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The probability distribution describing the state of a Stochastic Reaction Network evolves according to the Chemical Master Equation (CME). It is common to estimated its solution using Monte Carlo methods such as the Stochastic Simulation…

Quantitative Methods · Quantitative Biology 2015-06-18 Benjamin Hepp , Ankit Gupta , Mustafa Khammash

Simulations of biophysical systems inevitably include steps that correspond to time integrations of ordinary differential equations. These equations are often related to enzyme action in the synthesis and destruction of molecular species,…

Biological Physics · Physics 2009-03-31 Roberto Chignola , Alessio Del Fabbro , Edoardo Milotti

Although Gillespie's algorithm is justified under a set of axioms based on the assumption of homogeneity of the system, many chemical systems deviate from this assumption, as is the case for reactions taking place in low-mobility media.…

Chemical Physics · Physics 2024-05-08 José Bastardo , Ney Luiggi

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…

Computation · Statistics 2021-06-23 Jeremy Heng , Adrian N. Bishop , George Deligiannidis , Arnaud Doucet

Classical theories of chemical kinetics assume independent reactions in dilute solutions, whose rates are determined by mean concentrations. In condensed matter, strong interactions alter chemical activities and create inhomogeneities that…

Materials Science · Physics 2013-04-17 Martin Z. Bazant

In this work we propose a new approach for the numerical simulation of kinetic equations through Monte Carlo schemes. We introduce a new technique which permits to reduce the variance of particle methods through a matching with a set of…

Mathematical Physics · Physics 2014-04-08 Pierre Degond , Giacomo Dimarco , Lorenzo Pareschi

Random walks find applications in many areas of science and are the heart of essential network analytic tools. When defined on temporal networks, even basic random walk models may exhibit a rich spectrum of behaviours, due to the…

Physics and Society · Physics 2019-11-11 Julien Petit , Renaud Lambiotte , Timoteo Carletti

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…

Statistical Mechanics · Physics 2007-09-25 Rudolf Gorenflo , Francesco Mainardi , Daniele Moretti , Gianni Pagnini , Paolo Paradisi

Chemical reactions inside cells are generally considered to happen within fixed-size compartments. Needless to say, cells and their compartments are highly dynamic. Thus, such stringent assumptions may not reflect biochemical reality, and…

Quantitative Methods · Quantitative Biology 2016-02-17 Atiyo Ghosh , Tatiana T. Marquez-Lago

Spatially-distributed, nonequilibrium chemical systems described by a Markov chain model are considered. The evolution of such systems arises from a combination of local birth-death reactive events and random walks executed by the particles…

chao-dyn · Physics 2009-10-31 Mikhail V. Velikanov , Raymond Kapral

In a 1996 paper, See$\beta$elberg, Trautmann and Thorn modified Gillespie's (1975) Monte Carlo algorithm which is used to stochastically simulate the collision and coalescence process. Their modification reduces the storage requirements of…

Numerical Analysis · Mathematics 2015-11-24 David Collins

Stochastic chemical systems with diffusion are modeled with a reaction-diffusion master equation. On a macroscopic level, the governing equation is a reaction-diffusion equation for the averages of the chemical species. On a mesoscopic…

Numerical Analysis · Mathematics 2009-03-06 Stefan Engblom , Lars Ferm , Andreas Hellander , Per Lötstedt

In particle-based algorithms, the effect of binary collisions is commonly described in a statistical way, using Monte Carlo techniques. It is shown that, in the relativistic regime, stringent constraints should be considered on the sampling…

Plasma Physics · Physics 2009-11-13 F. Peano , M. Marti , L. O. Silva , G. Coppa

The general theory of a complex system of nonlinear chemical reactions is a primary language of chemistry that includes chemical engineering and cellular biochemistry. Its significance as an analytical framework, however, has not been fully…

Chemical Physics · Physics 2025-10-21 Liu Hong , Hong Qian

Various kinetic Monte Carlo algorithms become inefficient when some of the population sizes in a system are large, which gives rise to a large number of reaction events per unit time. Here, we present a new acceleration algorithm based on…

Quantitative Methods · Quantitative Biology 2019-07-24 Yen Ting Lin , Song Feng , William S. Hlavacek

We have developed and implemented a numerical evolution scheme for a class of stochastic problems in which the temporal evolution occurs on widely-separated time scales, and for which the slow evolution can be described in terms of a small…

Computational Physics · Physics 2009-09-29 S. Setayeshgar , C. W. Gear , H. G. Othmer , I. G. Kevrekidis

Inspired by the need for effective stochastic models to describe the complex behavior of biological motor proteins that move on linear tracks exact results are derived for the velocity and dispersion of simple linear sequential models (or…

Statistical Mechanics · Physics 2009-10-31 Anatoly B. Kolomeisky , Michael E. Fisher

Gillespie's direct method for stochastic simulation of chemical kinetics is a staple of computational systems biology research. However, the algorithm requires explicit enumeration of all reactions and all chemical species that may arise in…

Quantitative Methods · Quantitative Biology 2018-02-01 Ryan Suderman , Eshan D. Mitra , Yen Ting Lin , Keesha E. Erickson , Song Feng , William S. Hlavacek

Stochastic models of biochemical reaction networks are widely used to capture intrinsic noise in cellular systems. The typical formulation of these models are based on Markov processes for which there is extensive research on efficient…

Molecular Networks · Quantitative Biology 2025-12-03 Thomas P. Steele , David J. Warne
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