Related papers: Stochastic Integration of the Cahn-Hilliard Phase …
The hybrid particle-field molecular dynamics method is an efficient alternative to standard particle-based coarse grained approaches. In this work, we propose an automated protocol for optimisation of the effective parameters that define…
Simulating the unitary dynamics of a quantum system is a fundamental problem of quantum mechanics, in which quantum computers are believed to have significant advantage over their classical counterparts. One prominent such instance is the…
We consider the problem of efficiently simulating stochastic models of chemical kinetics. The Gillespie Stochastic Simulation algorithm (SSA) is often used to simulate these models, however, in many scenarios of interest, the computational…
The Hybrid Monte Carlo algorithm is adapted to the simulation of a system of classical degrees of freedom coupled to non self-interacting lattices fermions. The diagonalization of the Hamiltonian matrix is avoided by introducing a…
We consider the problem of estimating the dynamic latent states of an intracellular multiscale stochastic reaction network from time-course measurements of fluorescent reporters. We first prove that accurate solutions to the filtering…
In this paper, we study numerical methods for solving the coupled Allen-Cahn/Cahn-Hilliard system associated with a free energy functional of logarithmic type. To tackle the challenge posed by the special free energy functional, we propose…
Numerical algorithms for the integration of stochastic differential equations in the presence of white noise are introduced and compared. Algorithms for the integration of stochastic correlated forces are also briefly reviewed. Finally, a…
We present two different approaches to stochastic integration in frictionless model free financial mathematics. The first one is in the spirit of It\^o's integral and based on a certain topology which is induced by the outer measure…
We investigate the use of extended phase-space symplectic integration for simulating two different classes of electron dynamics. The first one, with one and a half degrees of freedom, comes from plasma physics and describes the classical…
We prove existence and regularity for the solutions to a Cahn-Hilliard system describing the phenomenon of phase separation for a material contained in a bounded and regular domain. Since the first equation of the system is perturbed by the…
A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…
A MATLAB program has been developed for simulation of polymer blend self-assembly with nano-scaled features. The Cahn-Hilliard equation is implemented to calculate the free energy profile of the polymer blends. The Flory-Huggins type of…
A simple stochastic model of solute drag by moving grain boundaries (GBs) is presented. Using a small number of parameters, the model describes solute interactions with GBs and captures nonlinear GB dynamics, solute saturation in the…
Expectations of path integrals of killed stochastic processes play a central role in several applications across physics, chemistry, and finance. Simulation-based evaluation of these functionals is often biased and numerically expensive due…
A new tool for modeling electrochemical kinetics is presented. An extension of the Stochastic Simulation Algorithm framework to electrochemical systems is proposed. The physical justifications and constraints for the derivation of a…
Previous years researchers began to simulate open quantum system, taking into account the interaction between system and the environment. One approach to deal with this problem is to use the density matrix within the Liouville-von-Neumann…
In this paper we develop a stochastic integration theory for processes with values in a quasi-Banach space. The integrator is a cylindrical Brownian motion. The main results give sufficient conditions for stochastic integrability. They are…
This article considers stochastic algorithms for efficiently solving a class of large scale non-linear least squares (NLS) problems which frequently arise in applications. We propose eight variants of a practical randomized algorithm where…
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,…
Stochastic effect in cellular systems has been an important topic in systems biology. Stochastic modeling and simulation methods are important tools to study stochastic effect. Given the low efficiency of stochastic simulation algorithms,…