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Discrete-space kinetic models, i.e., Markov state models, have emerged as powerful tools for reducing the complexity of trajectories generated from molecular dynamics simulations. These models require configuration-space representations…

Chemical Physics · Physics 2019-01-30 Joseph F. Rudzinski , Marc Radu , Tristan Bereau

In order to study the stochastic Markov processes conditioned on a specific value of a time-integrated observable, the concept of ensembles of trajectories has been recently used extensively. In this paper, we consider a generic…

Statistical Mechanics · Physics 2019-02-15 Sara Kaviani , Farhad H. Jafarpour

Reaction-diffusion models have been used over decades to study biological systems. In this context, evolution equations for probability distribution functions and the associated stochastic differential equations have nowadays become…

Statistical Mechanics · Physics 2018-10-09 C. Escudero , S. B. Yuste , E. Abad , F. Le Vot

Stochastic differential equations (SDEs) or diffusions are continuous-valued continuous-time stochastic processes widely used in the applied and mathematical sciences. Simulating paths from these processes is usually an intractable problem,…

Computation · Statistics 2020-05-27 Qi Wang , Vinayak Rao , Yee Whye Teh

We develop a mathematical framework for determining the stability of steady states of generic nonlinear reaction-diffusion equations with periodic source terms, in one spatial dimension. We formulate an \textit{a priori} condition for the…

Analysis of PDEs · Mathematics 2019-03-07 Lennon Ó Náraigh , Khang Ee Pang

Many applications involve partial differential equations which admits nontrivial steady state solutions. The design of schemes which are able to describe correctly these equilibrium states may be challenging for numerical methods, in…

Analysis of PDEs · Mathematics 2016-02-09 Lorenzo Pareschi , Thomas Rey

Reaction networks are often used to model interacting species in fields such as biochemistry and ecology. When the counts of the species are sufficiently large, the dynamics of their concentrations are typically modeled via a system of…

Numerical Analysis · Mathematics 2022-01-05 David F. Anderson , Kurt W. Ehlert

For the regime-switching diffusion process with and without advection term we propose an integro-differential equation describing the densities of states continuously distributed over a segment. We demonstrate that there exists a…

Analysis of PDEs · Mathematics 2026-03-18 Alexander S. Bratus , Olga S. Rozanova

The mesoscopic reaction-diffusion master equation (RDME) is a popular modeling framework, frequently applied to stochastic reaction-diffusion kinetics in systems biology. The RDME is derived from assumptions about the underlying physical…

Numerical Analysis · Mathematics 2015-06-23 Stefan Hellander , Andreas Hellander , Linda Petzold

A popular numerical method to model the dynamics of a 'full spectrum' of cosmic rays (CRs), also applicable to radiation/neutrino hydrodynamics (RHD), is to discretize the spectrum at each location/cell as a piecewise power law in 'bins' of…

High Energy Astrophysical Phenomena · Physics 2022-11-30 Philip F. Hopkins

In this paper, we develop a modified nonlinear dynamic diffusion (DD) finite element method for convection-diffusion-reaction equations. This method is free of stabilization parameters and is capable of precluding spurious oscillations. We…

Numerical Analysis · Mathematics 2025-03-11 Shaohong Du , Qianqian Hou , Xiaoping Xie

This paper deals with the micro-macro derivation of virus models coupled with a reaction diffusion models that generates the dynamics in space of the virus particles. The first part of the presentation focuses, starting from [5, 6] on a…

Dynamical Systems · Mathematics 2021-12-15 Diletta Burini , Nadia Chouhad

Dropout represents a typical issue to be addressed when dealing with longitudinal studies. If the mechanism leading to missing information is non-ignorable, inference based on the observed data only may be severely biased. A frequent…

Methodology · Statistics 2018-03-23 Maria Francesca Marino , Marco Alfo'

The reaction-diffusion master equation (RDME) is a lattice stochastic reaction-diffusion model that has been used to study spatially distributed cellular processes. The RDME is often interpreted as an approximation to spatially-continuous…

Numerical Analysis · Mathematics 2013-08-05 Samuel A Isaacson

We develop exact Markov chain Monte Carlo methods for discretely-sampled, directly and indirectly observed diffusions. The qualification "exact" refers to the fact that the invariant and limiting distribution of the Markov chains is the…

Validating safety-critical autonomous systems in high-dimensional domains such as robotics presents a significant challenge. Existing black-box approaches based on Markov chain Monte Carlo may require an enormous number of samples, while…

Colloids have a striking relevance in a wide spectrum of industrial formulations, spanning from personal care products to protective paints. Their behaviour can be easily influenced by extremely weak forces, which disturb their…

Soft Condensed Matter · Physics 2018-06-14 Daniel Corbett , Alejandro Cuetos , Matthew Dennison , Alessandro Patti

We consider solvability of the generalized reaction-diffusion equation with both space- and time-dependent diffusion and reaction terms by means of the similarity method. By introducing the similarity variable, the reaction-diffusion…

Mathematical Physics · Physics 2016-01-20 C. -L. Ho , C. -C. Lee

We prove an abstract convergence result for a family of dual-mesh based quadrature rules on tensor products of simplical meshes. In the context of the multilinear tensor-product finite element discretization of reaction-drift-diffusion…

Numerical Analysis · Mathematics 2024-07-16 Max Heldman

Direct sampling of multi-dimensional systems with quantum Monte Carlo methods allows exact account of many-body effects or particle correlations. The most straightforward approach to solve the Schr\"odinger equation, Diffusion Monte Carlo,…

Quantum Physics · Physics 2017-09-07 Ilkka Ruokosenmäki , Tapio T. Rantala
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