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We develop a novel Monte Carlo strategy for the simulation of the Boltzmann-BGK model with both low-collisional and high-collisional regimes present. The presented solution to maintain accuracy in low-collisional regimes and remove…

Numerical Analysis · Mathematics 2020-12-23 Bert Mortier , Martine Baelmans , Giovanni Samaey

Random walk models, such as the trap model, continuous time random walks, and comb models exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is: what statistical mechanical theory replaces the…

Statistical Mechanics · Physics 2007-05-23 Golan Bel , Eli Barkai

A version of the time-parallel algorithm parareal is analyzed and applied to stochastic models in chemical kinetics. A fast predictor at the macroscopic scale (evaluated in serial) is available in the form of the usual reaction rate…

Numerical Analysis · Mathematics 2009-09-16 Stefan Engblom

We consider random walks in dynamic random environments given by Markovian dynamics on $\mathbb{Z}^d$. We assume that the environment has a stationary distribution $\mu$ and satisfies the Poincar\'e inequality w.r.t. $\mu$. The random walk…

Probability · Mathematics 2016-11-01 L. Avena , O. Blondel , A. Faggionato

In the study of dynamical processes on networks, there has been intense focus on network structure -- i.e., the arrangement of edges and their associated weights -- but the effects of the temporal patterns of edges remains poorly…

Physics and Society · Physics 2015-06-16 Till Hoffmann , Mason A. Porter , Renaud Lambiotte

The mixing time of a discrete-time quantum walk on the hypercube is considered. The mean probability distribution of a Markov chain on a hypercube is known to mix to a uniform distribution in time O(n log n). We show that the mean…

Quantum Physics · Physics 2008-04-17 F. L. Marquezino , R. Portugal , G. Abal , R. Donangelo

We discuss non-reversible Markov-chain Monte Carlo algorithms that, for particle systems, rigorously sample the positional Boltzmann distribution and that have faster than physical dynamics. These algorithms all feature a non-thermal…

Statistical Mechanics · Physics 2025-10-28 Brune Massoulié , Clément Erignoux , Cristina Toninelli , Werner Krauth

We present a lattice-gas (generalised Ising) model for liquid droplets on solid surfaces. The time evolution in the model involves two processes: (i) Single-particle moves which are determined by a kinetic Monte Carlo algorithm. These…

Soft Condensed Matter · Physics 2019-11-06 Mounirah Areshi , Dmitri Tseluiko , Andrew J. Archer

A hierarchy of timescales is ubiquitous in biological systems, where enzymatic reactions play an important role because they can hasten the relaxation to equilibrium. We introduced a statistical physics model of interacting spins that also…

Biological Physics · Physics 2020-01-15 Tetsuhiro S. Hatakeyama , Kunihiko Kaneko

We study phase-separating fluid mixtures as they demix in the presence of chemical reactions that maintain them away from thermodynamic equilibrium. We show that in such chemically active emulsions the interplay of chemical reactions, phase…

Fluid Dynamics · Physics 2025-09-22 Charu Datt , Jonathan Bauermann , Nazmi Burak Budanur , Frank Jülicher

Back-diffusion is the phenomenon by which random walkers revisit binding sites on a lattice. This phenomenon must occur on interstellar dust particles, slowing down dust-grain reactions, but it is not accounted for by standard rate-equation…

Astrophysics of Galaxies · Physics 2018-09-12 Eric R. Willis , Robin T. Garrod

This paper studies a non-random-walk Markov Chain Monte Carlo method, namely the Hamiltonian Monte Carlo (HMC) method in the context of Subset Simulation used for structural reliability analysis. The HMC method relies on a deterministic…

Computation · Statistics 2018-04-20 Ziqi Wang , Marco Broccardo , Junho Song

In a Newtonian system with localized interactions the whole set of particles is naturally decomposed into dynamical clusters, defined as finite groups of particles having an influence on each other's trajectory during a given interval of…

Mathematical Physics · Physics 2016-11-28 Robert I. A. Patterson , Sergio Simonella , Wolfgang Wagner

A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…

Statistical Mechanics · Physics 2026-01-06 Pece Trajanovski , Irina Petreska , Katarzyna Gorska , Ljupco Kocarev , Trifce Sandev

Recently there have been exciting developments in Monte Carlo methods, with the development of new MCMC and sequential Monte Carlo (SMC) algorithms which are based on continuous-time, rather than discrete-time, Markov processes. This has…

Computation · Statistics 2020-09-29 Paul Fearnhead , Joris Bierkens , Murray Pollock , Gareth O Roberts

This chapter provides a pedagogical introduction and overview of spatial and temporal correlation and fluctuation effects resulting from the fundamentally stochastic kinetics underlying chemical reactions and the dynamics of populations or…

Statistical Mechanics · Physics 2019-11-22 Uwe C. Täuber

A kinetic Monte Carlo (KMC) method is used to study the structural properties and dynamics of a supercooled binary Lennard-Jones liquid around the glass transition temperature. This technique permits us to explore the potential energy…

Soft Condensed Matter · Physics 2015-06-24 Javier Hernandez-Rojas , David J. Wales

Higher-order dynamics refer to mechanisms where collective mutual or synchronous interactions differ fundamentally from their pairwise counterparts through the concept of many-body interactions. Phenomena absent in pairwise models, such as…

Physics and Society · Physics 2025-09-25 Hugo P. Maia , Wesley Cota , Yamir Moreno , Silvio C. Ferreira

Equilibrium sampling of the configuration space in disordered systems requires algorithms that bypass the glassy slowing down of the physical dynamics. Irreversible Monte Carlo algorithms breaking detailed balance successfully accelerate…

Disordered Systems and Neural Networks · Physics 2024-07-15 Federico Ghimenti , Ludovic Berthier , Frédéric van Wijland

The concept of molecular similarity appears in many machine-learning algorithms based on the assumption that molecules with similar representations will also share similar properties. In this work, we propose a new way to study similarity…

Chemical Physics · Physics 2025-02-07 Jan Weinreich , Konstantin Karandashev , Guido Falk von Rudorff