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We present an algorithm for the stochastic simulation of gene expression and heterogeneous population dynamics. The algorithm combines an exact method to simulate molecular-level fluctuations in single cells and a constant-number Monte…

Computational Physics · Physics 2016-08-24 Daniel A. Charlebois , Jukka Intosalmi , Dawn Fraser , Mads Kaern

Because most chemical or biological experiments are performed under conditions of controlled pressure and temperature, it is important to simulate the isobaric-isothermal ensemble at the atomic level to reveal the microscopic mechanism. By…

Statistical Mechanics · Physics 2025-04-14 Weihao Liang , Sihan Wang , Cong Wang , Weizhou Wang , Xinchen She , Chongbin Wang , Jiushu Shao , Jian Liu

This article presents tractable and recursively feasible optimization-based controllers for stochastic linear systems with bounded controls. The stochastic noise in the plant is assumed to be additive, zero mean and fourth moment bounded,…

Optimization and Control · Mathematics 2017-03-24 Prabhat K. Mishra , Debasish Chatterjee , Daniel E. Quevedo

In this paper, we study the dynamics of a linear control system with given state feedback control law in the presence of fast periodic sampling at temporal frequency $1/\delta$ ($0 < \delta \ll 1$), together with small white noise…

Probability · Mathematics 2021-10-15 Shivam Dhama , Chetan D. Pahlajani

We discuss the effect of stochastic resonance in a simple model of magnetic reversals. The model exhibits statistically stationary solutions and bimodal distribution of the large scale magnetic field. We observe a non trivial amplification…

Chaotic Dynamics · Physics 2015-05-27 Roberto Benzi , Jean-Francois Pinton

First principles simulations of the quantum dynamics of interacting Bose gases using the stochastic gauge representation are analyzed. In a companion paper, we showed how the positive P representation can be applied to these problems using…

Other Condensed Matter · Physics 2009-11-11 P. Deuar , P. D. Drummond

In this paper, we propose a new approach for stochastic control problems arising from utility maximization. The main idea is to directly start from the dynamical programming equation and compute the conditional expectation using a novel…

Mathematical Finance · Quantitative Finance 2022-02-28 Jingtang Ma , Zhengyang Lu , Zhenyu Cui

Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…

Statistical Mechanics · Physics 2021-06-07 Jared L. Callaham , Jean-Christophe Loiseau , Georgios Rigas , Steven L. Brunton

Multiple time scale molecular dynamics enhances computational efficiency by updating slow motions less frequently than fast motions. However, in practice the largest outer time step possible is limited not by the physical forces but by…

Statistical Mechanics · Physics 2011-01-13 Joseph A. Morrone , Thomas E. Markland , Michele Ceriotti , B. J. Berne

Equilibrating proteins and other biomacromolecules is cardinal for molecular dynamics simulation of such biological systems in which they perform free dynamics without any externally-applied mechanical constraint, until thermodynamic…

Soft Condensed Matter · Physics 2021-02-11 Ashkan Shekaari , Mahmoud Jafari

Unlike macroscopic engines, the molecular machinery of living cells is strongly affected by fluctuations. Stochastic Thermodynamics uses Markovian jump processes to model the random transitions between the chemical and configurational…

Statistical Mechanics · Physics 2015-10-19 Bernhard Altaner , Artur Wachtel , Jürgen Vollmer

We employ a lattice Boltzmann method to compute the acoustic radiation force produced by standing waves on a compressible object. Instead of simulating the fluid mechanics equations directly, the proposed method uses a lattice Boltzmann…

Fluid Dynamics · Physics 2024-08-15 E. Castro-Avila , P. Malgaretti , J. Harting , J. D. Muñoz

We investigate instabilities in a stochastic mathematical model of cochlear dynamics. The cochlea is modeled as a spatio-temporal dynamical system made up of a spatially distributed array of coupled oscillators, together with the cochlear…

Biological Physics · Physics 2018-09-10 Maurice Filo , Bassam Bamieh

Expression of many genes varies as a cell transitions through different cell-cycle stages. How coupling between stochastic expression and cell cycle impacts cell-to-cell variability (noise) in the level of protein is not well understood. We…

Molecular Networks · Quantitative Biology 2016-05-10 Mohammad Soltani , Abhyudai Singh

Molecular dynamics is one of the most commonly used approaches for studying the dynamics and statistical distributions of many physical, chemical, and biological systems using atomistic or coarse-grained models. It is often the case,…

Computational Physics · Physics 2015-06-16 Ben Leimkuhler , Daniel T. Margul , Mark E. Tuckerman

The proper functioning of multicellular organisms requires the robust establishment of precise proportions between distinct cell-types. This developmental differentiation process typically involves intracellular regulatory and stochastic…

Cell Behavior · Quantitative Biology 2016-06-22 Benjamin Pfeuty , Kunihiko Kaneko

We generalize and extend the recently proposed method to account for contributions of system size (or volume/participant) fluctuations to the experimentally measured moments of particle multiplicity distributions. We find that in the…

Nuclear Theory · Physics 2024-03-07 Romain Holzmann , Volker Koch , Anar Rustamov , Joachim Stroth

Efficient Boltzmann-sampling using first-principles methods is challenging for extended systems due to the steep scaling of electronic structure methods with the system size. Stochastic approaches provide a gentler system-size dependency at…

Computational Physics · Physics 2020-05-20 Eitam Arnon , Eran Rabani , Daniel Neuhauser , Roi Baer

Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…

Mathematical Physics · Physics 2022-01-12 Gregory S. Chirikjian

Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…

Probability · Mathematics 2015-02-25 William F. Thompson , Rachel A. Kuske , Adam H. Monahan