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Differential equations containing memory terms that depend nonlinearly on past states model a variety of non-Markovian processes. In this study, we present a Markovian embedding procedure for such equations with distributed delay by…

Numerical Analysis · Mathematics 2025-12-05 Divya Jaganathan , Rahil N. Valani

We study a system of $N$ interacting particles on $\bf{Z}$. The stochastic dynamics consists of two components: a free motion of each particle (independent random walks) and a pair-wise interaction between particles. The interaction belongs…

Probability · Mathematics 2011-10-25 A. Manita , V. Shcherbakov

We provide performance guarantees for a variant of simulation-based policy iteration for controlling Markov decision processes that involves the use of stochastic approximation algorithms along with state-of-the-art techniques that are…

Machine Learning · Computer Science 2022-10-17 Anna Winnicki , R. Srikant

State-space models are a popular statistical framework for analysing sequential data. Within this framework, particle filters are often used to perform inference on non-linear state-space models. We introduce a new method, StateMixNN, that…

Machine Learning · Computer Science 2025-03-28 Benjamin Cox , Santiago Segarra , Victor Elvira

Markovian population models are suitable abstractions to describe well-mixed interacting particle systems in situation where stochastic fluctuations are significant due to the involvement of low copy particles. In molecular biology,…

Quantitative Methods · Quantitative Biology 2014-01-17 Christoph Zechner , Federico Wadehn , Heinz Koeppl

We introduce three stochastic cooperative models for particle deposition and evaporation relevant to ionic self-assembly of nanoparticles with applications in surface fabrication and nanomedicine. We present a method for mapping a…

Chemical Physics · Physics 2015-06-08 E. M. Schwen

It is shown that due to memory effects the complex behaviour of components in a stochastic system can be transmitted to macroscopic evolution of the system as a whole. Within the Markov approximation widely using in ordinary statistical…

adap-org · Physics 2009-10-30 A. A. Stanislavsky

The dynamics of an infinite system of point particles in $\mathbb{R}^d$, which hop and interact with each other, is described at both micro- and mesoscopic levels. The states of the system are probability measures on the space of…

Probability · Mathematics 2012-08-21 Christoph Berns , Yuri kondratiev , Yuri Kozitsky , Oleksandr Kutoviy

Molecular Dynamics (MD) simulations are fundamental computational tools for the study of proteins and their free energy landscapes. However, sampling protein conformational changes through MD simulations is challenging due to the relatively…

Biomolecules · Quantitative Biology 2023-07-20 Diego E. Kleiman , Hassan Nadeem , Diwakar Shukla

Small integration time steps limit molecular dynamics (MD) simulations to millisecond time scales. Markov state models (MSMs) and equation-free approaches learn low-dimensional kinetic models from MD simulation data by performing…

Computational Physics · Physics 2020-07-03 Hythem Sidky , Wei Chen , Andrew L. Ferguson

Simulation of reasonable timescales for any long physical process using molecular dynamics (MD) is a major challenge in computational physics. In this study, we have implemented an approach based on multi-fidelity physics informed neural…

Computational Physics · Physics 2020-12-08 Mahmudul Islam , Md Shajedul Hoque Thakur , Satyajit Mojumder , Mohammad Nasim Hasan

Soft materials (e.g., enveloped viruses, liposomes, membranes and supercooled liquids) simultaneously deform or display collective behaviors, while undergoing atomic scale vibrations and collisions. While the multiple space-time character…

Soft Condensed Matter · Physics 2014-01-03 Peter Ortoleva , Abhishek Singharoy , Stephen Pankavich

The biomolecules in and around a living cell -- proteins, nucleic acids, lipids, carbohydrates -- continuously sample myriad conformational states that are thermally accessible at physiological temperatures. Simultaneously, a given…

Biomolecules · Quantitative Biology 2014-07-15 Cameron Mura , Charles E. McAnany

In this thesis, we develop multiscale models for particle simulations in population dynamics. These models are characterised by prescribing particle motion on two spatial scales: microscopic and macroscopic. At the microscopic level, each…

Computational Engineering, Finance, and Science · Computer Science 2016-09-14 Omar Richardson

State-space models are commonly used to describe different forms of ecological data. We consider the case of count data with observation errors. For such data the system process is typically multi-dimensional consisting of coupled Markov…

Methodology · Statistics 2017-08-15 Axel Finke , Ruth King , Alexandros Beskos , Petros Dellaportas

The phase behaviour and dynamics of molecular ionic liquids are studied using primitive models and extensive computer simulations. The models account for size disparity between cation and anion, charge location on the cation, and…

Soft Condensed Matter · Physics 2012-02-23 G. C. Ganzenmüller , P. J. Camp

Leveraging recent work on data-driven methods for constructing a finite state space Markov process from dynamical systems, we address two problems for obtaining further reduced statistical representations. The first problem is to extract…

Chaotic Dynamics · Physics 2024-05-14 Ludovico Theo Giorgini , Andre N. Souza , Peter J. Schmid

We present the Monte Carlo with Absorbing Markov Chains (MCAMC) method for extremely long kinetic Monte Carlo simulations. The MCAMC algorithm does not modify the system dynamics. It is extremely useful for models with discrete state spaces…

Materials Science · Physics 2007-05-23 M. A. Novotny , Shannon M. Wheeler

Many real-valued stochastic time-series are locally linear (Gassian), but globally non-linear. For example, the trajectory of a human hand gesture can be viewed as a linear dynamic system driven by a nonlinear dynamic system that represents…

Machine Learning · Computer Science 2013-01-30 Vladimir Pavlovic , Brendan J. Frey , Thomas S. Huang

Many state of the art methods for the thermodynamic and kinetic characterization of large and complex biomolecular systems by simulation rely on ensemble approaches, where data from large numbers of relatively short trajectories are…

Data Analysis, Statistics and Probability · Physics 2017-04-05 Feliks Nüske , Hao Wu , Jan-Hendrik Prinz , Christoph Wehmeyer , Cecilia Clementi , Frank Noé