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Complex multidimensional stochastic dynamics can be approximately described as diffusion along reaction coordinates (RCs). If the RCs are optimally selected, the diffusive model allows one to compute important properties of the dynamics…

Chemical Physics · Physics 2023-04-12 Sergei V. Krivov

Efficiently solving the Fokker-Planck equation (FPE) is central to analyzing complex parameterized stochastic systems. However, current numerical methods lack parallel computation capabilities across varying conditions, severely limiting…

Computational Physics · Physics 2026-04-08 Xiaolong Wang , Jing Feng , Qi Liu , Chengli Tan , Yuanyuan Liu , Yong Xu

Population dynamics and in particular microbial population dynamics, though they are complex but also intrinsically discrete and random, are conventionally represented as deterministic differential equations systems. We propose to revisit…

Populations and Evolution · Quantitative Biology 2014-06-02 Coralie Fritsch , Jérôme Harmand , Fabien Campillo

Interacting particle methods are increasingly used to sample from complex and high-dimensional distributions. These stochastic particle integration techniques can be interpreted as an universal acceptance-rejection sequential particle…

Computational Finance · Quantitative Finance 2012-10-30 P. Del Moral , G. W. Peters , Ch. Vergé

A treatment of direct simulation Monte Carlo method (DSMC) as a Markov process with a master equation is given and the corresponding master equation is derived. A hierarchy of equations for the reduced probability distributions is derived…

Statistical Mechanics · Physics 2007-09-21 Hasan Karabulut , Huriye Ariman Karabulut

A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…

Probability · Mathematics 2025-07-15 Francesca Arceci , Francesco Carlo De Vecchi , Daniela Morale , Stefania Ugolini

In this paper, we propose a drift-diffusion process on the probability simplex to study stochastic fluctuations in probability spaces. We construct a counting process for linear detailed balanced chemical reactions with finite species such…

Probability · Mathematics 2024-08-19 Yuan Gao , Wuchen Li , Jian-Guo Liu

Many cellular and subcellular biological processes can be described in terms of diffusing and chemically reacting species (e.g. enzymes). Such reaction-diffusion processes can be mathematically modelled using either deterministic…

Biological Physics · Physics 2015-06-26 Radek Erban , S. Jonathan Chapman

Reaction-diffusion equations are one of the most common mathematical models in the natural sciences and are used to model systems that combine reactions with diffusive motion. However, rather than normal diffusion, anomalous subdiffusion is…

Statistical Mechanics · Physics 2021-04-23 Amanda M Alexander , Sean D Lawley

The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…

Probability · Mathematics 2023-12-22 Philip Broadbridge , Illia Donhauzer , Andriy Olenko

A discretization scheme is introduced for a set of convection-diffusion equations with a non-linear reaction term, where the convection velocity is constant for each reactant. This constancy allows a transformation to new spatial variables,…

Computational Physics · Physics 2017-09-19 József Vass , Sergey N. Krylov

In synaptic molecular communication (MC), the activation of postsynaptic receptors by neurotransmitters (NTs) is governed by a stochastic reaction-diffusion process. This randomness of synaptic MC contributes to the randomness of the…

Subcellular Processes · Quantitative Biology 2023-01-18 Sebastian Lotter , Maximilian Schäfer , Robert Schober

Understanding how patterns and travelling waves form in chemical and biological reaction-diffusion models is an area which has been widely researched, yet is still experiencing fast development. Surprisingly enough, we still do not have a…

Populations and Evolution · Quantitative Biology 2018-05-24 Andrea Cangiani , Emmanuil H. Georgoulis , Andrew Yu. Morozov , Oliver J. Sutton

This paper provides a theoretical framework of deriving the forward and backward Feynman-Kac equations for the distribution of functionals of the path of a particle undergoing both diffusion and chemical reaction. Very general forms of the…

Statistical Mechanics · Physics 2018-03-20 Ru Hou , Weihua Deng

By considering the master equation of the partially asymmetric diffusion process on a one-dimensional lattice, the most general boundary condition (i.e. interactions) for the multi-species reaction-diffusion processes is considered.…

Statistical Mechanics · Physics 2009-11-11 M. Alimohammadi , Y. Naimi

We model the evolution of the concentration field of macromolecules in a symmetric field-flow fractionation (FFF) channel by a one-dimensional advection-diffusion equation. The coefficients are precisely determined from the fluid dynamics.…

chao-dyn · Physics 2007-05-23 S. A. Suslov , A. J. Roberts

Stochastic diffusion is the noisy and uncertain process through which dynamics like epidemics, or agents like animal species, disperse over a larger area. Understanding these processes is becoming increasingly important as we attempt to…

The stochastic solution with Gaussian stationary increments is establihsed for the symmetric space-time fractional diffusion equation when $0 < \beta < \alpha \le 2$, where $0 < \beta \le 1$ and $0 < \alpha \le 2$ are the fractional…

Statistical Mechanics · Physics 2016-03-18 Gianni Pagnini , Paolo Paradisi

While ordinary differential equations (ODEs) form the conceptual framework for modelling many cellular processes, specific situations demand stochastic models to capture the influence of noise. The most common formulation of stochastic…

Subcellular Processes · Quantitative Biology 2009-04-02 Mukhtar Ullah , Olaf Wolkenhauer

We propose physical interpretations for stochastic methods which have been developed recently to describe the evolution of a quantum system interacting with a reservoir. As opposed to the usual reduced density operator approach, which…

Quantum Physics · Physics 2015-06-26 Tarso B. L. Kist , M. Orszag , T. A. Brun , L. Davidovich