Related papers: A multilevel adaptive reaction-splitting simulatio…
The model of chemical reaction networks is among the oldest and most widely studied and used in natural science. The model describes reactions among abstract chemical species, for instance $A + B \to C$, which indicates that if a molecule…
This paper describes a new Monte Carlo method based on a novel stochastic potential switching algorithm. This algorithm enables the equilibrium properties of a system with potential $V$ to be computed using a Monte Carlo simulation for a…
Stochastic reaction network models arise in intracellular chemical reactions, epidemiological models and other population process models, and are a class of continuous time Markov chains which have the nonnegative integer lattice as state…
We investigate the extension of the multilevel Monte Carlo path simulation method to jump-diffusion SDEs. We consider models with finite rate activity, using a jump-adapted discretisation in which the jump times are computed and added to…
There exist several methods for simulating biological and physical systems as represented by chemical reaction networks. Systems with low numbers of particles are frequently modelled as discrete-state Markov jump processes and are typically…
Stochastic processes can model many emerging phenomena on networks, like the spread of computer viruses, rumors, or infectious diseases. Understanding the dynamics of such stochastic spreading processes is therefore of fundamental interest.…
Stochastic models of biochemical reaction networks are widely used to capture intrinsic noise in cellular systems. The typical formulation of these models are based on Markov processes for which there is extensive research on efficient…
The stochastic description of chemical reaction networks with the kinetic chemical master equation (CME) is important for studying biological cells, but it suffers from the curse of dimensionality: The amount of data to be stored grows…
We describe an adaptive importance sampling algorithm for rare events that is based on a dual stochastic control formulation of a path sampling problem. Specifically, we focus on path functionals that have the form of cumulate generating…
Reaction networks are widely used models to describe biochemical processes. Stochastic fluctuations in the counts of biological macromolecules have amplified consequences due to their small population sizes. This makes it necessary to favor…
Monte Carlo criticality simulations are widely used in nuclear safety demonstrations, as they offer an arbitrarily precise estimation of global and local tallies while making very few assumptions. However, since the inception of such…
In this work, we consider the numerical estimation of the probability for a stochastic process to hit a set B before reaching another set A. This event is assumed to be rare. We consider reactive trajectories of the stochastic Allen-Cahn…
Quasi-Monte Carlo methods have proven to be effective extensions of traditional Monte Carlo methods in, amongst others, problems of quadrature and the sample path simulation of stochastic differential equations. By replacing the random…
Sequential Monte Carlo (SMC) methods are not only a popular tool in the analysis of state space models, but offer an alternative to MCMC in situations where Bayesian inference must proceed via simulation. This paper introduces a new SMC…
Surfaces serve as highly efficient catalysts for a vast variety of chemical reactions. Typically, such surface reactions involve billions of molecules which diffuse and react over macroscopic areas. Therefore, stochastic fluctuations are…
A number of coupling strategies are presented for stochastically modeled biochemical processes with time-dependent parameters. In particular, the stacked coupling is introduced and is shown via a number of examples to provide an…
We consider the problem of inferring the unknown parameters of a stochastic biochemical network model from a single measured time-course of the concentration of some of the involved species. Such measurements are available, e.g., from…
We provide an overview of Monte Carlo algorithms based on Markovian stochastic dynamics of interacting and reacting many-particle systems not in thermal equilibrium. These agent-based simulations are an effective way of introducing students…
Process monitoring and control requires detection of structural changes in a data stream in real time. This article introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The…
The paper presents a computational stochastic model of virtual cells irradiation, based on Quasi-Markov Chain Monte Carlo method and using biophysical input. The model is based on a stochastic tree of probabilities for each cell of the…