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Sequential Monte Carlo methods are a powerful framework for approximating the posterior distribution of a state variable in a sequential manner. They provide an attractive way of analyzing dynamic systems in real-time, taking into account…

Populations and Evolution · Quantitative Biology 2024-08-29 Dhorasso Temfack , Jason Wyse

Agent-based models capture heterogeneity among individuals in a population and are widely used in studies of multi-cellular systems, disease, epidemics and demography to name a few. However, existing frameworks consider discrete time-step…

Populations and Evolution · Quantitative Biology 2024-10-03 Paul Piho , Philipp Thomas

Modeling the dynamics of a quantum system connected to the environment is critical for advancing our understanding of complex quantum processes, as most quantum processes in nature are affected by an environment. Modeling a macroscopic…

Reaction-diffusion processes are the foundational model for a diverse range of complex systems, ranging from biochemical reactions to social agent-based phenomena. The underlying dynamics of these systems occur at the individual…

Statistical Mechanics · Physics 2025-10-15 Mauricio J. del Razo , Margarita Kostré

We introduce a theoretical approach to study the quantum-dissipative dynamics of electronic excitations in macromolecules, which enables to perform calculations in large systems and cover long time intervals. All the parameters of the…

Mesoscale and Nanoscale Physics · Physics 2016-07-20 S. A Beccara , F. Mascherpa , E. Schneider , P. Faccioli

Aims. Numerical test-particle simulations are a reliable and frequently used tool to test analytical transport theories and to predict mean-free paths. The comparison between solutions of the diffusion equation and the particle flux is used…

High Energy Astrophysical Phenomena · Physics 2016-02-17 R. C. Tautz , J. Bolte , A. Shalchi

Agent-based modelling is a valuable approach for systems whose behaviour is driven by the interactions between distinct entities. They have shown particular promise as a means of modelling crowds of people in streets, public transport…

Multiagent Systems · Computer Science 2020-04-30 Nick Malleson , Kevin Minors , Le-Minh Kieu , Jonathan A. Ward , Andrew A. West , Alison Heppenstall

A variety of enhanced statistical and numerical methods are now routinely used to extract comprehensible and relevant thermodynamic information from the vast amount of complex, high-dimensional data obtained from intensive molecular…

Soft Condensed Matter · Physics 2020-10-14 Francois Sicard , Vladimir Koskin , Alessia Annibale , Edina Rosta

Random batch algorithms are constructed for quantum Monte Carlo simulations. The main objective is to alleviate the computational cost associated with the calculations of two-body interactions, including the pairwise interactions in the…

Computational Physics · Physics 2020-09-01 Shi Jin , Xiantao Li

Reaction-diffusion models are widely used to study spatially-extended chemical reaction systems. In order to understand how the dynamics of a reaction-diffusion model are affected by changes in its input parameters, efficient methods for…

Quantitative Methods · Quantitative Biology 2017-03-08 Christopher Lester , Christian A. Yates , Ruth E. Baker

Agent-Based Models (ABMs) are powerful tools for studying emergent properties in complex systems. In ABMs, agent behaviors are governed by local interactions and stochastic rules. However, these rules are, in general, non-differentiable,…

Artificial Intelligence · Computer Science 2025-11-27 Francesco Cozzi , Marco Pangallo , Alan Perotti , André Panisson , Corrado Monti

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

Recently, hybrid models have emerged that combine microscopic and mesoscopic regimes in a single stochastic reaction-diffusion simulation. Microscopic simulations track every individual molecule and are generally more accurate. Mesoscopic…

Emerging Technologies · Computer Science 2015-11-20 Adam Noel , Karen C. Cheung , Robert Schober

In this work we introduce an approach for modeling and analyzing collective behavior of a group of agents using moments. We represent the group of agents via their distribution and derive a method to estimate the dynamics of the moments. We…

Optimization and Control · Mathematics 2020-04-30 Silun Zhang , Axel Ringh , Xiaoming Hu , Johan Karlsson

We analyze and compare the computational complexity of different simulation strategies for Monte Carlo in the setting of classically scaled population processes. This allows a range of widely used competing strategies to be judged…

Numerical Analysis · Mathematics 2018-06-05 David F. Anderson , Desmond J. Higham , Yu Sun

Computer simulations have become an important tool across the biomedical sciences and beyond. For many important problems several different models or hypotheses exist and choosing which one best describes reality or observed data is not…

Quantitative Methods · Quantitative Biology 2010-01-20 Tina Toni , Michael P. H. Stumpf

We propose a hierarchy of multi-level kinetic Monte Carlo methods for sampling high-dimensional, stochastic lattice particle dynamics with complex interactions. The method is based on the efficient coupling of different spatial resolution…

Numerical Analysis · Mathematics 2012-08-06 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac

Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…

Computation · Statistics 2021-06-23 Jeremy Heng , Adrian N. Bishop , George Deligiannidis , Arnaud Doucet

Mathematical models are formal and simplified representations of the knowledge related to a phenomenon. In classical epidemic models, a neglected aspect is the heterogeneity of disease transmission and progression linked to the viral load…

Physics and Society · Physics 2022-05-10 Rossella Della Marca , Nadia Loy , Andrea Tosin

Classical deterministic simulations of epidemiological processes, such as those based on System Dynamics, produce a single result based on a fixed set of input parameters with no variance between simulations. Input parameters are…

Computational Engineering, Finance, and Science · Computer Science 2013-07-09 Aslam Ahmed , Julie Greensmith , Uwe Aickelin
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