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A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…

Computational Physics · Physics 2017-02-07 Liborio I. Costa

We propose a method for inference on moderately high-dimensional, nonlinear, non-Gaussian, partially observed Markov process models for which the transition density is not analytically tractable. Markov processes with intractable transition…

Methodology · Statistics 2020-04-02 Joonha Park , Edward L. Ionides

Consider a system of \(n\) players in which each initially starts on a different team. At each time step, we select an individual winner and an individual loser randomly and the loser joins the winner's team. The resulting Markov chain and…

Probability · Mathematics 2014-01-15 Robert Mena , Will Murray

We describe a novel coarse-grained simulation method for modelling the dynamics of globular macromolecules, such as proteins. The macromolecule is treated as a continuum that is subject to thermal fluctuations. The model includes a…

Computational Physics · Physics 2015-06-11 Robin Oliver , Daniel J. Read , Oliver G. Harlen , Sarah A. Harris

Continuous-time Markov decision processes are an important class of models in a wide range of applications, ranging from cyber-physical systems to synthetic biology. A central problem is how to devise a policy to control the system in order…

Systems and Control · Computer Science 2016-06-01 Ezio Bartocci , Luca Bortolussi , Tomǎš Brázdil , Dimitrios Milios , Guido Sanguinetti

Non-Markovian models have great expressive power, at the cost of complex analysis of the stochastic process. The method of Stochastic State Classes (SSCs) derives closed-form analytical expressions for the joint Probability Density…

Logic in Computer Science · Computer Science 2024-10-24 Gabriel Dengler , Laura Carnevali , Carlos E. Budde , Enrico Vicario

Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…

Probability · Mathematics 2021-04-13 Suryadeepto Nag

Molecule- and particle-based simulations provide the tools to test, in microscopic detail, the validity of classical nucleation theory. In this endeavour, determining nucleation mechanisms and rates for phase separation requires an…

Materials Science · Physics 2023-02-27 Aaron R. Finney , Matteo Salvalaglio

We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…

Statistical Mechanics · Physics 2025-12-24 Yogeesh Reddy Yerrababu , Satya N. Majumdar , Benjamin Guiselin , Tridib Sadhu

Markov state models (MSMs) are widely employed to analyze the kinetics of complex systems. But despite their effectiveness in many applications, MSMs are prone to systematic or statistical errors, often exacerbated by suboptimal…

Data Analysis, Statistics and Probability · Physics 2025-08-12 Yehor Tuchkov , Luke Evans , Sonya M. Hanson , Erik H. Thiede

Adopting a $300 \, \mu$s-long molecular dynamics (MD) trajectory of the reversible folding of villin headpiece (HP35) published by D. E. Shaw Research, we recently constructed a Markov state model (MSM) of the folding process based on…

Biological Physics · Physics 2025-10-09 Daniel Nagel , Sofia Sartore , Gerhard Stock

Model reduction of Markov processes is a basic problem in modeling state-transition systems. Motivated by the state aggregation approach rooted in control theory, we study the statistical state compression of a discrete-state Markov chain…

Machine Learning · Statistics 2019-11-26 Anru Zhang , Mengdi Wang

Lyapunov functions are fundamental to establishing the stability of Markovian models, yet their construction typically demands substantial creativity and analytical effort. In this paper, we show that deep learning can automate this process…

Machine Learning · Computer Science 2025-08-26 Yanlin Qu , Jose Blanchet , Peter Glynn

Flowgraph models provide an alternative approach in modeling a multi-state stochastic process. One of the most widely used stochastic processes that have many real-world applications especially in actuarial models is the Markov jump process…

Applications · Statistics 2016-11-07 Muhammad Fikri Budiana , Murwan H. M. A. Siddig

Dynamic and evolving operational and economic environments present significant challenges for decision-making. We explore a simulation optimization problem characterized by non-stationary input distributions with regime-switching dynamics…

Optimization and Control · Mathematics 2025-08-19 Jianglin Xia , Haowei Wang , Songhao Wang , Szu Hui Ng

Markov State Models (MSM) are widely used to elucidate dynamic properties of molecular systems from unbiased Molecular Dynamics (MD). However, the implementation of reweighting schemes for MSMs to analyze biased simulations, for example…

Chemical Physics · Physics 2020-11-26 Stefanie Kieninger , Luca Donati , Bettina G. Keller

Modeling the dynamics of non-stationary stochastic systems requires balancing the representational power of deep learning with the mathematical transparency of classical models. While classical Markov transition operators provide explicit,…

Machine Learning · Computer Science 2026-05-07 Jan Rovirosa , Jesse Schmolze

We present a dynamic coarse-graining technique that allows to simulate the mechanical unfolding of biomolecules or molecular complexes on experimentally relevant time scales. It is based on Markov state models (MSM), which we construct from…

Soft Condensed Matter · Physics 2018-08-17 Fabian Knoch , Ken Schäfer , Gregor Diezemann , Thomas Speck

We propose a general approach to study spin models with two symmetric absorbing states. Starting from the microscopic dynamics on a square lattice, we derive a Langevin equation for the time evolution of the magnetization field, that…

Statistical Mechanics · Physics 2009-01-08 F. Vazquez , C. Lopez

The Journal of Chemical Physics (JCP) article collection on Markov Models of Molecular Kinetics (MMMK) features recent advances developing and using Markov State Models (MSMs) in atomistic molecular simulations and related applications.…

Chemical Physics · Physics 2020-01-08 Frank Noé , Edina Rosta