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Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones appearing in computational statistical physics and Bayesian…
There is a growing literature adopting a stochastic optimal control (SOC) perspective to fine-tune diffusion models and related generative policies. A prominent class of methods, known as iterative diffusion optimization, solves the SOC…
Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…
Rare but critical events in complex systems, such as protein folding, chemical reactions, disease progression, and extreme weather or climate phenomena, are governed by complex, high-dimensional, stochastic dynamics. Identifying an optimal…
Reaction-diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or…
Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic…
The stochastic thermodynamics of a dilute, well-stirred mixture of chemically-reacting species is built on the stochastic trajectories of reaction events obtained from the Chemical Master Equation. However, when the molecular populations…
Reaction-diffusion systems offer a powerful framework for understanding self-organized patterns in biological systems, yet controlling these patterns remains a significant challenge. As a consequence, we present a rigorous framework of…
We develop a convergent reaction-drift-diffusion master equation (CRDDME) to facilitate the study of reaction processes in which spatial transport is influenced by drift due to one-body potential fields within general domain geometries. The…
This paper is concerned with the optimal control of hysteresis-reaction-diffusion systems. We study a control problem with two sorts of controls, namely distributed control functions, or controls which act on a part of the boundary of the…
Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…
Solving statistical learning problems often involves nonconvex optimization. Despite the empirical success of nonconvex statistical optimization methods, their global dynamics, especially convergence to the desirable local minima, remain…
The asymptotic behavior of a class of stochastic reaction-diffusion-advection equations in the plane is studied. We show that as the divergence-free advection term becomes larger and larger, the solutions of such equations converge to the…
We study the numerical approximation of advection-diffusion equations with highly oscillatory coefficients and possibly dominant advection terms by means of the Multiscale Finite Element Method. The latter method is a now classical, finite…
This article investigates the non-stationary reaction-diffusion-advection equation, emphasizing solutions with internal layers and the associated inverse problems. We examine a nonlinear singularly perturbed partial differential equation…
Spatial reaction-diffusion models have been employed to describe many emergent phenomena in biological systems. The modelling technique most commonly adopted in the literature implements systems of partial differential equations (PDEs),…
This paper considers the optimal boundary control of chemical systems described by advection-diffusion-reaction (ADR) equations. We use a discontinuous Galerkin finite element method (DG-FEM) for the spatial discretization of the governing…
Treating diffusion and advection/reaction separately is an effective strategy for solving semilinear advection-diffusion-reaction equations. However, such an approach is prone to suffer from order reduction, especially in the presence of…
Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…
The reaction-diffusion master equation (RDME) is a lattice-based stochastic model for spatially resolved cellular processes. It is often interpreted as an approximation to spatially continuous reaction-diffusion models, which, in the limit…