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Related papers: Simulating non-Markovian stochastic processes

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Biochemical reaction networks are often modelled using discrete-state, continuous-time Markov chains. System statistics of these Markov chains usually cannot be calculated analytically and therefore estimates must be generated via…

Quantitative Methods · Quantitative Biology 2016-04-19 Daniel Wilson , Ruth E. Baker

In the present paper we propose an improvement of the Gillespie algorithm allowing us to study the time evolution of an ensemble of chemical reactions occurring in a varying volume, whose growth is directly related to the amount of some…

Biological Physics · Physics 2015-03-19 Timoteo Carletti , Alessandro Filisetti

The use of stochastic models, in effect piecewise deterministic Markov processes (PDMP), has become increasingly popular especially for the modeling of chemical reactions and cell biophysics. Yet, exact simulation methods, for the…

Numerical Analysis · Mathematics 2015-04-28 Romain Veltz

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

The exact stochastic decomposition of non-Markovian dissipative quantum dynamics is combined with the time-dependent semiclassical initial value formalism. It is shown that even in the challenging regime of moderate friction and low…

Statistical Mechanics · Physics 2011-09-30 Werner Koch , Frank Großmann , Jürgen T. Stockburger , Joachim Ankerhold

A biochemical network can be simulated by a set of ordinary differential equations (ODE) under well stirred reactor conditions, for large numbers of molecules, and frequent reactions. This is no longer a robust representation when some…

Quantitative Methods · Quantitative Biology 2021-12-17 Guilherme C. P. Innocentini , Arran Hodgkinson , Fernando Antoneli , Arnaud Debussche , Ovidiu Radulescu

Stochastic resetting describes dynamics which are reinitialized to a reference state at random times. These protocols are attracting significant interest: they can stabilize nonequilibrium stationary states, generate correlations in…

Quantum Physics · Physics 2026-01-21 Federico Carollo , Sascha Wald

Currently, there is no systematic way to describe a quantum process with memory solely in terms of experimentally accessible quantities. However, recent technological advances mean we have control over systems at scales where memory effects…

We introduce a single generative mechanism with which it is able to describe diverse non-stationary diffusions. A non-stationary Markovian replication process for steps is considered, for which we analytically derive time-evolution of the…

Statistical Mechanics · Physics 2017-10-25 Yichul Choi , Hyun-Joo Kim

In this paper we develop the new approach in time series analysis with a variable time step and present the results of quantitative and qualitative estimation of randomness and regularity, and the study of non-Markovian effects of the X-ray…

Space Physics · Physics 2007-05-23 R. M. Yulmetyev , S. A. Demin , R. M. Khusnutdinov , O. Yu. Panischev , P. Hänggi

Complex systems are often characterized by the interplay of multiple interconnected dynamical processes operating across a range of temporal scales. This phenomenon is widespread in both biological and artificial scenarios, making it…

Statistical Mechanics · Physics 2025-09-08 Giorgio Nicoletti , Daniel M. Busiello

Approximate numerical methods are one of the most used strategies to extract information from many-interacting-agents systems. In particular, numerical approximations are of extended use to deal with epidemic, ecological and biological…

Physics and Society · Physics 2025-08-27 Javier Aguilar , Jose J. Ramasco , Raúl Toral

Non-Markovian open quantum systems represent the most general dynamics when the quantum system is coupled with a bath environment. The quantum dynamics arising from many important applications are non-Markovian. Although for special cases,…

Quantum Physics · Physics 2023-03-01 Xiantao Li , Chunhao Wang

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…

Statistical Mechanics · Physics 2018-11-26 V. Sposini , A. V. Chechkin , F. Seno , G. Pagnini , R. Metzler

The analysis of data from multiple experiments, such as observations of several individuals, is commonly approached using mixed-effects models, which account for variation between individuals through hierarchical representations. This makes…

Computation · Statistics 2026-03-05 Henrik Häggström , Sebastian Persson , Marija Cvijovic , Umberto Picchini

We developed a model and a software package for stochastic simulations of transmission of COVID-19 and other similar infectious diseases, that takes into account contact network structures and geographical distribution of population…

Populations and Evolution · Quantitative Biology 2021-05-19 Alexander Temerev , Liudmila Rozanova , Olivia Keiser , Janne Estill

It is common, when dealing with quantum processes involving a subsystem of a much larger composite closed system, to treat them as effectively memory-less (Markovian). While open systems theory tells us that non-Markovian processes should…

Quantum Physics · Physics 2019-05-02 Pedro Figueroa-Romero , Kavan Modi , Felix A. Pollock

Beyond the conventional quantum regression theorem, a general formula for non-Markovian correlation functions of arbitrary system operators both in the time- and frequency-domain is given. We approach the problem by transforming the…

Quantum Physics · Physics 2016-09-21 Jinshuang Jin , Christian Karlewski , Michael Marthaler

We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…

Optimization and Control · Mathematics 2020-12-03 Kipngeno Benard Kirui , Georg Ch. Pflug , Alois Pichler

The developing of (non-Markovian) memory effects strongly depends on the underlying system-environment dynamics. Here we study this problem in multipartite arrangements where all subsystems are coupled to each other by non-diagonal…

Quantum Physics · Physics 2023-01-05 Adrián A. Budini