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Many problems require to approximate an expected value by some kind of Monte Carlo (MC) sampling, e.g. molecular dynamics (MD) or simulation of stochastic reaction models (also termed kinetic Monte Carlo (kMC)). Often, we are furthermore…

Numerical Analysis · Mathematics 2019-02-18 Sandra Döpking , Sebastian Matera

We consider particle-based stochastic reaction-drift-diffusion models where particles move via diffusion and drift induced by one- and two-body potential interactions. The dynamics of the particles are formulated as measure-valued…

Probability · Mathematics 2025-01-22 Max Heldman , Samuel A. Isaacson , Qianhan Liu , Konstantinos Spiliopoulos

The reversible reactions like A+B <-> C in the many-component diffusive system affect the diffusive properties of the constituents. The effective conjugation of irreversible processes of different dimensionality takes place due to the…

Other Condensed Matter · Physics 2007-05-23 Serge Shpyrko , Vladimir M. Sysoev

The stochastic thermodynamics of a dilute, well-stirred mixture of chemically-reacting species is built on the stochastic trajectories of reaction events obtained from the Chemical Master Equation. However, when the molecular populations…

Statistical Mechanics · Physics 2017-07-04 Jordan M. Horowitz

This work provides an alternative derivation of third order response functions in four wave mixing spectroscopy of multichromophoric macromolecular systems considering only single exciton states. For the case of harmonic oscillator bath…

Quantum Physics · Physics 2026-01-05 Seogjoo J. Jang

By considering the master equation of the partially asymmetric diffusion process on a one-dimensional lattice, the most general boundary condition (i.e. interactions) for the multi-species reaction-diffusion processes is considered.…

Statistical Mechanics · Physics 2009-11-11 M. Alimohammadi , Y. Naimi

This paper proposes a mode multigrid (MMG) method, and applies it to accelerate the convergence of the steady state flow on unstructured grids. The dynamic mode decomposition (DMD) technique is used to analyze the convergence process of…

Computational Physics · Physics 2018-02-27 Yilang Liu , Weiwei Zhang , Jiaqing Kou

We describe a method to obtain the reduced density matrix (RDM) correct up to second order in system-bath coupling in \emph{nonequilibrium} steady state situations. The RDM is obtained via a scheme based on analytic continuation, using the…

Statistical Mechanics · Physics 2013-11-22 Juzar Thingna , Jian-Sheng Wang , Peter Hänggi

Reaction-diffusion systems are used to represent many biological and physical phenomena. They model the random motion of particles (diffusion) and interactions between them (reactions). Such systems can be modelled at multiple scales with…

Quantitative Methods · Quantitative Biology 2018-06-08 Cameron A. Smith , Christian A. Yates

Diffusion models provide expressive priors for forecasting trajectories of dynamical systems, but are typically unreliable in the sparse data regime. Physics-informed machine learning (PIML) improves reliability in such settings; however,…

Machine Learning · Computer Science 2026-01-30 Kaiyuan Tan , Kendra Givens , Peilun Li , Thomas Beckers

The chemical master equation (CME), which describes the discrete and stochastic molecule number dynamics associated with biological processes like transcription, is difficult to solve analytically. It is particularly hard to solve for…

Subcellular Processes · Quantitative Biology 2021-03-23 John J. Vastola , Gennady Gorin , Lior Pachter , William R. Holmes

In the presence of quantum measurements with direct photon detection the evolution of open quantum systems is usually described by stochastic master equations with jumps. Heuristically, from these equations one can obtain diffusion models…

Mathematical Physics · Physics 2015-05-13 Clement Pellegrini , Francesco Petruccione

In this paper, we study dimension reduction techniques for large-scale controlled stochastic differential equations (SDEs). The drift of the considered SDEs contains a polynomial term satisfying a one-sided growth condition. Such…

Probability · Mathematics 2023-03-10 Martin Redmann

Due to its heavy-tailed and fully parametric form, the multivariate generalized Gaussian distribution (MGGD) has been receiving much attention for modeling extreme events in signal and image processing applications. Considering the…

Applications · Statistics 2017-02-27 F. Pascal , L. Bombrun , J. Y. Tourneret , Y. Berthoumieu

Diffusion models (DMs) represent state-of-the-art generative models for continuous inputs. DMs work by constructing a Stochastic Differential Equation (SDE) in the input space (ie, position space), and using a neural network to reverse it.…

Machine Learning · Computer Science 2024-05-14 Tianrong Chen , Jiatao Gu , Laurent Dinh , Evangelos A. Theodorou , Joshua Susskind , Shuangfei Zhai

In many biological situations, a species arriving from a remote source diffuses in a domain confined between two parallel surfaces until it finds a binding partner. Since such a geometric shape falls in between two- and three-dimensional…

Chemical Physics · Physics 2019-11-05 Denis S. Grebenkov , Diego Krapf

We study the approximation of a multiscale reaction-diffusion system posed on both macroscopic and microscopic space scales. The coupling between the scales is done via micro-macro flux conditions. Our target system has a typical structure…

Analysis of PDEs · Mathematics 2016-12-28 Martin Lind , Adrian Muntean

In arXiv:2305.03945 [math.NA], a first-order optimization algorithm has been introduced to solve time-implicit schemes of reaction-diffusion equations. In this research, we conduct theoretical studies on this first-order algorithm equipped…

Numerical Analysis · Mathematics 2025-04-01 Shu Liu , Xinzhe Zuo , Stanley Osher , Wuchen Li

In this paper we present a high-order kernel method for numerically solving diffusion and reaction-diffusion partial differential equations (PDEs) on smooth, closed surfaces embedded in $\mathbb{R}^d$. For two-dimensional surfaces embedded…

Numerical Analysis · Mathematics 2012-06-04 Edward J. Fuselier , Grady B. Wright

This paper establishes existence, uniqueness, and an L^1-comparison principle for weak solutions of a PDE system modeling phase transition reaction-diffusion in congested crowd motion. We consider a general reaction term and mixed…

Analysis of PDEs · Mathematics 2025-09-17 Noureddine Igbida , Fahd Karami , Driss Meskine