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Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…

Computational Physics · Physics 2024-09-16 Elliot J. Carr

The stochastic description of chemical reaction networks with the kinetic chemical master equation (CME) is important for studying biological cells, but it suffers from the curse of dimensionality: The amount of data to be stored grows…

Numerical Analysis · Mathematics 2024-08-02 Lukas Einkemmer , Julian Mangott , Martina Prugger

We introduce a stochastic nonlocal reaction--diffusion model arising in tumour dynamics. Spatial dispersal is described by the fractional Laplacian, accounting for anomalous diffusion and long--range relocation events. The system is…

We study a stochastic system of $N$ interacting particles which models bimolecular chemical reaction-diffusion. In this model, each particle $i$ carries two attributes: the spatial location $X_t^i\in \mathbb{T}^d$, and the type $\Xi_t^i\in…

Analysis of PDEs · Mathematics 2020-01-24 Tau Shean Lim , Yulong Lu , James Nolen

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

The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…

Quantum Physics · Physics 2014-04-01 Maurice J. M. L. O. Godart

Modeling complex spatiotemporal dynamical systems, such as the reaction-diffusion processes, have largely relied on partial differential equations (PDEs). However, due to insufficient prior knowledge on some under-explored dynamical…

Machine Learning · Computer Science 2023-05-23 Chengping Rao , Pu Ren , Qi Wang , Oral Buyukozturk , Hao Sun , Yang Liu

In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…

Probability · Mathematics 2018-02-13 J. Catatayud , J. -C. Cortes , M. Jornet

Surfaces serve as highly efficient catalysts for a vast variety of chemical reactions. Typically, such surface reactions involve billions of molecules which diffuse and react over macroscopic areas. Therefore, stochastic fluctuations are…

Statistical Mechanics · Physics 2007-10-12 B. Barzel , O. Biham

Developments in dynamical systems theory provides new support for the macroscale modelling of pdes and other microscale systems such as Lattice Boltzmann, Monte Carlo or Molecular Dynamics simulators. By systematically resolving subgrid…

Numerical Analysis · Mathematics 2012-01-18 A. J. Roberts , Tony MacKenzie , J. E. Bunder

This work explores different particle-based approaches to the simulation of one-dimensional fractional subdiffusion equations in unbounded domains. We rely on smooth particle approximations, and consider four methods for estimating the…

Numerical Analysis · Mathematics 2017-07-14 S. Allouch , M. Lucchesi , O. P. Le Maître , K. A. Mustapha , O. M. Knio

A macroscopic mesoscopic, deterministic stochastic coupling strategy is proposed to accelerate the direct simulation Monte Carlo (DSMC) method for chemical reaction. First, a macroscopic synthetic equation is formulated by integrating…

Computational Physics · Physics 2026-05-14 Hong Deng , Liyan Luo , Lei Wu

Diffusion processes have been applied with great success to model the dynamics of large populations throughout science, in particular biology. One advantage is that they bridge two different scales: the microscopic and the macroscopic one.…

Neurons and Cognition · Quantitative Biology 2013-09-11 Marc de Kamps

This paper provides a finite difference discretization for the backward Feynman-Kac equation, governing the distribution of functionals of the path for a particle undergoing both reaction and diffusion [Hou and Deng, J. Phys. A: Math.…

Numerical Analysis · Mathematics 2019-11-01 Daxin Nie , Jing Sun , Weihua Deng

In this paper, we present a model based on a local thermodynamic equilibrium, weakly ionized plasma-mixture model used for medical and technical applications in etching processes. We consider a simplified model based on the Maxwell-Stefan…

Numerical Analysis · Mathematics 2015-01-26 Juergen Geiser

In recent years, diffusion models trained on equilibrium molecular distributions have proven effective for sampling biomolecules. Beyond direct sampling, the score of such a model can also be used to derive the forces that act on molecular…

Machine Learning · Computer Science 2026-01-15 Michael Plainer , Hao Wu , Leon Klein , Stephan Günnemann , Frank Noé

Turbulent, relativistic nonthermal plasmas are ubiquitous in high-energy astrophysical systems, as inferred from broadband nonthermal emission spectra. The underlying turbulent nonthermal particle acceleration (NTPA) processes have…

High Energy Astrophysical Phenomena · Physics 2025-10-08 Kai W. Wong , Vladimir Zhdankin , Dmitri A. Uzdensky , Gregory R. Werner , Mitchell C. Begelman

Based on the theory of stochastic chemical kinetics, the inherent randomness and stochasticity of biochemical reaction networks can be accurately described by discrete-state continuous-time Markov chains. The analysis of such processes is,…

Numerical Analysis · Mathematics 2014-10-14 Andreychenko Alexander , Mikeev Linar , Wolf Verena

Metastable condensed matter typically fluctuates about local energy minima at the femtosecond time scale before transitioning between local minima after nanoseconds or microseconds. This vast scale separation limits the applicability of…

Computational Physics · Physics 2017-11-22 Brittan A Farmer , Mitchell Luskin , Petr Plecháč , Gideon Simpson

We show that all non-relativistic quantum processes, whether open or closed, are either unitary or probabilistic unitary, i.e., probabilistic combination of unitary evolutions. This means that for open quantum systems, its continuous…

Quantum Physics · Physics 2024-12-16 Le Hu , Andrew N. Jordan