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We address the problem of simulation and parameter inference for chemical reaction networks described by the chemical Langevin equation, a stochastic differential equation (SDE) representation of the dynamics of the chemical species. This…

Methodology · Statistics 2025-08-18 Petar Jovanovski , Andrew Golightly , Umberto Picchini , Massimiliano Tamborrino

We consider the important problem of estimating parameter sensitivities for stochastic models of reaction networks that describe the dynamics as a continuous-time Markov process over a discrete lattice. These sensitivity values are useful…

Probability · Mathematics 2018-01-12 Ankit Gupta , Muruhan Rathinam , Mustafa Khammash

The time elapsed model describes the firing activity of an homogeneous assembly of neurons thanks to the distribution of times elapsed since the last discharge. It gives a mathematical description of the probability density of neurons…

Analysis of PDEs · Mathematics 2011-09-16 Khashayar Pakdaman , Benoît Perthame , Delphine Salort

Stochastic modeling of chemical reaction systems based on master equations has been an indispensable tool in physical sciences. In the long-time limit, the properties of these systems are characterized by stationary distributions of…

Statistical Mechanics · Physics 2023-05-03 Yuji Hirono , Ryo Hanai

In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…

Mathematical Physics · Physics 2007-05-23 G. A. Pavliotis , A. M. Stuart

Stochastic reaction network models arise in intracellular chemical reactions, epidemiological models and other population process models, and are a class of continuous time Markov chains which have the nonnegative integer lattice as state…

Numerical Analysis · Mathematics 2024-07-26 Muruhan Rathinam , Mingkai Yu

Estimation of parameter sensitivities for stochastic chemical reaction networks is an important and challenging problem. Sensitivity values are important in the analysis, modeling and design of chemical networks. They help in understanding…

Probability · Mathematics 2012-12-21 Ankit Gupta , Mustafa Khammash

A formulation of Langevin dynamics for discrete systems is derived as a class of generic stochastic processes. The dynamics simplify for a two-state system and suggest a network architecture which is implemented by the Langevin machine. The…

Neural and Evolutionary Computing · Computer Science 2021-04-08 Lukas Kades , Jan M. Pawlowski

Many networks of physical and biological interest are characterized by a long-range coupling mediated by a chemical which diffuses through a medium in which oscillators are embedded. We considered a one-dimensional model for this effect for…

We describe how noise propagates through a network by calculating the variance of the outputs. Using stochastic calculus and dynamical systems theory, we study the network topologies that accentuate or alleviate the effect of random…

Molecular Networks · Quantitative Biology 2011-08-15 Dionysios Barmpoutis , Richard M. Murray

We develop a novel class of MCMC algorithms based on a stochastized Nesterov scheme. With an appropriate addition of noise, the result is a time-inhomogeneous underdamped Langevin equation, which we prove emits a specified target…

Computational Engineering, Finance, and Science · Computer Science 2023-11-29 Duy H. Thai , Alexander L. Young , David B. Dunson

We show that intrinsic noise can induce spatio-temporal phenomena such as Turing patterns and travelling waves in a Brusselator model with nonlocal interaction terms. In order to predict and to characterize these quasi-waves we analyze the…

Statistical Mechanics · Physics 2011-11-17 Tommaso Biancalani , Tobias Galla , Alan J. McKane

We demonstrate that waves in distinct layers of a neuronal network can become phase-locked by common spatiotemporal noise. This phenomenon is studied for stationary bumps, traveling waves, and breathers. A weak noise expansion is used to…

Pattern Formation and Solitons · Physics 2015-04-22 Zachary P. Kilpatrick

A theoretical analysis is presented to show the general occurrence of phase clusters in weakly, globally coupled oscillators close to a Hopf bifurcation. Through a reductive perturbation method, we derive the amplitude equation with a…

Adaptation and Self-Organizing Systems · Physics 2014-09-17 Hiroshi Kori , Yoshiki Kuramoto , Swati Jain , István Z. Kiss , John Hudson

The Boltzmann-Langevin One-Body model (BLOB), is a novel one-body transport approach, based on the solution of the Boltzmann-Langevin equation in three dimensions; it is used to handle large-amplitude phase-space fluctuations and has a…

Nuclear Theory · Physics 2014-10-23 P. Napolitani , M. Colonna , M. Di Prima

We study the so-called two-time-scale stochastic approximation, a simulation-based approach for finding the roots of two coupled nonlinear operators. Our focus is to characterize its finite-time performance in a Markov setting, which often…

Optimization and Control · Mathematics 2021-04-06 Thinh T. Doan

We study instabilities and pattern formation in reaction-diffusion layers that are diffusively coupled. For two-layer systems of identical two-component reactions, we analyze the stability of homogeneous steady states by exploiting the…

Pattern Formation and Solitons · Physics 2015-06-03 Anne J. Catlla , Amelia McNamara , Chad M. Topaz

A formalism is developed which describes the extent to which stochastic oscillations in biochemical models are synchronised. It is based on the calculation of the complex coherence function within the linear noise approximation. The method…

Statistical Mechanics · Physics 2013-07-29 Joseph D. Challenger , Alan J. McKane

We investigate Turing pattern formation in a stochastic and spatially discretized version of a reaction diffusion advection (RDA) equation, which was previously introduced to model synaptogenesis in \textit{C. elegans}. The model describes…

Statistical Mechanics · Physics 2020-09-15 Hyunjoong Kim , Paul C. Bressloff

Recently, we proposed a method to estimate parameters of stochastic dynamics based on the linear response statistics. The method rests upon a nonlinear least-squares problem that takes into account the response properties that stem from the…

Numerical Analysis · Mathematics 2020-11-24 He Zhang , John Harlim , Xiantao Li
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