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The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…

Statistical Mechanics · Physics 2024-07-10 Michał Balcerek , Agnieszka Wyłomańska , Krzysztof Burnecki , Ralf Metzler , Diego Krapf

Brownian simulations can be used to generate statistics relevant for studying molecular interactions or trafficking. However, the concurrent simulation of many Brownian trajectories at can become computationally intractable. Replacing…

Statistical Mechanics · Physics 2020-11-16 Ulrich Dobramysl , David Holcman

We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust,…

Soft Condensed Matter · Physics 2015-10-28 Steven Delong , Florencio Balboa Usabiaga , Aleksandar Donev

Brownian Dynamics algorithms are widely used for simulating soft-matter and biochemical systems. In recent times, their application has been extended to the simulation of coarse-grained models of cellular networks in simple organisms. In…

Quantitative Methods · Quantitative Biology 2009-11-13 Marco J. Morelli , Pieter Rein ten Wolde

We discuss the distribution of various estimators for extracting the diffusion constant of single Brownian trajectories obtained by fitting the squared displacement of the trajectory. The analysis of the problem can be framed in terms of…

Statistical Mechanics · Physics 2015-05-28 Denis Boyer , David S. Dean

We develop two-dimensional Brownian dynamics simulations to examine the motion of disks under thermal fluctuations and Hookean forces. Our simulations are designed to be experimental-like, since the experimental conditions define the…

Soft Condensed Matter · Physics 2017-05-26 Manuel Pancorbo , Miguel A. Rubio , P. Domínguez-García

For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…

Probability · Mathematics 2025-05-13 Pierre Germain , Pierre Monmarché

We demonstrate how time-integration of stochastic differential equations (i.e. Brownian dynamics simulations) can be combined with continuum numerical bifurcation analysis techniques to analyze the dynamics of liquid crystalline polymers…

Condensed Matter · Physics 2009-11-07 C. I. Siettos , M. D. Graham , I. G. Kevrekidis

Dynamics simulations of constrained particles can greatly aid in understanding the temporal and spatial evolution of biological processes such as lateral transport along membranes and self-assembly of viruses. Most theoretical efforts in…

Computational Physics · Physics 2017-03-03 Stefan Paquay , Remy Kusters

We outline a reduction scheme for a class of Brownian dynamics which leads to meaningful corrections to the Smoluchowski equation in the overdamped regime. The mobility coefficient of the reduced dynamics is obtained by exploiting the…

Statistical Mechanics · Physics 2022-05-19 Matteo Colangeli , Adrian Muntean

While diffusion models can successfully generate data and make predictions, they are predominantly designed for static images. We propose an approach for efficiently training diffusion models for probabilistic spatiotemporal forecasting,…

Machine Learning · Computer Science 2023-10-12 Salva Rühling Cachay , Bo Zhao , Hailey Joren , Rose Yu

This work proposes a method for the two-dimensional simulation of Brownian particles in a fluid with restrictions. The method is based on simple numerical rules between two matrices. One of the matrix represent the identification of all…

Statistical Mechanics · Physics 2012-04-24 Eric Plaza

Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied probability. Such methods permit to obtain approximations…

Probability · Mathematics 2017-05-22 Samuel Herrmann , Cristina Zucca

We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…

Probability · Mathematics 2018-11-07 Sebastian Andres , Lisa Hartung

The non-thermal nature of self-propelling colloids offers new insights into non-equilibrium physics. The central mathematical model to describe their trajectories is active Brownian motion, where a particle moves with a constant speed,…

Diffusion models provide a principled framework for generative modeling via stochastic differential equations and time-reversed dynamics. Extending spectral diffusion approaches to spherical data, however, raises nontrivial geometric and…

Probability · Mathematics 2026-01-29 Pierpaolo Brutti , Claudio Durastanti , Francesco Mari

This letter introduces a formalism for modeling time-variant channels for diffusive molecular communication systems. In particular, we consider a fluid environment where one transmitter nano-machine and one receiver nano-machine are…

Information Theory · Computer Science 2017-03-08 Arman Ahmadzadeh , Vahid Jamali , Adam Noel , Robert Schober

Brownian dynamics of colloidal particles on complex surfaces has found important applications in diverse physical, chemical and biological processes. However, current Brownian dynamics simulation algorithms mostly work for relatively simple…

Soft Condensed Matter · Physics 2019-11-26 Yuguang Yang , Bo Li

In the context of time-subordinated Brownian motion models, Fourier theory and methodology are proposed to modelling the stochastic distribution of time increments. Gaussian Variance-Mean mixtures and time-subordinated models are reviewed…

Mathematical Finance · Quantitative Finance 2025-10-21 Rohan Shenoy , Peter Kempthorne

In this article, we focus on the sampling of the configurational Gibbs-Boltzmann distribution, that is, the calculation of averages of functions of the position coordinates of a molecular $N$-body system modelled at constant temperature. We…

Numerical Analysis · Mathematics 2025-04-30 Benedict Leimkuhler , Charles Matthews
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