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Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…

Statistical Mechanics · Physics 2019-01-28 Xudong Wang , Yao Chen , Weihua Deng

Understanding the set of elementary steps and kinetics in each reaction is extremely valuable to make informed decisions about creating the next generation of catalytic materials. With physical and mechanistic complexity of industrial…

We consider the exit event from a metastable state for the overdamped Langevin dynamics $dX_t = -\nabla f(X_t) dt + \sqrt{h} dB_t$. Using tools from semiclassical analysis, we prove that, starting from the quasi stationary distribution…

Analysis of PDEs · Mathematics 2019-01-17 Giacomo Di Gesù , Tony Lelièvre , Dorian Le Peutrec , Boris Nectoux

We consider numerical methods for thermodynamic sampling, i.e. computing sequences of points distributed according to the Gibbs-Boltzmann distribution, using Langevin dynamics and overdamped Langevin dynamics (Brownian dynamics). A wide…

Statistical Mechanics · Physics 2015-01-13 Benedict Leimkuhler , Charles Matthews , Gabriel Stoltz

Recent advances in reaction prediction have achieved near-saturated accuracy on standard benchmarks (e.g., USPTO), yet most state-of-the-art models formulate the task as a one-shot mapping from reactants to products, offering limited…

Machine Learning · Computer Science 2026-02-12 Yili Shen , Xiangliang Zhang

This paper studies a large number of homogeneous Markov decision processes where the transition probabilities and costs are coupled in the empirical distribution of states (also called mean-field). The state of each process is not known to…

Optimization and Control · Mathematics 2020-12-03 Jalal Arabneydi , Amir G. Aghdam

For a Markovian dynamics on discrete states, the logarithmic ratio of waiting-time distributions between two successive, instantaneous transitions in forward and backward direction is a measure of time-irreversibility. It thus serves as an…

Statistical Mechanics · Physics 2024-06-13 Ellen Meyberg , Julius Degünther , Udo Seifert

We revisit the problem of sampling from a target distribution that has a smooth strongly log-concave density everywhere in $\mathbb R^p$. In this context, if no additional density information is available, the randomized midpoint…

Statistics Theory · Mathematics 2023-06-19 Lu Yu , Avetik Karagulyan , Arnak Dalalyan

Cross-sectional studies are widely prevalent since they are more feasible to conduct compared to longitudinal studies. However, cross-sectional data lack the temporal information required to study the evolution of the underlying processes.…

Computational Engineering, Finance, and Science · Computer Science 2021-02-24 Pritha Dutta , Rick Quax , Loes Crielaard , Peter M. A. Sloot

Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…

Statistical Mechanics · Physics 2018-10-08 Jakub Ślęzak

We study diffusion-controlled processes in nonequilibrium steady states, where standard rate theory assumptions break down. Using transition path theory, we generalize the relations between reactive probability fluxes and measures of the…

Chemical Physics · Physics 2025-06-02 Seokjin Moon , David T. Limmer

We present a new method that enables the identification and analysis of both transition and metastable conformational states from atomistic or coarse-grained molecular dynamics (MD) trajectories. Our algorithm is presented and studied by…

Chemical Physics · Physics 2017-10-04 Linda Martini , Adam Kells , Gerhard Hummer , Nicolae-Viorel Buchete , Edina Rosta

We consider a previously devised model describing Levy random walks (Phys. Rev E 79, 011110; 80, 031148, (2009)). It is demonstrated numerically that the given model describes Levy random walks with superdiffusive, ballistic, as well as…

Statistical Mechanics · Physics 2015-05-19 Ihor Lubashevsky , Andreas Heuer , Rudolf Friedrich , Ramil Usmanov

We address the problem of identifying the dynamical law governing the evolution of a population of indistinguishable particles, when only aggregate distributions at successive times are observed. Assuming a Markovian evolution on a discrete…

Optimization and Control · Mathematics 2025-11-21 Michele Mascherpa , Axel Ringh , Amirhossein Taghvaei , Johan Karlsson

Chemical reactions can be modelled via diffusion processes conditioned to make a transition between specified molecular configurations representing the state of the system before and after the chemical reaction. In particular the model of…

Probability · Mathematics 2015-05-27 F. Pinski , A. M. Stuart , F. Theil

We consider the problem of conditioning a Markov process on a rare event and of representing this conditioned process by a conditioning-free process, called the effective or driven process. The basic assumption is that the rare event used…

Statistical Mechanics · Physics 2015-08-17 Raphael Chetrite , Hugo Touchette

This paper is concerned with collective variables, or reaction coordinates, that map a discrete-in-time Markov process $X_n$ in $\mathbb{R}^d$ to a (much) smaller dimension $k \ll d$. We define the effective dynamics under a given…

Optimization and Control · Mathematics 2025-03-12 Wei Zhang , Christof Schütte

Experiments, in particular on biological systems, typically probe lower-dimensional observables which are projections of high-dimensional dynamics. In order to infer consistent models capturing the relevant dynamics of the system, it is…

Statistical Mechanics · Physics 2025-11-18 Xizhu Zhao , Dmitrii E. Makarov , Aljaž Godec

Spontaneous structural rearrangements play a central role in the organization and function of complex biomolecular systems. In principle, physics-based computer simulations like Molecular Dynamics (MD) enable us to investigate these…

Quantum Physics · Physics 2026-03-19 Danial Ghamari , Philipp Hauke , Roberto Covino , Pietro Faccioli

The purpose of this paper is to implement a random death process into a persistent random walk model which produces subballistic superdiffusion (L\'{e}vy walk). We develop a Markovian model of cell motility with the extra residence variable…

Statistical Mechanics · Physics 2015-05-20 Sergei Fedotov , Abby Tan , Andrey Zubarev