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If a stochastic system during some periods of its evolution can be divided into non-interacting parts, the kinetics of each part can be simulated independently. We show that this can be used in the development of efficient Monte Carlo…

Materials Science · Physics 2009-11-13 V. I. Tokar , H. Dreyssé

We briefly review the principles, mathematical bases, numerical shortcuts and applications of fast random walk (FRW) algorithms. This Monte Carlo technique allows one to simulate individual trajectories of diffusing particles in order to…

Computational Physics · Physics 2013-05-01 Denis Grebenkov

We have developed and implemented a numerical evolution scheme for a class of stochastic problems in which the temporal evolution occurs on widely-separated time scales, and for which the slow evolution can be described in terms of a small…

Computational Physics · Physics 2009-09-29 S. Setayeshgar , C. W. Gear , H. G. Othmer , I. G. Kevrekidis

A macroscopic mesoscopic, deterministic stochastic coupling strategy is proposed to accelerate the direct simulation Monte Carlo (DSMC) method for chemical reaction. First, a macroscopic synthetic equation is formulated by integrating…

Computational Physics · Physics 2026-05-14 Hong Deng , Liyan Luo , Lei Wu

Chemical reaction network is an important method for modeling and exploring complex biological processes, bio-chemical interactions and the behavior of different dynamics in system biology. But, formulating such reaction kinetics takes…

Artificial Intelligence · Computer Science 2025-03-28 Sadikshya Gyawali , Ashwini Mandal , Manish Dahal , Manish Awale , Sanjay Rijal , Shital Adhikari , Vaghawan Ojha

The stochastic simulation algorithm (SSA) and the corresponding Monte Carlo (MC) method are among the most common approaches for studying stochastic processes. They rely on knowledge of interevent probability density functions (PDFs) and on…

Computation · Statistics 2024-02-12 S. Rusconi , E. Akhmatskaya , D. Sokolovski , N. Ballard , J. C. de la Cal

Aims. Numerical test-particle simulations are a reliable and frequently used tool to test analytical transport theories and to predict mean-free paths. The comparison between solutions of the diffusion equation and the particle flux is used…

High Energy Astrophysical Phenomena · Physics 2016-02-17 R. C. Tautz , J. Bolte , A. Shalchi

We present a kinetic Monte Carlo method for simulating chemical transformations specified by reaction rules, which can be viewed as generators of chemical reactions, or equivalently, definitions of reaction classes. A rule identifies the…

Quantitative Methods · Quantitative Biology 2010-07-09 Jin Yang , Michael I. Monine , James R. Faeder , William S. Hlavacek

Many random processes can be simulated as the output of a deterministic model accepting random inputs. Such a model usually describes a complex mathematical or physical stochastic system and the randomness is introduced in the input…

Machine Learning · Statistics 2012-11-21 A. Gokcen Mahmutoglu , Alper T. Erdogan , Alper Demir

Stochastic models of chemical reaction networks are an important tool to describe and analyze noise effects in cell biology. When chemical species and reaction rates in a reaction system have different orders of magnitude, the associated…

Probability · Mathematics 2020-09-15 German Enciso , Jinsu Kim

Many mathematical models for biological phenomena, such as the spread of diseases, are based on reaction-diffusion equations for densities of interacting cell populations. We present a consistent derivation of reaction-diffusion equations…

Analysis of PDEs · Mathematics 2026-02-23 Marzia Bisi , Davide Cusseddu , Ana Jacinta Soares , Romina Travaglini

The propagation of uncertainties in reaction cross sections and rates of neutron-, proton-, and $\alpha$-induced reactions into the final isotopic abundances obtained in nucleosynthesis models is an important issue in studies of…

High Energy Astrophysical Phenomena · Physics 2020-12-24 T. Rauscher

Discrete-state, continuous-time Markov models are becoming commonplace in the modelling of biochemical processes. The mathematical formulations that such models lead to are opaque, and, due to their complexity, are often considered…

Quantitative Methods · Quantitative Biology 2017-10-31 Christopher Lester

We develop a statistical toolbox for a quantitative model evaluation of stochastic reaction-diffusion systems modeling space-time evolution of biophysical quantities on the intracellular level. Starting from space-time data $X_N(t,x)$, as,…

Methodology · Statistics 2023-07-14 Gregor Pasemann , Carsten Beta , Wilhelm Stannat

We describe a new algorithm for simulating complex Markoff-processes. We have used a reaction-cell method in order to simulate arbitrary reactions. It can be used for any kind of RDS on arbitrary topologies, including fractal dimensions or…

chem-ph · Physics 2009-10-28 Thomas Fricke , Dietmar Wendt

A method based on Monte Carlo techniques is presented for evaluating thermonuclear reaction rates. We begin by reviewing commonly applied procedures and point out that reaction rates that have been reported up to now in the literature have…

Solar and Stellar Astrophysics · Physics 2015-05-18 Richard Longland , Christian Iliadis , Art Champagne , Joe Newton , Claudio Ugalde , Alain Coc , Ryan Fitzgerald

Biochemical reaction networks are often modelled using discrete-state, continuous-time Markov chains. System statistics of these Markov chains usually cannot be calculated analytically and therefore estimates must be generated via…

Quantitative Methods · Quantitative Biology 2016-04-19 Daniel Wilson , Ruth E. Baker

We present an efficient Monte Carlo method to simulate reaction-diffusion processes with spatially varying particle annihilation or transformation rates as it occurs for instance in the context of motor-driven intracellular transport. Like…

Statistical Mechanics · Physics 2013-05-20 Karsten Schwarz , Heiko Rieger

Monte Carlo estimation in plays a crucial role in stochastic reaction networks. However, reducing the statistical uncertainty of the corresponding estimators requires sampling a large number of trajectories. We propose control variates…

Methodology · Statistics 2021-10-19 Michael Backenköhler , Luca Bortolussi , Verena Wolf

To model bio-chemical reaction systems with diffusion one can either use stochastic, microscopic reaction-diffusion master equations or deterministic, macroscopic reaction-diffusion system. The connection between these two models is not…

Analysis of PDEs · Mathematics 2023-06-21 Malcolm Egan , Bao Quoc Tang