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The computer revolution has been driven by a sustained increase of computational speed of approximately one order of magnitude (a factor of ten) every five years since about 1950. In natural sciences this has led to a continuous increase of…

Statistical Mechanics · Physics 2007-09-06 Bernd A. Berg

Design of robots at the small scale is a trial-and-error based process, which is costly and time-consuming. There are no good dynamic simulation tools to predict the motion or performance of a microrobot as it moves against a substrate. At…

Robotics · Computer Science 2019-07-31 Jiayin Xie , Chenghao Bi , David J. Cappelleri , Nilanjan Chakraborty

We implement a computer-assisted approach that, under appropriate conditions, allows the bifurcation analysis of the coarse dynamic behavior of microscopic simulators without requiring the explicit derivation of closed macroscopic equations…

Pattern Formation and Solitons · Physics 2009-11-07 Alexei G. Makeev , Dimitrios Maroudas , Ioannis G. Kevrekidis

The internal dynamics of macro-molecular systems is characterized by widely separated time scales, ranging from fraction of ps to ns. In ordinary molecular dynamics simulations, the elementary time step dt used to integrate the equation of…

Soft Condensed Matter · Physics 2015-05-19 Pietro Faccioli

We provide a numerical study of the macroscopic model of [3] derived from an agent-based model for a system of particles interacting through a dynamical network of links. Assuming that the network remodelling process is very fast, the…

Model reduction of Markov processes is a basic problem in modeling state-transition systems. Motivated by the state aggregation approach rooted in control theory, we study the statistical state compression of a discrete-state Markov chain…

Machine Learning · Statistics 2019-11-26 Anru Zhang , Mengdi Wang

We address the problem of analyzing sets of noisy time-varying signals that all report on the same process but confound straightforward analyses due to complex inter-signal heterogeneities and measurement artifacts. In particular we…

Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…

Optimization and Control · Mathematics 2022-04-08 Shukai Li , Sanjay Mehrotra

Markov state models (MSMs) are widely employed to analyze the kinetics of complex systems. But despite their effectiveness in many applications, MSMs are prone to systematic or statistical errors, often exacerbated by suboptimal…

Data Analysis, Statistics and Probability · Physics 2025-08-12 Yehor Tuchkov , Luke Evans , Sonya M. Hanson , Erik H. Thiede

We present a novel characterization of slow variables for continuous Markov processes that provably preserve the slow timescales. These slow variables are known as reaction coordinates in molecular dynamical applications, where they play a…

Dynamical Systems · Mathematics 2020-05-05 Andreas Bittracher , Christof Schütte

In present paper we suggest a new universal approach to study complex systems by microscopic, mesoscopic and macroscopic methods. We discuss new possibilities of extracting information on nonstationarity, unsteadiness and non-Markovity of…

Disordered Systems and Neural Networks · Physics 2007-05-23 Renat M. Yulmetyev , Anatolii V. Mokshin , Peter Hänggi

A shortcoming of existing reachability approaches for nonlinear systems is the poor scalability with the number of continuous state variables. To mitigate this problem we present a simulation-based approach where we first sample a number of…

Systems and Control · Computer Science 2017-09-21 Murat Arcak , John Maidens

Coarse-graining techniques play a central role in reducing the complexity of stochastic models, and are typically characterised by a mapping which projects the full state of the system onto a smaller set of variables which captures the…

Probability · Mathematics 2023-09-28 Bastian Hilder , Upanshu Sharma

Rule-based modelling allows to represent molecular interactions in a compact and natural way. The underlying molecular dynamics, by the laws of stochastic chemical kinetics, behaves as a continuous-time Markov chain. However, this Markov…

Other Computer Science · Computer Science 2018-12-27 Tatjana Petrov

We propose a method for inference on moderately high-dimensional, nonlinear, non-Gaussian, partially observed Markov process models for which the transition density is not analytically tractable. Markov processes with intractable transition…

Methodology · Statistics 2020-04-02 Joonha Park , Edward L. Ionides

Molecular dynamics (MD) simulations are used in biochemistry, physics, and other fields to study the motions, thermodynamic properties, and the interactions between molecules. Computational limitations and the complexity of these problems,…

Numerical Analysis · Mathematics 2018-01-17 F. Grogan , M. Holst , L. Lindblom , R. Amaro

We introduce a new micro-macro Markov chain Monte Carlo method (mM-MCMC) with indirect reconstruction to sample invariant distributions of molecular dynamics systems that exhibit a time-scale separation between the microscopic (fast)…

Numerical Analysis · Mathematics 2020-03-27 Hannes Vandecasteele , Giovannni Samaey

Empirical modelling often aims for the simplest model consistent with the data. A new technique is presented which quantifies the consistency of the model dynamics as a function of location in state space. As is well-known, traditional…

Chaotic Dynamics · Physics 2009-11-10 Patrick E. McSharry , Leonard A. Smith

Molecular dynamics simulation is now a widespread approach for understanding complex systems on the atomistic scale. It finds applications from physics and chemistry to engineering, life and medical science. In the last decade, the approach…

Computational Physics · Physics 2021-04-28 Shunzhou Wan , Robert C. Sinclair , Peter V. Coveney

In this thesis, we develop multiscale models for particle simulations in population dynamics. These models are characterised by prescribing particle motion on two spatial scales: microscopic and macroscopic. At the microscopic level, each…

Computational Engineering, Finance, and Science · Computer Science 2016-09-14 Omar Richardson