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We propose two distributed set-based observers using strip-based and set-propagation approaches for linear discrete-time dynamical systems with bounded modeling and measurement uncertainties. Both algorithms utilize a set-based diffusion…

Systems and Control · Electrical Eng. & Systems 2023-06-21 Amr Alanwar , Jagat Jyoti Rath , Hazem Said , Karl Henrik Johansson , Matthias Althoff

This work explores different particle-based approaches to the simulation of one-dimensional fractional subdiffusion equations in unbounded domains. We rely on smooth particle approximations, and consider four methods for estimating the…

Numerical Analysis · Mathematics 2017-07-14 S. Allouch , M. Lucchesi , O. P. Le Maître , K. A. Mustapha , O. M. Knio

In this paper, a diffusion-based molecular communication channel is modeled in presence of a probabilistic absorber. The probabilistic absorber is an absorber which absorbs molecules upon collision with probability q. With random walk…

Emerging Technologies · Computer Science 2019-09-19 S Salehi , NS Moayedian , E Alarcón

Time-dependent diffusion behavior is probed over sub-millisecond timescales in a single shot using an NMR static gradient, time-incremented echo train acquisition (SG-TIETA) framework. The method extends the Carr-Purcell-Meiboom-Gill (CPMG)…

Quantitative Methods · Quantitative Biology 2021-03-18 Teddy X. Cai , Nathan H. Williamson , Velencia J. Witherspoon , Rea Ravin , Peter J. Basser

Single-molecule tracking (SMT) methods are under considerable expansion in many fields of cell biology, as the dynamics of cellular components in biological mechanisms becomes increasingly relevant. Despite the development of SMT…

Quantitative Methods · Quantitative Biology 2015-06-08 Sylvain Tollis

We consider the problem of parameter estimation for a class of continuous-time state space models. In particular, we explore the case of a partially observed diffusion, with data also arriving according to a diffusion process. Based upon a…

Computation · Statistics 2021-03-16 Alexandros Beskos , Dan Crisan , Ajay Jasra , Nikolas Kantas , Hamza Ruzayqat

The challenges of graph stream algorithms are twofold. First, each edge needs to be processed only once, and second, it needs to work on highly constrained memory. Diffusion degree is a measure of node centrality that can be calculated (for…

Data Structures and Algorithms · Computer Science 2024-02-01 Vinit Ramesh Gore , Suman Kundu , Anggy Eka Pratiwi

The effect of the applied trajectory length on the convergence of the static dielectric constant and the self-diffusion coefficient were examined for the SPC/E water model in the NVT ensemble with different system size at 293 K. Very long…

Disordered Systems and Neural Networks · Physics 2015-05-20 Orsolya Gereben , Laszlo Pusztai

Translational diffusion coefficients are routinely estimated from molecular dynamics simulations. Linear fits to mean squared displacement (MSD) curves have become the de facto standard, from simple liquids to complex biomacromolecules.…

Computational Physics · Physics 2020-11-20 Jakob Tómas Bullerjahn , Sören von Bülow , Gerhard Hummer

In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…

Computation · Statistics 2026-05-01 Jingning Yao , Ajay Jasra , Sheng Jiang

We revisit the problem of estimating the parameters of a partially observed diffusion process, consisting of a hidden state process and an observed process, with a continuous time parameter. The estimation is to be done online, i.e. the…

Optimization and Control · Mathematics 2018-10-16 Simone Carlo Surace , Jean-Pascal Pfister

The movement of molecules inside living cells is a fundamental feature of biological processes. The ability to both observe and analyse the details of molecular diffusion in vivo at the single molecule and single cell level can add…

Quantitative Methods · Quantitative Biology 2012-11-21 Alex Robson , Kevin Burrage , Mark Leake

In molecular dynamics simulations in the NPT ensemble at constant pressure, the size and shape of the periodic simulation box fluctuate with time. For particle images far from the origin, the rescaling of the box by the barostat results in…

Computational Physics · Physics 2023-03-17 Jakob Tómas Bullerjahn , Sören von Bülow , Maziar Heidari , Jérôme Hénin , Gerhard Hummer

Estimating parameters of a diffusion process given continuous-time observations of the process via maximum likelihood approaches or, online, via stochastic gradient descent or Kalman filter formulations constitutes a well-established…

Methodology · Statistics 2025-03-17 Jan Albrecht , Sebastian Reich

The diffusion motions of individual polymer aggregates in disordered porous media were visualized using the single particle tracking (SPT) method because the motions inside porous media play important roles in various fields of science and…

Soft Condensed Matter · Physics 2024-10-24 Yusaku Abe , Naoki Tomioka , Yu Matsuda

Sampling based on score diffusions has led to striking empirical results, and has attracted considerable attention from various research communities. It depends on availability of (approximate) Stein score functions for various levels of…

Statistics Theory · Mathematics 2026-01-01 M. J. Wainwright

In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of…

Methodology · Statistics 2007-10-24 Paul Fearnhead , Omiros Papaspiliopoulos , Gareth Roberts

We revisit the method of cumulants for analysing dynamic light scattering data in particle sizing applications. Here the data, in the form of the time correlation function of scattered light, is written as a series involving the first few…

Soft Condensed Matter · Physics 2015-04-27 Alastair G. Mailer , Paul S. Clegg , Peter N. Pusey

Formation, maintenance and physiology of high-density protein-enriched organized nanodomains, first observed in electron microscopy images, remains challenging to investigate due to their small sizes. However, these regions regulate…

Quantitative Methods · Quantitative Biology 2023-12-29 Pierre Parutto , Jennifer Heck , Martin Heine , David Holcman

In heterogeneous environments, the diffusivity is not constant but changes with time. It is important to detect changes in the diffusivity from single-particle-tracking trajectories in experiments. Here, we devise a novel method for…

Statistical Mechanics · Physics 2017-12-06 Takuma Akimoto , Eiji Yamamoto