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Given a random walk a method is presented to produce a matrix of transition probabilities that is consistent with that random walk. The method is a kind of reverse application of the usual ergodicity and is tested by using a transition…
Several different methods exist for efficient approximation of paths in multiscale stochastic chemical systems. Another approach is to use bursts of stochastic simulation to estimate the parameters of a stochastic differential equation…
Simulations of scattering processes are essential in understanding the physics of our universe. Computing relevant scattering quantities from ab initio methods is extremely difficult on classical devices because of the substantial…
Many classical randomized algorithms (e.g., approximation algorithms for #P-complete problems) utilize the following random walk algorithm for {\em almost uniform sampling} from a state space $S$ of cardinality $N$: run a symmetric ergodic…
We study random walk on complex networks with transition probabilities which depend on the current and previously visited nodes. By using an absorbing Markov chain we derive an exact expression for the mean first passage time between pairs…
Aims. Numerical test-particle simulations are a reliable and frequently used tool to test analytical transport theories and to predict mean-free paths. The comparison between solutions of the diffusion equation and the particle flux is used…
The task management is a critical component for the computational grids. The aim is to assign tasks on nodes according to a global scheduling policy and a view of local resources of nodes. A peer-to-peer approach for the task management…
Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…
Previously it was shown that (almost) perfect state transfer can be achieved on the complete bipartite graph by a discrete-time coined quantum walk based algorithm when both the sender and receiver vertices are in the same partition of the…
We study viral transmission in crowds via the short-ranged airborne pathway using a purely model-based approach. Our goal is two-pronged. Firstly, we illustrate with a concrete and pedagogical case study how to estimate the risks of new…
In the presence of quantum measurements with direct photon detection the evolution of open quantum systems is usually described by stochastic master equations with jumps. Heuristically, from these equations one can obtain diffusion models…
We study the transport properties of a system of active particles moving at constant speed in an heterogeneous two-dimensional space. The spatial heterogeneity is modeled by a random distribution of obstacles, which the active particles…
We consider a general method for the approximation of the distribution of a process conditioned to not hit a given set. Existing methods are based on particle system that are failable, in the sense that, in many situations , they are not…
Adaptive networks are suitable for decentralized inference tasks, e.g., to monitor complex natural phenomena. Recent research works have intensively studied distributed optimization problems in the case where the nodes have to estimate a…
The Eulerian advection-dispersion-reaction equation (ADRE) suffers the well-known scale-effect of reduced apparent reaction rates between chemically dissimilar fluids at larger scales (or dimensional averaging). The dispersion tensor in the…
This paper introduces a framework for simulating finite dimensional representations of (jump) diffusion sample paths over finite intervals, without discretisation error (exactly), in such a way that the sample path can be restored at any…
The kinetics of collective rearrangements in solution, such as protein folding and nanocrystal phase transitions, often involve free energy barriers that are both long and rough. Applying methods of transition path sampling to harvest…
We present an algorithm for finding the probabilities of rare events in nonequilibrium processes. The algorithm consists of evolving the system with a modified dynamics for which the required event occurs more frequently. By keeping track…
In this work, we provide faster algorithms for approximating the optimal transport distance, e.g. earth mover's distance, between two discrete probability distributions $\mu, \nu \in \Delta^n$. Given a cost function $C : [n] \times [n] \to…
We develop a message-passing algorithm for noisy matrix completion problems based on matrix factorization. The algorithm is derived by approximating message distributions of belief propagation with Gaussian distributions that share the same…