Related papers: Efficient Reactive Brownian Dynamics
We study rare event simulations of semimartingale reflecting Brownian motions (SRBMs) in an orthant. The rare event of interest is that a $d$-dimensional positive recurrent SRBM enters the set $B_n = \{z\in\mathbb{R}^d: \sum_{k=1}^d z_k =…
An active Brownian particle is a minimal model for a self-propelled colloid in a dissipative environment. Experiments and simulations show that, in the presence of boundaries and obstacles, active Brownian particle systems approach…
Many cellular and subcellular biological processes can be described in terms of diffusing and chemically reacting species (e.g. enzymes). Such reaction-diffusion processes can be mathematically modelled using either deterministic…
In this paper, using an algorithm based on the retrospective rejection sampling scheme, we propose an exact simulation of a Brownian diffusion whose drift admits several jumps. We treat explicitly and extensively the case of two jumps,…
In many real-world scenarios, the underlying random fluctuations are non-Gaussian, particularly in contexts where heavy-tailed data distributions arise. A typical example of such non-Gaussian phenomena calls for L\'evy noise, which…
This article presents a review of some old and new results on the long time behavior of reflected diffusions. First, we present a summary of prior results on construction, ergodicity and geometric ergodicity of reflected diffusions in the…
Is it possible to recover the position of a source from the steady-state fluxes of Brownian particles to small absorbing windows located on the boundary of a domain? To address this question, we develop a numerical procedure to avoid…
Quasi two-dimensional Coulomb systems have drawn widespread interest. The reduced symmetry of these systems leads to complex collective behaviors, yet simultaneously poses significant challenges for particle-based simulations. In this…
We numerically study the dynamics and the phases of self-propelled disk-shaped particles of different sizes with soft repulsive potential in two dimensions. Size diversity is introduced by the polydispersity index (PDI) $\epsilon$, which is…
We present an efficient parallel algorithm for statistical Molecular Dynamics simulations of ion tracks in solids. The method is based on the Rare Event Enhanced Domain following Molecular Dynamics (REED-MD) algorithm, which has been…
Microscopic particle separation plays vital role in various scientific and industrial domains. In this Letter, we propose a universal non-equilibrium thermodynamic approach, employing the concept of Shortcuts to Isothermality, to realize…
We present a numerical method that consistently implements thermal fluctuations and hydrodynamic interactions to the motion of Brownian particles dispersed in incompressible host fluids. In this method, the thermal fluctuations are…
We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…
We study a system of diffusing point particles in which any triplet of particles reacts and is removed from the system when the relative proximity of the constituent particles satisfies a predefined condition. Proximity-based reaction…
Diffusion-based trajectory optimization has emerged as a powerful planning paradigm, but existing methods require either learned score networks trained on large datasets or analytical dynamics models for score computation. We introduce…
Thermodynamics of nanoscale devices is an active area of research. Despite their noisy surrounding they often produce mechanical work (e.g. micro-heat engines), display rectified Brownian motion (e.g. molecular motors). This invokes…
In this paper, we introduce a new stochastic process of $N$ interacting particles on the line that evolve via Dyson Brownian motion (DBM) with Dyson's index $\beta > 0$ and undergo simultaneous resetting to their initial positions at a…
The computational bottleneck of molecular dynamics is the pairwise additive long-range interactions between particles. The random batch Ewald (RBE) method provides a highly efficient and superscalable solver for long-range interactions, but…
High-dimensional simulation optimization is notoriously challenging. We propose a new sampling algorithm that converges to a global optimal solution and suffers minimally from the curse of dimensionality. The algorithm consists of two…
We study two Brownian particles in dimension $d=1$, diffusing under an interacting resetting mechanism to a fixed position. The particles are subject to a constant drift, which biases the Brownian particles toward each other. We derive the…