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Engineering risk is concerned with the likelihood of failure and the scenarios when it occurs. The sensitivity of failure probability to change in system parameters is relevant to risk-informed decision making. Computing sensitivity is at…

Methodology · Statistics 2025-12-19 Siu-Kui Au , Zi-Jun Cao

Canonical instanton theory is a widespread approach to describe the dynamics of chemical reactions in low temperature environments when tunneling effects become dominant. It is a semiclassical theory which requires locating classical…

Chemical Physics · Physics 2020-09-15 Andreas Löhle , Johannes Kästner

Transition State Theory is a central cornerstone in reaction dynamics. Its key step is the identification of a dividing surface that is crossed only once by all reactive trajectories. This assumption is often badly violated, especially when…

Chemical Physics · Physics 2015-05-07 F. Revuelta , Thomas Bartsch , R. M. Benito , F. Borondo

Most natural and engineered information-processing systems transmit information via signals that vary in time. Computing the information transmission rate or the information encoded in the temporal characteristics of these signals, requires…

Molecular Networks · Quantitative Biology 2023-10-27 Manuel Reinhardt , Gašper Tkačik , Pieter Rein ten Wolde

We present a computer-assisted approach to locating approximate coarse optimal switching policies between stationary states of chemically reacting systems described by microscopic/stochastic evolution rules. The ``coarse time-stepper"…

Optimization and Control · Mathematics 2007-05-23 Antonios Armaou , Ioannis G. Kevrekidis

In particle-based stochastic reaction-diffusion models, reaction rate and placement kernels are used to decide the probability per time a reaction can occur between reactant particles, and to decide where product particles should be placed.…

Quantitative Methods · Quantitative Biology 2022-06-08 Ying Zhang , Samuel A. Isaacson

Reaction networks in the bulk and on surfaces are widespread in physical, chemical and biological systems. In macroscopic systems, which include large populations of reactive species, stochastic fluctuations are negligible and the reaction…

Statistical Mechanics · Physics 2007-10-12 Baruch Barzel , Ofer Biham , Raz Kupferman

We describe a new family of coupling designs, extending the basic principle of stratified randomization to experiments with continuous, constrained multivariate, text/image and other irregular treatment spaces. Our approach is to first…

Econometrics · Economics 2026-04-14 Max Cytrynbaum , Fredrik Sävje

We present an efficient and exact Monte Carlo algorithm to simulate reversible aggregation of particles with dedicated binding sites. This method introduces a novel data structure of dynamic bond tree to record clusters and sequences of…

Quantitative Methods · Quantitative Biology 2011-09-27 Qiang Chang , Jin Yang

A new Monte-Carlo method for long-range interacting systems is presented. This method consists of eliminating interactions stochastically with the detailed balance condition satisfied. When a pairwise interaction $V_{ij}$ of a $N$-particle…

Disordered Systems and Neural Networks · Physics 2015-05-13 Munetaka Sasaki , Fumitaka Matsubara

Reconstructing jets, which provide vital insights into the properties and histories of subatomic particles produced in high-energy collisions, is a main problem in data analyses in collider physics. This intricate task deals with estimating…

Partial identification approaches are a flexible and robust alternative to standard point-identification approaches in general instrumental variable models. However, this flexibility comes at the cost of a ``curse of cardinality'': the…

Econometrics · Economics 2020-06-30 Florian Gunsilius

Tau-leaping is a popular discretization method for generating approximate paths of continuous time, discrete space, Markov chains, notably for biochemical reaction systems. To compute expected values in this context, an appropriate…

Numerical Analysis · Mathematics 2014-08-04 David F. Anderson , Desmond J. Higham , Yu Sun

Reaction rate equations are ordinary differential equations that are frequently used to describe deterministic chemical kinetics at the macroscopic scale. At the microscopic scale, the chemical kinetics is stochastic and can be captured by…

Soft Condensed Matter · Physics 2021-05-12 Ariana Torres-Knoop , Ivan Kryven

Partition functions of a canonical ensemble of non-interacting bound electrons are a key ingredient of the super-transition-array approach to the computation of radiative opacity. A few years ago, we published a robust and stable recursion…

Statistical Mechanics · Physics 2020-10-28 Jean-Christophe Pain , Franck Gilleron , Brian G. Wilson

Bayesian optimal design is considered for experiments where the response distribution depends on the solution to a system of non-linear ordinary differential equations. The motivation is an experiment to estimate parameters in the equations…

Methodology · Statistics 2019-05-02 Antony Overstall , David Woods , Ben Parker

Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…

Computational Physics · Physics 2020-06-19 Ji Qiang

Using the molecular dynamics method, we examine a discrete deterministic model for the motion of spherical particles in three-dimensional space. The model takes into account multiparticle collisions in arbitrary forms. Using fractional…

Computational Physics · Physics 2007-05-23 Jacek S. Leszczynski

Partition functions of probability distributions are important quantities for model evaluation and comparisons. We present a new method to compute partition functions of complex and multimodal distributions. Such distributions are often…

Machine Learning · Statistics 2016-05-27 David Carlson , Patrick Stinson , Ari Pakman , Liam Paninski

We investigate the merits of replication, and provide methods for optimal design (including replicates), with the goal of obtaining globally accurate emulation of noisy computer simulation experiments. We first show that replication can be…

Methodology · Statistics 2019-01-28 Mickael Binois , Jiangeng Huang , Robert B Gramacy , Mike Ludkovski