English
Related papers

Related papers: A stochastic differential equation based algorithm…

200 papers

This paper proposes the design of decision models based on Computational Intelligence techniques applied to image sequences of dynamic laser speckle. These models aim to identify image regions of biological specimens illuminated by a…

We present a more accurate numerical scheme for the calculation of diffusive shock acceleration of cosmic rays using Stochastic Differential Equations. The accuracy of this scheme is demonstrated using a simple analytical flow profile that…

High Energy Astrophysical Phenomena · Physics 2011-03-17 A. Achterberg , K. M. Schure

Stochastic models of biochemical reaction networks are widely used to capture intrinsic noise in cellular systems. The typical formulation of these models are based on Markov processes for which there is extensive research on efficient…

Molecular Networks · Quantitative Biology 2025-12-03 Thomas P. Steele , David J. Warne

A surrogate model for particle-in-cell plasma simulations based on a graph neural network is presented. The graph is constructed in such a way as to enable the representation of electromagnetic fields on a fixed spatial grid. The model is…

Plasma Physics · Physics 2025-03-04 Marin Mlinarević , George K. Holt , Adriano Agnello

We study efficiency of intensity-based dynamic speckle method for characterization of dynamic events which occur at variable rate in time within the temporal averaging interval. We checked ability of the method to describe the speed…

We develop a general method for customizing the intensity statistics of speckle patterns on a target plane. By judiciously modulating the phase-front of a monochromatic laser beam, we experimentally generate speckle patterns with…

Optics · Physics 2019-03-12 Nicholas Bender , Hasan Yilmaz , Yaron Bromberg , Hui Cao

To accurately reproduce measurements from the real world, simulators need to have an adequate model of the physical system and require the parameters of the model be identified. We address the latter problem of estimating parameters through…

Robotics · Computer Science 2022-03-01 Eric Heiden , Christopher E. Denniston , David Millard , Fabio Ramos , Gaurav S. Sukhatme

In this paper, we study the distributed adaptive estimation problem of continuous-time stochastic dynamic systems over sensor networks where each agent can only communicate with its local neighbors. A distributed least squares (LS)…

Systems and Control · Electrical Eng. & Systems 2023-09-07 Xinghua Zhu , Zhixin Liu

Speckle contrast imaging is an established technique to obtain relative blood maps over wide field of views. Currently, its most accurate implementation relies on the acquisition of raw speckle images at different exposure times but…

Medical Physics · Physics 2021-10-01 Marc Chammas , Frédéric Pain

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

A practical introduction to stochastic modelling of reaction-diffusion processes is presented. No prior knowledge of stochastic simulations is assumed. The methods are explained using illustrative examples. The article starts with the…

Subcellular Processes · Quantitative Biology 2007-11-19 Radek Erban , Jonathan Chapman , Philip Maini

Patient-specific modeling of cardiovascular flows with high-fidelity is challenging due to its dependence on accurately estimated velocity boundary profiles, which are essential for precise simulations and directly influence wall shear…

Numerical Analysis · Mathematics 2024-11-28 Kabir Bakhshaei , Sajad Salavatidezfouli , Giovanni Stabile , Gianluigi Rozza

In this paper, we study the problem of computing the effective diffusivity for particles moving in chaotic flows. Instead of solving a convection-diffusion type cell problem in the Eulerian formulation (arising from homogenization theory…

Numerical Analysis · Mathematics 2020-12-17 Zhongjian Wang , Jack Xin , Zhiwen Zhang

Thermodynamic and flash equilibrium calculations are the cornerstones of simulation process calculations. The iterative approach, a widely used nonlinear problem-solving technique, relies on derivative calculations throughout the procedure…

Computational Engineering, Finance, and Science · Computer Science 2023-11-21 Shaoyi Yang

We apply a recently developed framework for analyzing the convergence of stochastic algorithms to the general problem of large-scale nonconvex composite optimization more generally, and nonconvex likelihood maximization in particular. Our…

Optimization and Control · Mathematics 2024-01-25 D. Russell Luke , Steffen Schultze , Helmut Grubmüller

Particle flow (PFL) is an effective method for overcoming particle degeneracy, the main limitation of particle filtering. In PFL, particles are migrated towards regions of high likelihood based on the solution of a partial differential…

Signal Processing · Electrical Eng. & Systems 2024-12-16 Wenyu Zhang , Mohammad J. Khojasteh , Nikolay A. Atanasov , Florian Meyer

A stochastic algorithm for simulation of fluctuation-induced kinetics of H$_2$ formation on grain surfaces is suggested as a generalization of the technique developed in our recent studies where this method was developed to describe the…

Astrophysics of Galaxies · Physics 2015-10-07 Karl Sabelfeld

We experimentally generate speckle patterns with non-Rayleigh intensity statistics using a phase-only spatial light modulator. By introducing high order correlations to the input light fields we redistribute the intensity among the speckle…

Optics · Physics 2017-04-17 Yaron Bromberg , Hui Cao

This paper presents a new numerical scheme for simulating stochastic processes specified by their marginal distribution functions and covariance functions. Stochastic samples are firstly generated to automatically satisfy target marginal…

Computational Physics · Physics 2020-08-11 Zhibao Zheng

We have shown that it is possible to model accurately optical phenomena in intense laser fields by taking into account the intensity distribution over the laser beam. We developed a theoretical model that divided an intense laser beam into…

Atomic Physics · Physics 2016-03-09 Marcis Auzinsh , Andris Berzins , Ruvin Ferber , Florian Gahbauer , Uldis Kalnins