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A practical introduction to stochastic modelling of reaction-diffusion processes is presented. No prior knowledge of stochastic simulations is assumed. The methods are explained using illustrative examples. The article starts with the…

Subcellular Processes · Quantitative Biology 2007-11-19 Radek Erban , Jonathan Chapman , Philip Maini

Biochemical networks play a crucial role in biological systems, implementing a broad range of vital functions. They normally operate at low copy numbers and in spatial settings, but this is often ignored and well-stirred conditions are…

Molecular Networks · Quantitative Biology 2017-05-25 Thomas R. Sokolowski , Pieter Rein ten Wolde

Single-cell data reveal the presence of biological stochasticity between cells of identical genome and environment, in particular highlighting the transcriptional bursting phenomenon. To account for this property, gene expression may be…

Molecular Networks · Quantitative Biology 2026-05-19 Mathilde Gaillard , Ulysse Herbach

In biochemical systems some of the chemical species are present with only small numbers of molecules. In this situation discrete and stochastic simulation approaches are more relevant than continuous and deterministic ones. The fundamental…

Computational Engineering, Finance, and Science · Computer Science 2013-03-18 Tae-Hyuk Ahn , Adrian Sandu , Xiaoying Han

Heterogeneous multiscale methods (HMM) combine molecular accuracy of particle-based simulations with the computational efficiency of continuum descriptions to model flow in soft matter liquids. In these schemes, molecular simulations…

Stochastic differential equations (sdes) play an important role in physics but existing numerical methods for solving such equations are of low accuracy and poor stability. A general strategy for developing accurate and efficient schemes…

Quantum Physics · Physics 2009-11-10 Joshua Wilkie

We present a highly efficient and accurate hybrid stochastic simulation algorithm (HSSA) for the purpose of simulating a subset of biochemical reactions of large gene regulatory networks (GRN). The algorithm relies on the separability of a…

Molecular Networks · Quantitative Biology 2020-09-29 Jaroslav Albert

Experiments in predator-prey systems show the emergence of long-term cycles. Deterministic model typically fails in capturing these behaviors, which emerge from the microscopic interplay of individual based dynamics and stochastic effects.…

Numerical Analysis · Mathematics 2022-03-03 Giacomo Albi , Roberto Chignola , Federica Ferrarese

In this article we propose and investigate a hierarchy of mathematical models based on partial differential equations (PDE) and ordinary differential equations (ODE) for the simulation of the biophysical phenomena occurring in the…

Numerical Analysis · Mathematics 2016-01-20 Emanuela Abbate , Matteo Porro , Thierry Nieus , Riccardo Sacco

A combination of a steady-state preserving operator splitting method and a semi-implicit integration scheme is proposed for efficient time stepping in simulations of unsteady reacting flows, such as turbulent flames, using detailed chemical…

Computational Physics · Physics 2017-12-05 Hao Wu , Peter C. Ma , Matthias Ihme

We present a quantum algorithm based on repeated measurement to solve initial-value problems for nonlinear ordinary differential equations (ODEs), which may be generated from partial differential equations in plasma physics. We map a…

Quantum Physics · Physics 2025-04-30 Joseph Andress , Alexander Engel , Yuan Shi , Scott Parker

We present a simple and general framework to simulate statistically correct realizations of a system of non-Markovian discrete stochastic processes. We give the exact analytical solution and a practical an efficient algorithm alike the…

Disordered Systems and Neural Networks · Physics 2014-10-21 Marian Boguna , Luis F. Lafuerza , Raul Toral , M. Angeles Serrano

Ordinary differential equations (ODEs) are a mathematical model used in many application areas such as climatology, bioinformatics, and chemical engineering with its intuitive appeal to modeling. Despite ODE's wide usage in modeling, the…

Applications · Statistics 2021-08-10 Hyunjoo Yang , Jaeyong Lee

We introduce a new approach to develop stochastic optimization algorithms for a class of stochastic composite and possibly nonconvex optimization problems. The main idea is to combine two stochastic estimators to create a new hybrid one. We…

Optimization and Control · Mathematics 2020-05-05 Quoc Tran-Dinh , Nhan H. Pham , Dzung T. Phan , Lam M. Nguyen

Hybrid classical quantum optimization methods have become an important tool for efficiently solving problems in the current generation of NISQ computers. These methods use an optimization algorithm executed in a classical computer, fed with…

Quantum Physics · Physics 2023-08-02 J. Gidi , B. Candia , A. D. Muñoz-Moller , A. Rojas , L. Pereira , M. Muñoz , L. Zambrano , A. Delgado

In this study, a species-clustered ordinary differential equations (ODE) solver for chemical kinetics with large detailed mechanisms based on operator-splitting is presented. The ODE system is split into clusters of species by using graph…

Computational Physics · Physics 2019-05-01 Jian-Hang Wang , Shucheng Pan , Xiangyu Y. Hu , Nikolaus A. Adams

Recent years have seen a growing interest in understanding acceleration methods through the lens of ordinary differential equations (ODEs). Despite the theoretical advancements, translating the rapid convergence observed in continuous-time…

Optimization and Control · Mathematics 2024-06-05 Zhonglin Xie , Wotao Yin , Zaiwen Wen

Quantum chemistry and materials science are among the most promising areas for demonstrating algorithmic quantum advantage and quantum utility due to their inherent quantum mechanical nature. Still, large-scale simulations of quantum…

This work introduces hybrid stochastic differential equations with memory (mH-SDEs), a new class of stochastic systems where transition rates depend on the joint history of both Euclidean and discrete components. This extends existing…

Probability · Mathematics 2026-03-30 Oscar Peralta

Stochastic and conditional simulation methods have been effective towards producing realistic realizations and simulations of spatial numerical models that share equal probability of occurrence. Application of these methods are valuable…