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Sequencing batch reactors (SBRs) are devices widely used in wastewater treatment, chemical engineering, and other areas. They allow for the sedimentation and compression of solid particles of biomass simultaneously with biochemical…

Numerical Analysis · Mathematics 2023-04-18 Raimund Bürger , Julio Careaga , Stefan Diehl , Romel Pineda

Being able to effectively locate saddle (and other fixed) points in dynamical systems holds tremendous implications in a number of applications in engineering and science, among which the study of rare events in molecular simulations stands…

Other Condensed Matter · Physics 2025-02-06 Eliodoro Chiavazzo

In this paper we develop a sequential convex programming (SCP) framework for free-final-time covariance steering of nonlinear stochastic differential equations (SDEs) subject to both additive and multiplicative diffusion. We cast the…

Optimization and Control · Mathematics 2026-03-18 Joshua Pilipovsky

Domain randomization is a simple, effective, and flexible scheme for obtaining robust feedback policies aimed at reducing the sim-to-real gap due to model mismatch. While domain randomization methods have yielded impressive demonstrations…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Alex Nguyen-Le , Nikolai Matni

The challenging problem of conducting fully Bayesian inference for the reaction rate constants governing stochastic kinetic models (SKMs) is considered. Given the challenges underlying this problem, the Markov jump process representation is…

Computation · Statistics 2019-01-10 Andrew Golightly , Emma Bradley , Tom Lowe , Colin S. Gillespie

Stochastic models of biochemical reaction networks are widely used to capture intrinsic noise in cellular systems. The typical formulation of these models are based on Markov processes for which there is extensive research on efficient…

Molecular Networks · Quantitative Biology 2025-12-03 Thomas P. Steele , David J. Warne

Kinetic transport equations are notoriously difficult to simulate because of their complex multiscale behaviors and the need to numerically resolve a high dimensional probability density function. Past literature has focused on building…

Numerical Analysis · Mathematics 2022-11-10 Zhichao Peng , Yanlai Chen , Yingda Cheng , Fengyan Li

By discretising space into compartments and letting system dynamics be governed by the reaction-diffusion master equation, it is possible to derive and simulate a stochastic model of reaction and diffusion on an arbitrary domain. However,…

Computational Physics · Physics 2019-11-27 Bartosz J. Bartmanski , Ruth E. Baker

Convection-diffusion-reaction equations are a class of second-order partial differential equations widely used to model phenomena involving the change of concentration/population of one or more substances/species distributed in space.…

Numerical Analysis · Mathematics 2024-10-16 Rasha Al Jahdali , David C. Del Rey Fernandez , Lisandro Dalcin , Matteo Parsani

Quantum reservoir computing provides a framework for exploiting the natural dynamics of quantum systems as a computational resource. It can implement real-time signal processing and solve temporal machine learning problems in general, which…

Quantum Physics · Physics 2019-03-13 Kohei Nakajima , Keisuke Fujii , Makoto Negoro , Kosuke Mitarai , Masahiro Kitagawa

We present a finite volume method preserving the invariant region property (IRP) for the reaction-diffusion systems with quasimonotone functions, including nondecreasing, decreasing, and mixed quasimonotone systems. The diffusion terms and…

Numerical Analysis · Mathematics 2024-01-26 Huifang Zhou

Mean-Field Ring Polymer Molecular Dynamics (MF-RPMD) is a powerful, efficient, and accurate method for approximate quantum dynamic simulations of multi-level system dynamics. Initial efforts to compute nonadiabatic reaction rates using…

Chemical Physics · Physics 2021-04-29 Britta Ann Johnson , Nandini Ananth

We develop a new algorithm for the estimation of rare event probabilities associated with the steady-state of a Markov stochastic process with continuous state space $\mathbb R^d$ and discrete time steps (i.e. a discrete-time $\mathbb…

Probability · Mathematics 2019-04-09 Krzysztof Bisewski , Daan Crommelin , Michel Mandjes

We propose in this work RBM-SVGD, a stochastic version of Stein Variational Gradient Descent (SVGD) method for efficiently sampling from a given probability measure and thus useful for Bayesian inference. The method is to apply the Random…

Machine Learning · Statistics 2020-06-24 Lei Li , Yingzhou Li , Jian-Guo Liu , Zibu Liu , Jianfeng Lu

A coupled system of nonlinear mixed-type equations modeling early stages of angiogenesis is analyzed in a bounded domain. The system consists of stochastic differential equations describing the movement of the positions of the tip and stalk…

Analysis of PDEs · Mathematics 2022-06-24 Markus Fellner , Ansgar Jüngel

Solving high-dimensional parabolic partial differential equations (PDEs) with deep learning methods is often computationally and memory intensive, primarily due to the need for automatic differentiation (AD) to compute large Hessian…

Numerical Analysis · Mathematics 2026-01-13 Wei Cai , Shuixin Fang , Tao Zhou

The use of stochastic models, in effect piecewise deterministic Markov processes (PDMP), has become increasingly popular especially for the modeling of chemical reactions and cell biophysics. Yet, exact simulation methods, for the…

Numerical Analysis · Mathematics 2015-04-28 Romain Veltz

Surfaces serve as highly efficient catalysts for a vast variety of chemical reactions. Typically, such surface reactions involve billions of molecules which diffuse and react over macroscopic areas. Therefore, stochastic fluctuations are…

Statistical Mechanics · Physics 2007-10-12 B. Barzel , O. Biham

The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic…

Mathematical Physics · Physics 2008-12-11 Wei Wang , A. J. Roberts

An implicit method for radiative transfer in SPH is described. The diffusion approximation is used, and the hydrodynamic calculations are performed by a fully three--dimensional SPH code. Instead of the energy equation of state for an ideal…

Astrophysics · Physics 2009-11-11 Serge Viau , Pierre Bastien , Seung-Hoon Cha