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Stochastic hybrid systems involve a coupling between a discrete Markov chain and a continuous stochastic process. If the latter evolves deterministically between jumps in the discrete state, then the system reduces to a piecewise…

Statistical Mechanics · Physics 2021-05-26 Paul C. Bressloff

Stochastic hybrid systems involve the coupling between discrete and continuous stochastic processes. They are finding increasing applications in cell biology, ranging from modeling promoter noise in gene networks to analyzing the effects of…

Statistical Mechanics · Physics 2021-05-26 Paul C. Bressloff

Reaction-diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or…

Computational Physics · Physics 2016-03-02 Fabian Spill , Pilar Guerrero , Tomas Alarcon , Philip K. Maini , Helen Byrne

Spatial reaction-diffusion models have been employed to describe many emergent phenomena in biological systems. The modelling technique most commonly adopted in the literature implements systems of partial differential equations (PDEs),…

Quantitative Methods · Quantitative Biology 2015-10-05 Christian A. Yates , Mark B. Flegg

Distribution-dependent stochastic dynamical systems arise widely in engineering and science. We consider a class of such systems which model the limit behaviors of interacting particles moving in a vector field with random fluctuations. We…

Numerical Analysis · Mathematics 2023-09-15 Wei Wei , Jianyu Hu

Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction-diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing…

Quantitative Methods · Quantitative Biology 2016-04-29 Jonathan U. Harrison , Christian A. Yates

The existing literature on stochastic simulation of chemical reaction networks has a tendency to move as quickly as possible to the abstract formulation of the stochastic dynamics in terms of probabilities based on the concept of the…

Statistics Theory · Mathematics 2007-06-13 Sergey Plyasunov

We present a new method for the numerical calculation of canonical reaction rate constants in complex molecular systems, which is based on a path integral formulation of the flux-flux correlation function. Central is the partitioning of the…

Chemical Physics · Physics 2011-11-15 Yonggang Yang , Oliver Kühn

Dynamical systems theory provides powerful methods to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. Here we derive and theoretically support a macroscopic, spatially discrete, model for a class…

Analysis of PDEs · Mathematics 2010-03-12 Wei Wang , A. J. Roberts

Stochastic models are often used to help understand the behavior of intracellular biochemical processes. The most common such models are continuous time Markov chains (CTMCs). Parametric sensitivities, which are derivatives of expectations…

Numerical Analysis · Mathematics 2014-11-19 Elizabeth Skubak Wolf , David F. Anderson

We present the spatial regime conversion method (SRCM), a novel hybrid modelling framework for simulating reaction-diffusion systems that adaptively combines stochastic discrete and deterministic continuum representations. Extending the…

Quantitative Methods · Quantitative Biology 2025-07-08 Charles G. Cameron , Cameron A. Smith , Christian A. Yates

We propose a formalism to analyze discrete stochastic processes with finite-state-level N. By using an (N+1)-dimensional representation of su(2) Lie algebra, we re-express the master equation to a time-evolution equation for the state…

Statistical Mechanics · Physics 2015-10-27 Takashi Arai

We discuss the ``soft-ratcheting'' algorithm which generates targeted stochastic trajectories in molecular systems with scores corresponding to their probabilities. The procedure, which requires no initial pathway guess, is capable of…

Chemical Physics · Physics 2007-05-23 Daniel M. Zuckerman , Thomas B. Woolf

The coherent state path integral formulation of certain many particle systems allows for their non perturbative study by the techniques of lattice field theory. In this paper we exploit this strategy by simulating the explicit example of…

Condensed Matter · Physics 2009-10-28 M. Beccaria , B. Alles , F. Farchioni

We investigate Turing pattern formation in a stochastic and spatially discretized version of a reaction diffusion advection (RDA) equation, which was previously introduced to model synaptogenesis in \textit{C. elegans}. The model describes…

Statistical Mechanics · Physics 2020-09-15 Hyunjoong Kim , Paul C. Bressloff

This paper introduces a comprehensive extension of the path integral formalism to model stochastic processes with arbitrary multiplicative noise. To do so, It\^o diffusive process is generalized by incorporating a multiplicative noise term…

Mathematical Physics · Physics 2025-03-06 F. S. Abril-Bermúdez , C. J. Quimbay , J. E. Trinidad-Segovia , M. A Sánchez-Granero

We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…

Mathematical Physics · Physics 2015-06-12 Raphael Lefevere

This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a…

General Physics · Physics 2009-11-11 H. J. Kappen

This work introduces a novel paradigm for solving optimal control problems for hybrid dynamical systems under uncertainties. Robotic systems having contact with the environment can be modeled as hybrid systems. Controller design for hybrid…

Robotics · Computer Science 2024-11-04 Hongzhe Yu , Diana Frias Franco , Aaron M. Johnson , Yongxin Chen

We present a numerical path-integral iteration scheme for the low dimensional reduced density matrix of a time-dependent quantum dissipative system. Our approach simultaneously accounts for the combined action of a microscopically modelled…

Quantum Physics · Physics 2016-10-12 A. M. Barth , A. Vagov , V. M. Axt
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