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There is an emerging need for efficient solutions to stochastic AC Optimal Power Flow ({AC-}OPF) to ensure optimal and reliable grid operations in the presence of increasing demand and generation uncertainty. This paper presents a highly…

Systems and Control · Electrical Eng. & Systems 2020-06-11 Ilyes Mezghani , Sidhant Misra , Deepjyoti Deka

Stochastic differential equations describe well many physical, biological and sociological systems, despite the simplification often made in their derivation. Here the usage of simple stochastic differential equations to characterize and…

Data Analysis, Statistics and Probability · Physics 2016-07-27 Daniel Pumpe , Maksim Greiner , Ewald Müller , Torsten A. Enßlin

We present an algorithm to sample stochastic differential equations conditioned on rather general constraints, including integral constraints, endpoint constraints, and stochastic integral constraints. The algorithm is a pathspace…

Machine Learning · Statistics 2025-06-23 Tobias Grafke

Multiscale stochastic dynamical systems have been widely adopted to a variety of scientific and engineering problems due to their capability of depicting complex phenomena in many real world applications. This work is devoted to…

Machine Learning · Statistics 2024-01-02 Lingyu Feng , Ting Gao , Min Dai , Jinqiao Duan

The simulation of complex stochastic network dynamics arising, for instance, from models of coupled biomolecular processes remains computationally challenging. Often, the necessity to scan a models' dynamics over a large parameter space…

Quantitative Methods · Quantitative Biology 2013-03-14 Tiago Ramalho , Marco Selig , Ulrich Gerland , Torsten A. Enßlin

In dynamic Monte Carlo simulations, using for example the Metropolis dynamic, it is often required to simulate for long times and to simulate large systems. We present an overview of advanced algorithms to simulate for larger times and to…

Statistical Mechanics · Physics 2007-05-23 M. A. Novotny , Alice K. Kolakowska , G. Korniss

Metabolic fluxes are the rates of life-sustaining chemical reactions within a cell and metabolites are the components. Determining the changes in these fluxes is crucial to understanding diseases with metabolic causes and consequences.…

Dynamical Systems · Mathematics 2024-07-15 Breanna Guppy , Colleen Mitchell , Eric Taylor

Model parameter inference is a universal problem across science. This challenge is particularly pronounced in developmental biology, where faithful mechanistic descriptions require spatial-stochastic models with numerous parameters, yet…

Biological Physics · Physics 2024-07-16 Michael A. Ramirez-Sierra , Thomas R. Sokolowski

Simultaneous sparse approximation (SSA) seeks to represent a set of dependent signals using sparse vectors with identical supports. The SSA model has been used in various signal and image processing applications involving multiple…

Computer Vision and Pattern Recognition · Computer Science 2022-03-21 Farshad G. Veshki , Sergiy A. Vorobyov

When the output of an atomistic simulation (such as the Gillespie stochastic simulation algorithm, SSA) can be approximated as a diffusion process, we may be interested in the dynamic features of the deterministic (drift) component of this…

Statistical Mechanics · Physics 2007-05-23 C. P. Calderon , G. A. Tsekouras , A. Provata , I. G. Kevrekidis

Machine learning provides algorithms that can learn from data and make inferences or predictions on data. Stochastic acceptors or probabilistic automata are stochastic automata without output that can model components in machine learning…

Machine Learning · Computer Science 2018-12-27 Karl-Heinz Zimmermann

Modeling complex dynamical systems under varying conditions is computationally intensive, often rendering high-fidelity simulations intractable. Although reduced-order models (ROMs) offer a promising solution, current methods often struggle…

Machine Learning · Computer Science 2026-01-16 Andrew F. Ilersich , Kevin Course , Prasanth B. Nair

We have developed a coarse-grained formulation for modeling the dynamic behavior of cells quantitatively, based on stochasticity and heterogeneity, rather than on biochemical reactions. We treat each reaction as a continuous-time stochastic…

Molecular Networks · Quantitative Biology 2015-05-28 Shunsuke Teraguchi , Yutaro Kumagai , Alexis Vandenbon , Shizuo Akira , Daron M Standley

Current mathematical frameworks for predicting the flux state and macromolecular composition of the cell do not rely on thermodynamic constraints to determine the spontaneous direction of reactions. These predictions may be biologically…

Optimization and Control · Mathematics 2020-08-14 Amir Akbari , Bernhard O. Palsson

Constraint-based metabolic modeling is the predominant framework for simulating cellular metabolism. The central assumption of these models is that metabolism operates at a steady state, meaning that the production and consumption rates of…

Quantitative Methods · Quantitative Biology 2026-05-22 Ariel Bruner , Mona Singh

Synthetic lethal reaction/gene-sets are sets of reactions/genes where only the simultaneous removal of all reactions/genes in the set abolishes growth of an organism. In silico, synthetic lethal sets can be identified by simulating the…

Molecular Networks · Quantitative Biology 2015-07-02 Aditya Pratapa , Shankar Balachandran , Karthik Raman

An algorithmic limit of compressed sensing or related variable-selection problems is analytically evaluated when a design matrix is given by an overcomplete random matrix. The replica method from statistical mechanics is employed to derive…

Disordered Systems and Neural Networks · Physics 2018-11-14 Tomoyuki Obuchi , Yoshinori Nakanishi-Ohno , Masato Okada , Yoshiyuki Kabashima

Modeling stochastic dynamics from discrete observations is a key interdisciplinary challenge. Existing methods often fail to estimate the continuous evolution of probability densities from trajectories or face the curse of dimensionality.…

Computational Engineering, Finance, and Science · Computer Science 2025-12-02 Ruikun Li , Jiazhen Liu , Huandong Wang , Qingmin Liao , Yong Li

Slow feature analysis (SFA) is an unsupervised method for extracting representations from time series data. The successor representation (SR) is a method for representing states in a Markov decision process (MDP) based on transition…

Machine Learning · Computer Science 2025-03-13 Eddie Seabrook , Laurenz Wiskott

We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…

Statistical Mechanics · Physics 2012-03-30 Thierry Mora , Aleksandra M. Walczak , Francesco Zamponi