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In precision medicine, Dynamic Treatment Regimes (DTRs) are treatment protocols that adapt over time in response to a patient's observed characteristics. A DTR is a set of decision functions that takes an individual patient's information as…

Methodology · Statistics 2022-03-17 Cong Jiang , Michael Wallace , Mary Thompson

We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

Pricing of Securities · Quantitative Finance 2024-04-11 Felix L. Wolf , Griselda Deelstra , Lech A. Grzelak

Continuum solvation models are becoming increasingly relevant in condensed matter simulations, allowing to characterize materials interfaces in the presence of wet electrified environments at a reduced computational cost with respect to all…

Computational Physics · Physics 2023-08-16 Gabriel Medrano , Edan Bainglass , Oliviero Andreussi

Open biochemical systems of interacting molecules are ubiquitous in life-related processes. However, established computational methodologies, like molecular dynamics, are still mostly constrained to closed systems and timescales too small…

Quantitative Methods · Quantitative Biology 2025-10-15 Margarita Kostré , Christof Schütte , Frank Noé , Mauricio J. del Razo

Diffusion models have risen to prominence in time series forecasting, showcasing their robust capability to model complex data distributions. However, their effectiveness in deterministic predictions is often constrained by instability…

Machine Learning · Computer Science 2024-11-08 Hao Yang , Zhanbo Feng , Feng Zhou , Robert C Qiu , Zenan Ling

The dynamics of ecological as well as chemical systems may depend on heterogeneous configurations. Heterogeneity in reaction-diffusion systems often increase modelling and simulating difficulties when non-linear effects are present. One…

Physics and Society · Physics 2019-08-27 Orlando Silva

In the presence of strong heterogeneities, it is well known that the use of explicit schemes for the transport of species in a porous medium suffers from severe restrictions on the time step. This has led to the development of implicit…

Numerical Analysis · Mathematics 2023-04-10 Franciane F. Rocha , Fabricio S. Sousa , Roberto F. Ausas , Gustavo C. Buscaglia , Felipe Pereira

Dual scattering channel schemes extend the transmission line matrix numerical method (JOHNS' TLM algorithm) in two directions. For one point, transmission line links are replaced by abstract scattering channels in terms of paired…

Numerical Analysis · Mathematics 2025-10-20 Steffen Hein

Capturing the structure of a data-generating process by means of appropriate inductive biases can help in learning models that generalize well and are robust to changes in the input distribution. While methods that harness spatial and…

A novel approach to simulate simple protein-ligand systems at large time- and length-scales is to couple Markov state models (MSMs) of molecular kinetics with particle-based reaction-diffusion (RD) simulations, MSM/RD. Currently, MSM/RD…

Chemical Physics · Physics 2021-12-10 Mauricio J. del Razo , Manuel Dibak , Christof Schütte , Frank Noé

The Expectation-Maximization (EM) algorithm is a popular choice for learning latent variable models. Variants of the EM have been initially introduced, using incremental updates to scale to large datasets, and using Monte Carlo (MC)…

Machine Learning · Statistics 2022-03-22 Belhal Karimi , Ping Li

We develop a systematic framework for the model reduction of multivariate geometric Brownian motions (GBMs), a fundamental class of stochastic processes with broad applications in mathematical finance, population biology, and statistical…

Mathematical Physics · Physics 2026-02-11 C. Chen , M. Colangeli , M. H. Duong , M. Serva

In the present work, we illustrate the process of constructing a simplified model for complex multi-scale combustion systems. To this end, reduced models of homogeneous ideal gas mixtures of methane and air are first obtained by the novel…

Statistical Mechanics · Physics 2015-05-20 Eliodoro Chiavazzo , Filippo Visconti , Pietro Asinari

We present a multiscale hybrid particle-field scheme for the simulation of relaxation and diffusion behavior of soft condensed matter systems. It combines particle-based Brownian dynamics and field-based local dynamics in an adaptive sense…

Soft Condensed Matter · Physics 2017-09-06 Shuanhu Qi , Friederike Schmid

Many complex multiphysics systems in fluid dynamics involve using solvers with varied levels of approximations in different regions of the computational domain to resolve multiple spatiotemporal scales present in the flow. The accuracy of…

Computational Physics · Physics 2020-10-28 Suraj Pawar , Shady E. Ahmed , Omer San

The conditional diffusion model (CDM) enhances the standard diffusion model by providing more control, improving the quality and relevance of the outputs, and making the model adaptable to a wider range of complex tasks. However, inaccurate…

Machine Learning · Computer Science 2024-08-07 Weifeng Xu , Xiang Zhu , Xiaoyong Li

The reaction-diffusion master equation (RDME) is commonly used to model processes where both the spatial and stochastic nature of chemical reactions need to be considered. We show that the RDME in many cases is inconsistent with a…

Quantitative Methods · Quantitative Biology 2009-05-29 Paul Sjoberg , Otto G Berg , Johan Elf

Understanding and simulating how a quantum system interacts and exchanges information or energy with its surroundings is a ubiquitous problem, one which must be carefully addressed in order to establish a coherent framework to describe the…

Quantum Physics · Physics 2021-05-25 Steve Campbell , Bassano Vacchini

Diffusion models generate highly realistic images by learning a multi-step denoising process, naturally embodying the principles of multi-task learning (MTL). Despite the inherent connection between diffusion models and MTL, there remains…

Computer Vision and Pattern Recognition · Computer Science 2024-02-22 Byeongjun Park , Sangmin Woo , Hyojun Go , Jin-Young Kim , Changick Kim

Digital twins have emerged as a key technology for optimizing the performance of engineering products and systems. High-fidelity numerical simulations constitute the backbone of engineering design, providing an accurate insight into the…

Machine Learning · Computer Science 2023-06-28 G. I. Drakoulas , T. V. Gortsas , G. C. Bourantas , V. N. Burganos , D. Polyzos
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