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Conventional Monte Carlo simulations are stochastic in the sense that the acceptance of a trial move is decided by comparing a computed acceptance probability with a random number, uniformly distributed between 0 and 1. Here we consider the…

Statistical Mechanics · Physics 2018-05-24 Daan Frenkel , K. Julian Schrenk , Stefano Martiniani

Large-scale Monte Carlo simulations, together with scaling, are used to obtain the critical behavior of the Hastings long-range model and two corresponding models based on small-world networks. These models have combined short- and…

Materials Science · Physics 2007-05-23 X. Zhang , M. A. Novotny

Robust inference for stochastic dynamical systems is often hampered by sparse sampling and the absence of closed-form likelihoods. We introduce a Monte Carlo path-inference framework that leverages full-path statistics and bridge processes…

Statistical Mechanics · Physics 2025-10-07 Javier Aguilar , Miguel A. Muñoz , Sandro Azaele

In an experimental study of single enzyme reactions, it has been proposed that the rate constants of the enzymatic reactions fluctuate randomly, according to a given distribution. To quantify the uncertainty arising from random rate…

Quantitative Methods · Quantitative Biology 2012-02-07 Chia Ying Lee

Stochastic kinetic models (SKMs) are increasingly used to account for the inherent stochasticity exhibited by interacting populations of species in areas such as epidemiology, population ecology and systems biology. Species numbers are…

Computation · Statistics 2023-04-06 Tom E. Lowe , Andrew Golightly , Chris Sherlock

One of the most active areas of physics in the last decades has been that of critical phenomena, and Monte Carlo simulations have played an important role as a guide for the validation and prediction of system properties close to the…

Biological Physics · Physics 2007-05-23 Maria del Pilar Monsivais-Alonso

This article reviews the basic computational techniques for carrying out multi-scale simulations using statistical methods, with the focus on simulations of epitaxial growth. First, the statistical-physics background behind Monte Carlo…

Materials Science · Physics 2009-04-17 Peter Kratzer

We present a novel approach to investigate the long-time stochastic dynamics of multi-dimensional classical systems, in contact with a heat-bath. When the potential energy landscape is rugged, the kinetics displays a decoupling of short and…

Soft Condensed Matter · Physics 2013-05-29 O. Corradini , P. Faccioli , H. Orland

Coarse timesteppers provide a bridge between microscopic / stochastic system descriptions and macroscopic tasks such as coarse stability/bifurcation computations. Exploiting this computational enabling technology, we present a framework for…

Cellular Automata and Lattice Gases · Physics 2007-05-23 C. I. Siettos , A. Armaou , A. G. Makeev , I. G. Kevrekidis

We consider the problem of inferring the unknown parameters of a stochastic biochemical network model from a single measured time-course of the concentration of some of the involved species. Such measurements are available, e.g., from…

Molecular Networks · Quantitative Biology 2011-11-22 Christian L. Muller , Rajesh Ramaswamy , Ivo F. Sbalzarini

We present a new efficient method for Monte Carlo simulations of diffusion-reaction processes. First introduced by us in [Phys. Rev. Lett., 97:230602, 2006], the new algorithm skips the traditional small diffusion hops and propagates the…

Materials Science · Physics 2013-05-29 T. Oppelstrup , V. V. Bulatov , A. Donev , M. H. Kalos , G. H. Gilmer , B. Sadigh

We present a method to estimate the transition rates of molecular systems under different environmental conditions which cause the formation or the breaking of bonds and require the sampling of the Grand Canonical Ensemble. For this…

Chemical Physics · Physics 2022-12-21 Luca Donati , Marcus Weber

Dynamical systems theory provides powerful methods to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. Here we derive and theoretically support a macroscopic, spatially discrete, model for a class…

Analysis of PDEs · Mathematics 2010-03-12 Wei Wang , A. J. Roberts

The mesoscopic reaction-diffusion master equation (RDME) is a popular modeling framework, frequently applied to stochastic reaction-diffusion kinetics in systems biology. The RDME is derived from assumptions about the underlying physical…

Numerical Analysis · Mathematics 2015-06-23 Stefan Hellander , Andreas Hellander , Linda Petzold

Computing reaction rates in biomolecular systems is a common goal of molecular dynamics simulations. The reactions considered often involve conformational changes in the molecule, either changes in the structure of a protein or the relative…

Dynamical Systems · Mathematics 2013-07-03 Eric Darve , Ernest Ryu

A hybrid mesoscopic multi-particle collision model is used to study diffusion-influenced reaction kinetics. The mesoscopic particle dynamics conserves mass, momentum and energy so that hydrodynamic effects are fully taken into account.…

Chemical Physics · Physics 2007-05-23 Kay Tucci , Raymond Kapral

Several different methods exist for efficient approximation of paths in multiscale stochastic chemical systems. Another approach is to use bursts of stochastic simulation to estimate the parameters of a stochastic differential equation…

Numerical Analysis · Mathematics 2014-12-19 Simon Cotter , Radek Erban

The reaction-diffusion master equation is a stochastic model often utilized in the study of biochemical reaction networks in living cells. It is applied when the spatial distribution of molecules is important to the dynamics of the system.…

Numerical Analysis · Mathematics 2017-03-08 Stefan Hellander , Linda Petzold

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

These are lecture notes of a course that I gave to people doing research for their Ph.D. thesis in theoretical chemistry or spectroscopy. The course was given on December 9-13, 2002, in Han-sur-Lesse, Belgium. The lecture notes start with…

Statistical Mechanics · Physics 2007-05-23 A. P. J. Jansen
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