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Related papers: Chemical continuous time random walks

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In statistical modeling of computer experiments sometimes prior information is available about the underlying function. For example, the physical system simulated by the computer code may be known to be monotone with respect to some or all…

Methodology · Statistics 2014-06-17 Shirin Golchi , Derek R. Bingham , Hugh Chipman , David A. Campbell

The Hamiltonian Monte Carlo (HMC) algorithm is a powerful Markov Chain Monte Carlo (MCMC) method that uses Hamiltonian dynamics to generate samples from a target distribution. To fully exploit its potential, we must understand how…

Computation · Statistics 2025-01-27 Abraham Granados , Isaías Bañales

High-energy physics simulations traditionally rely on classical Monte Carlo methods to model complex particle interactions, often incurring significant computational costs. In this paper, we introduce a novel quantum-enhanced simulation…

Quantum Physics · Physics 2025-02-28 Euimin Lee , Sangmin Lee , Shiho Kim

In many physical, social or economical phenomena we observe changes of a studied quantity only in discrete, irregularly distributed points in time. The stochastic process used by physicists to describe this kind of variables is the…

Statistical Finance · Quantitative Finance 2020-04-14 Jarosław Klamut , Tomasz Gubiec

We present a new class of interacting Markov chain Monte Carlo algorithms for solving numerically discrete-time measure-valued equations. The associated stochastic processes belong to the class of self-interacting Markov chains. In contrast…

Probability · Mathematics 2010-09-30 Pierre Del Moral , Arnaud Doucet

Spatio-temporal processes in environmental applications are often assumed to follow a Gaussian model, possibly after some transformation. However, heterogeneity in space and time might have a pattern that will not be accommodated by…

Applications · Statistics 2021-10-15 Thaís C. O. da Fonseca , Viviana G. R. Lobo , Alexandra M. Schmidt

Classical chemical kinetics use rate-equation models to describe how a reaction proceeds in time. Such models are sufficient for describing state transitions in a reaction where coherences between different states do not arise, or in other…

Quantum Physics · Physics 2016-03-23 A. Chia , A. Gorecka , K. C. Tan , L. Pawela , P. Kurzynski , T. Paterek , D. Kaszlikowski

The use of mathematical methods for the analysis of chemical reaction systems has a very long history, and involves many types of models: deterministic versus stochastic, continuous versus discrete, and homogeneous versus spatially…

Molecular Networks · Quantitative Biology 2018-05-29 Polly Y. Yu , Gheorghe Craciun

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

The past decade has seen a revived interest in the unavoidable or intrinsic noise in biochemical and genetic networks arising from the finite copy number of the participating species. That is, rather than modeling regulatory networks in…

Molecular Networks · Quantitative Biology 2015-03-17 Aleksandra M. Walczak , Andrew Mugler , Chris H. WIggins

Monte Carlo methods are state-of-the-art when it comes to dosimetric computations in radiotherapy. However, the execution time of these methods suffers in high-collisional regimes. We address this problem by introducing a kinetic-diffusion…

Quantitative Methods · Quantitative Biology 2025-08-22 Klaas Willems , Vince Maes , Zhirui Tang , Giovanni Samaey

The continuous time random walk model plays an important role in modeling of so called anomalous diffusion behaviour. One of the specific property of such model are constant time periods visible in trajectory. In the continuous time random…

Data Analysis, Statistics and Probability · Physics 2017-01-04 Rafał Połoczański , Agnieszka Wyłomańska , Janusz Gajda , Monika Maciejewska , Andrzej Szczurek

In this study, we have developed a parallel version of the random time simulation algorithm. Firstly, we gave a rigorous basis of the random time description of the stochastic process of chemical reaction network time evolution. And then we…

Molecular Networks · Quantitative Biology 2021-03-02 Chuanbo Liu , Jin Wang

Mass action systems capture chemical reaction networks in homogeneous and dilute solutions. We suggest a notion of generalized mass action systems that admits arbitrary nonnegative power-law rate functions and serves as a more realistic…

Dynamical Systems · Mathematics 2013-08-15 Stefan Müller , Georg Regensburger

Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…

Statistical Mechanics · Physics 2010-11-24 S. I. Denisov , H. Kantz

Quantum algorithms offer the potential for significant computational advantages; however, in many cases, it remains unclear how these advantages can be practically realized. Causal Set Theory is a discrete, Lorentz-invariant approach to…

Quantum Physics · Physics 2025-06-25 Stuart Ferguson , Arad Nasiri , Petros Wallden

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó

We introduce a multiscale Monte Carlo algorithm to simulate dense simple fluids. The probability of an update follows a power law distribution in its length scale. The collective motion of clusters of particles requires generalization of…

Statistical Mechanics · Physics 2009-11-11 A. C. Maggs

For a continuous-time Markov process, we characterize the law of the first jump location when started from an arbitrary initial distribution, in terms of the invariant distribution of an auxiliary Markov process. This could be of interest…

Probability · Mathematics 2019-08-23 Andi Q. Wang , David Steinsaltz

Biochemical processes typically involve huge numbers of individual reversible steps, each with its own dynamical rate constants. For example, kinetic proofreading processes rely upon numerous sequential reactions in order to guarantee the…

Molecular Networks · Quantitative Biology 2009-12-28 Golan Bel , Brian Munsky , Ilya Nemenman