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The stochastic nature of chemical reactions involving randomly fluctuating population sizes has lead to a growing research interest in discrete-state stochastic models and their analysis. A widely-used approach is the description of the…

Quantitative Methods · Quantitative Biology 2015-10-01 Alexander Andreychenko , Luca Bortolussi , Ramon Grima , Philipp Thomas , Verena Wolf

We analyze the Gaussian approximation as a method to obtain the first and second moments of a stochastic process described by a master equation. We justify the use of this approximation with ideas coming from van Kampen's expansion approach…

Statistical Mechanics · Physics 2015-05-18 Luis F. Lafuerza , Raul Toral

The evolution of a continuous time Markov process with a finite number of states is usually calculated by the Master equation - a linear differential equations with a singular generator matrix. We derive a general method for reducing the…

Quantitative Methods · Quantitative Biology 2012-07-19 Daniel Soudry , Ron Meir

This paper discusses new simulation algorithms for stochastic chemical kinetics that exploit the linearity of the chemical master equation and its matrix exponential exact solution. These algorithms make use of various approximations of the…

Numerical Analysis · Computer Science 2016-09-08 Azam S. Zavar Moosavi , Adrian Sandu

In the presence of quantum measurements with direct photon detection the evolution of open quantum systems is usually described by stochastic master equations with jumps. Heuristically, from these equations one can obtain diffusion models…

Mathematical Physics · Physics 2015-05-13 Clement Pellegrini , Francesco Petruccione

Stochastic dynamical systems often contain nonlinearities which make it hard to compute probability density functions or statistical moments of these systems. For the moment computations, nonlinearities in the dynamics lead to unclosed…

Optimization and Control · Mathematics 2017-03-28 Khem Raj Ghusinga , Mohammad Soltani , Andrew Lamperski , Sairaj Dhople , Abhyudai Singh

This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. We discuss analytical and numerical methods for the solution of master equations, keeping our focus on…

Statistical Mechanics · Physics 2017-04-04 Markus F. Weber , Erwin Frey

The Master equation describes the time evolution of the probabilities of a system with a discrete state space. This time evolution approaches for long times a stationary state that will in general depend on the initial probability…

Mathematical Physics · Physics 2022-03-09 Bernd Fernengel , Barbara Drossel

We present a numerical approximation technique for the analysis of continuous-time Markov chains that describe networks of biochemical reactions and play an important role in the stochastic modeling of biological systems. Our approach is…

Quantitative Methods · Quantitative Biology 2010-05-06 Thomas A. Henzinger , Maria Mateescu , Linar Mikeev , Verena Wolf

We study classical stochastic systems with discrete states, coupled to switching external environments. For fast environmental processes we derive reduced dynamics for the system itself, focusing on corrections to the adiabatic limit of…

Statistical Mechanics · Physics 2019-03-27 Peter G. Hufton , Yen Ting Lin , Tobias Galla

Polynomials are common algebraic structures, which are often used to approximate functions including probability distributions. This paper proposes to directly define polynomial distributions in order to describe stochastic properties of…

Information Theory · Computer Science 2022-12-12 Yue Yu , Pavel Loskot

This paper shows how to evolve numerically the maximum entropy probability distributions for a given set of constraints, which is a variational calculus problem. An evolutionary algorithm can obtain approximations to some well-known…

Methodology · Statistics 2020-02-07 Raul Rojas

The stochastic dynamics of biochemical networks are usually modelled with the chemical master equation (CME). The stationary distributions of CMEs are seldom solvable analytically, and numerical methods typically produce estimates with…

Probability · Mathematics 2019-10-30 Juan Kuntz , Philipp Thomas , Guy-Bart Stan , Mauricio Barahona

In many real-world networks, the rates of node and link addition are time dependent. This observation motivates the definition of accelerating networks. There has been relatively little investigation of accelerating networks and previous…

Physics and Society · Physics 2009-10-08 David M. D. Smith , Jukka-Pekka Onnela , Nick S. Jones

The past decade has seen a revived interest in the unavoidable or intrinsic noise in biochemical and genetic networks arising from the finite copy number of the participating species. That is, rather than modeling regulatory networks in…

Molecular Networks · Quantitative Biology 2015-03-17 Aleksandra M. Walczak , Andrew Mugler , Chris H. WIggins

Employing molecular dynamics simulations of jammed soft particles, we study microscopic responses of force-chain networks to quasi-static isotropic (de)compressions. We show that not only contacts but also interparticle gaps between the…

Soft Condensed Matter · Physics 2026-03-26 Kuniyasu Saitoh , Vanessa Magnanimo , Stefan Luding

The stochastic thermodynamics of a dilute, well-stirred mixture of chemically-reacting species is built on the stochastic trajectories of reaction events obtained from the Chemical Master Equation. However, when the molecular populations…

Statistical Mechanics · Physics 2017-07-04 Jordan M. Horowitz

We study matricial approximations of master fields we constructed in a previous work. These approximations (in non-commutative distribution) are obtained by extracting blocks of a Brownian unitary diffusion (with entries in $\mathbb{R},…

Probability · Mathematics 2020-05-26 Nicolas Gilliers

The (conditional or unconditional) distribution of the continuous scan statistic in a one-dimensional Poisson process may be approximated by that of a discrete analogue via time discretization (to be referred to as the discrete…

Probability · Mathematics 2016-02-09 Yi-Ching Yao , Daniel Wei-Chung Miao , Xenos Chang-Shuo Lin

An incremental evolution equation, i.e. a Master equation in statistical mechanics, is introduced for force distributions in polydisperse frictional particle packings. As basic ingredients of the Master equation, the conditional probability…

Soft Condensed Matter · Physics 2015-05-29 Kuniyasu Saitoh , Vanessa Magnanimo , Stefan Luding
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