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Stochastic resetting is prevalent in natural and man-made systems giving rise to a long series of non-equilibrium phenomena. Diffusion with stochastic resetting serves as a paradigmatic model to study these phenomena, but the lack of a…

Statistical Mechanics · Physics 2020-10-27 Ofir Tal-Friedman , Arnab Pal , Amandeep Sekhon , Shlomi Reuveni , Yael Roichman

At the scale of the individual cell, protein production is a stochastic process with multiple time scales, combining quick and slow random steps with discontinuous and smooth variation. Hybrid stochastic processes, in particular…

Molecular Networks · Quantitative Biology 2019-05-02 Guilherme C. P. Innocentini , Fernando Antoneli , Arran Hodgkinson , Ovidiu Radulescu

When exposed to a thermal gradient, reaction networks can convert thermal energy into the chemical selection of states that would be unfavourable at equilibrium. The kinetics of reaction paths, and thus how fast they dissipate available…

Statistical Mechanics · Physics 2021-09-01 Shiling Liang , Paolo De Los Rios , Daniel Maria Busiello

Biochemical reaction networks are widely applied across scientific disciplines to model complex dynamic systems. We investigate the diffusion approximation of reaction networks with mass-action kinetics, focusing on the identifiability of…

Probability · Mathematics 2026-04-29 Louis Faul , Linard Hoessly , Panqiu Xia

We introduce a biologically detailed, stochastic model of gene expression describing the multiple rate-limiting steps of transcription, nuclear pre-mRNA processing, nuclear mRNA export, cytoplasmic mRNA degradation and translation of mRNA…

Molecular Networks · Quantitative Biology 2024-01-24 Muhan Ma , Juraj Szavits-Nossan , Abhyudai Singh , Ramon Grima

Conventional studies of biomolecular behaviors rely largely on the construction of kinetic schemes. Since the selection of these networks is not unique, a concern is raised whether and under which conditions hierarchical schemes can reveal…

Molecular Networks · Quantitative Biology 2015-07-07 De-Ming Deng , Cheng-Hung Chang

Fluorescent and luminescent gene reporters allow us to dynamically quantify changes in molecular species concentration over time on the single cell level. The mathematical modeling of their interaction through multivariate dynamical models…

Quantitative Methods · Quantitative Biology 2009-07-07 Michal Komorowski , Barbel Finkenstadt , Claire V. Harper , David A. Rand

We study two types of stochastic processes, a mean-field spatial system of interacting Fisher-Wright diffusions with an inferior and an advantageous type with rare mutation (inferior to advantageous) and a (mean-field) spatial system of…

Probability · Mathematics 2010-08-02 Donald A. Dawson , Andreas Greven

We study stationary distributions in the context of stochastic reaction networks. In particular, we are interested in complex balanced reaction networks and reduction of such networks by assuming a set of species (called non-interacting…

Probability · Mathematics 2024-02-06 Linard Hoessly , Carsten Wiuf , Panqiu Xia

We study classical stochastic systems with discrete states, coupled to switching external environments. For fast environmental processes we derive reduced dynamics for the system itself, focusing on corrections to the adiabatic limit of…

Statistical Mechanics · Physics 2019-03-27 Peter G. Hufton , Yen Ting Lin , Tobias Galla

Simulation of stochastic spatially-extended systems is a challenging problem. The fundamental quantities in these models are individual entities such as molecules, cells, or animals, which move and react in a random manner. In big systems,…

Quantitative Methods · Quantitative Biology 2024-09-24 Tomás Alarcón , Natalia Briñas-Pascual , Juan Calvo , Pilar Guerrero , Daria Stepanova

We present novel roulette schemes for rare-event sampling that are both structure-preserving and unbiased. The boundaries where Monte Carlo markers are split and deleted are placed automatically and adapted during runtime. Extending…

Computational Physics · Physics 2021-07-07 C. U. Schuster , T. Johnson , G. Papp , R. Bilato , S. Sipilä , J. Varje , M. Hasenöhrl

We study a stochastic model of biosynthesis of proteins in generic bacterial operons. The stochasticity arises from two different processes, namely from `bursting' production of either mRNA and/or protein (in the transcription/translation…

Molecular Networks · Quantitative Biology 2018-11-20 Mateusz Falfus , Michael C. Mackey , Marta Tyran-Kaminska

We address the now classical problem of a diffusion process that crosses over from a ballistic behavior at short times to a fractional diffusion (sub- or super-diffusion) at longer times. Using the standard non-Markovian diffusion equation…

Statistical Mechanics · Physics 2015-05-14 Valery Ilyin , Itamar Procaccia , Anatoly Zagorodny

We propose a modification, based on the RESTART (repetitive simulation trials after reaching thresholds) and DPR (dynamics probability redistribution) rare event simulation algorithms, of the standard diffusion Monte Carlo (DMC) algorithm.…

Probability · Mathematics 2014-04-10 Martin Hairer , Jonathan Weare

We study the diffusion process in a Heisenberg chain with correlated spatial disorder, with a power spectrum in the momentum space behaving as $k^{-\beta}$, using a stochastic description. It establishes a direct connection between the…

Statistical Mechanics · Physics 2007-05-23 M. H. Vainstein , R. Morgado , F. A. Oliveira , F. A. B. F. de Moura , M. D. Coutinho-Filho

We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…

Systems and Control · Computer Science 2017-11-15 Mohammad Soltani , Abhyudai Singh

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

A novel approach called Moate Simulation is presented to provide an accurate numerical evolution of probability distribution functions represented on grids arising from stochastic differential processes where initial conditions are…

Computational Finance · Quantitative Finance 2022-12-19 Michael E. Mura

Stochasticity is a defining feature of the pairwise forces governing interactions in biological systems-from molecular motors to cell-cell adhesion-yet its consequences on large-scale dynamics remain poorly understood. Here, we show that…

Soft Condensed Matter · Physics 2025-08-27 Henry Alston , Raphael Voituriez , Thibault Bertrand