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Various kinetic Monte Carlo algorithms become inefficient when some of the population sizes in a system are large, which gives rise to a large number of reaction events per unit time. Here, we present a new acceleration algorithm based on…

Quantitative Methods · Quantitative Biology 2019-07-24 Yen Ting Lin , Song Feng , William S. Hlavacek

We introduce an explicit, adaptive time-stepping scheme for the simulation of SPDEs with one-sided Lipschitz drift coefficients. Strong convergence rates are proven for the full space-time discretisation with multiplicative trace-class…

Numerical Analysis · Mathematics 2019-08-27 Stuart Campbell , Gabriel Lord

The automatic selection of an appropriate time step size has been considered extensively in the literature. However, most of the strategies developed operate under the assumption that the computational cost (per time step) is independent of…

Numerical Analysis · Mathematics 2018-08-14 Lukas Einkemmer

This work examines the close interplay between cooperation and adaptation for distributed detection schemes over fully decentralized networks. The combined attributes of cooperation and adaptation are necessary to enable networks of…

Information Theory · Computer Science 2016-11-15 Vincenzo Matta , Paolo Braca , Stefano Marano , Ali H. Sayed

The lattice Boltzmann equation (LBE), rooted in kinetic theory, provides a powerful framework for capturing complex flow behaviour by describing the evolution of single-particle distribution functions (PDFs). Despite its success, solving…

The computer algebra routines documented here empower you to reproduce and check many of the details described by an article on large deviations for slow-fast stochastic systems [abs:1001.4826]. We consider a 'small' spatial domain with two…

Dynamical Systems · Mathematics 2012-04-23 A. J. Roberts

This paper proposes and analyzes a new operator splitting method for stochastic Maxwell equations driven by additive noise, which not only decomposes the original multi-dimensional system into some local one-dimensional subsystems, but also…

Numerical Analysis · Mathematics 2021-02-23 Chuchu Chen , Jialin Hong , Lihai Ji

Stochastic models of chemical reaction networks are an important tool to describe and analyze noise effects in cell biology. When chemical species and reaction rates in a reaction system have different orders of magnitude, the associated…

Probability · Mathematics 2020-09-15 German Enciso , Jinsu Kim

A fast explicit operator splitting (FEOS) method for the molecular beam epitaxy model has been presented in [Cheng, et al., Fast and stable explicit operator splitting methods for phase-field models, J. Comput. Phys., submitted]. The…

Numerical Analysis · Mathematics 2015-11-30 Xiao Li , Zhonghua Qiao , Hui Zhang

In this paper, we investigate the problem of Model Predictive Control (MPC) of dynamic systems for high-level specifications described by Signal Temporal Logic (STL) formulae. Recent works show that MPC has the great potential in handling…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Xinyi Yu , Chuwei Wang , Dingran Yuan , Shaoyuan Li , Xiang Yin

We propose stochastic splitting algorithms for solving large-scale composite inclusion problems involving monotone and linear operators. They activate at each iteration blocks of randomly selected resolvents of monotone operators and,…

Optimization and Control · Mathematics 2025-08-07 Patrick L. Combettes , Javier I. Madariaga

Multiscale dynamics are ubiquitous in applications of modern science. Because of time scale separation between relatively small set of slowly evolving variables and (typically) much larger set of rapidly changing variables, direct numerical…

Dynamical Systems · Mathematics 2016-04-08 Rafail V. Abramov

Suitable reduced order models (ROMs) are computationally efficient tools in characterizing key dynamical and statistical features of nature. In this paper, a systematic multiscale stochastic ROM framework is developed for complex systems…

Computational Physics · Physics 2022-03-23 Changhong Mou , Nan Chen , Traian Iliescu

Stochastic nonlinear dynamical systems can undergo rapid transitions relative to the change in their forcing, for example due to the occurrence of multiple equilibrium solutions for a specific interval of parameters. In this paper, we…

Data Analysis, Statistics and Probability · Physics 2020-11-12 S. Baars , D. Castellana , F. W. Wubs , H. A. Dijkstra

Solving the reactive low-Mach Navier-Stokes equations with high-order adaptive methods in time is still a challenging problem, in particular due to the handling of the algebraic variables involved in the mass constraint. We focus on the…

Analysis of PDEs · Mathematics 2025-10-02 Laurent François , Joël Dupays , Dmitry Davidenko , Marc Massot

We consider adaptive finite element methods for solving a multiscale system consisting of a macroscale model comprising a system of reaction-diffusion partial differential equations coupled to a microscale model comprising a system of…

Numerical Analysis · Mathematics 2015-06-22 A. Johansson , J. H. Chaudry , V. Carey , D. Estep , V. Ginting , M. Larson , S. Tavener

In this paper, we consider effective discretization strategies and iterative solvers for nonlinear PDE-constrained optimization models for pattern evolution within biological processes. Upon a Sequential Quadratic Programming linearization…

Numerical Analysis · Mathematics 2024-08-28 Karolína Benková , John W. Pearson , Mariya Ptashnyk

We introduce a powerful iterative algorithm to compute protein folding pathways, with realistic all-atom force fields. Using the path integral formalism, we explicitly derive a modified Langevin equation which samples directly the ensemble…

Biological Physics · Physics 2017-05-08 S. Orioli , S. A Beccara , P. Faccioli

We study operator-splitting schemes for approximating Koopman generators of linear semigroups induced by nonlinear flows, a framework originating with Dorroh and Neuberger. Building on ideas of Lie, Kowalewski, and Gr\"{o}bner, we analyze…

Numerical Analysis · Mathematics 2025-12-17 A. Banjara , I. AlJabea , T. Papamarkou , F. Neubrander

Coarse-graining of fully atomistic molecular dynamics simulations is a long-standing goal in order to allow the description of processes occurring on biologically relevant timescales. For example, the prediction of pathways, rates and…

Biological Physics · Physics 2020-06-12 Steffen Wolf , Benjamin Lickert , Simon Bray , Gerhard Stock