddy Yerrababu , Satya N. Majumdar , Benjamin Guiselin , Tridib Sadhu

The existing literature on stochastic simulation of chemical reaction networks has a tendency to move as quickly as possible to the abstract formulation of the stochastic dynamics in terms of probabilities based on the concept of the…

Statistics Theory · Mathematics 2007-06-13 Sergey Plyasunov

Path thermodynamic formulation of non-equilibrium reactive systems is considered. It is shown through simple practical examples that this approach can lead to results that contradict well established thermodynamic properties of such…

Mathematical Physics · Physics 2020-05-27 M. Malek Mansour , Alejandro L. Garcia

Entwined space-time paths are bound pairs of trajectories which are traversed in opposite directions with respect to macroscopic time. In this paper we show that ensembles of entwined paths on a discrete space-time lattice are simply…

Quantum Physics · Physics 2016-09-08 G. N. Ord , R. B. Mann

Autocatalytic reaction system with a small number of molecules is studied numerically by stochastic particle simulations. A novel state due to fluctuation and discreteness in molecular numbers is found, characterized as extinction of…

Biological Physics · Physics 2007-05-23 Yuichi Togashi , Kunihiko Kaneko

Is a spontaneous transition from a state x to a state y allowed by thermodynamics? Such a question arises often in chemical thermodynamics and kinetics. We ask the more formal question: is there a continuous path between these states, along…

Statistical Mechanics · Physics 2013-02-13 A. N. Gorban