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We present an algorithm for the efficient sampling of conditional paths of stochastic differential equations (SDEs). While unconditional path sampling of SDEs is straightforward, albeit expensive for high dimensional systems of SDEs,…

Numerical Analysis · Mathematics 2011-02-11 Panagiotis Stinis

We study the stochastic motion of active particles that undergo spontaneous transitions between two distinct modes of motion. Each mode is characterized by a velocity distribution and an arbitrary (anti-)persistence. We present an…

Statistical Mechanics · Physics 2023-07-07 M. Reza Shaebani , Heiko Rieger , Zeinab Sadjadi

We implement a computer-assisted approach that, under appropriate conditions, allows the bifurcation analysis of the coarse dynamic behavior of microscopic simulators without requiring the explicit derivation of closed macroscopic equations…

Pattern Formation and Solitons · Physics 2009-11-07 Alexei G. Makeev , Dimitrios Maroudas , Ioannis G. Kevrekidis

Many biological processes are supported by special molecules, called motor proteins or molecular motors, that transport cellular cargoes along linear protein filaments and can reversibly associate to their tracks. Stimulated by these…

Statistical Mechanics · Physics 2021-11-17 Akriti Jindal , Anatoly B. Kolomeisky , Arvind Kumar Gupta

Many problems of practical interest rely on Continuous-time Markov chains~(CTMCs) defined over combinatorial state spaces, rendering the computation of transition probabilities, and hence probabilistic inference, difficult or impossible…

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the prop- erties are (approximately) constant for some time and then slowly…

Methodology · Statistics 2014-03-18 Michael Vogt , Holger Dette

Markov processes are widely used models for investigating kinetic networks. Here we collate and present a variety of results pertaining to kinetic network models, in a unified framework. The aim is to lay out explicit links between several…

Chemical Physics · Physics 2020-04-22 Adam Kells , Edina Rosta , Alessia Annibale

From the point of view of statistical mechanics, a full characterisation of a molecular system requires the experimental determination of its possible states, their populations and the respective interconversion rates. Well-established…

Computational Physics · Physics 2020-06-02 Z. Faidon Brotzakis , Michele Vendruscolo , Peter. G. Bolhuis

Monte Carlo methods are state-of-the-art when it comes to dosimetric computations in radiotherapy. However, the execution time of these methods suffers in high-collisional regimes. We address this problem by introducing a kinetic-diffusion…

Quantitative Methods · Quantitative Biology 2025-08-22 Klaas Willems , Vince Maes , Zhirui Tang , Giovanni Samaey

We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The sample paths may be observed as few as two times, and the…

Methodology · Statistics 2025-05-20 Daphne Aurouet , Valentin Patilea

Assessing the time scale of biological processes using molecular dynamics (MD) simulations with sufficient statistical accuracy is a challenging task, as processes are often rare and/or slow events, which may extend largely beyond the time…

Computational Physics · Physics 2026-02-16 Wouter Vervust , Elias Wils , Sina Safaei , Daniel T. Zhang , An Ghysels

We present three algorithms for calculating rate constants and sampling transition paths for rare events in simulations with stochastic dynamics. The methods do not require a priori knowledge of the phase space density and are suitable for…

Soft Condensed Matter · Physics 2009-11-11 Rosalind J. Allen , Daan Frenkel , Pieter Rein ten Wolde

In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first…

Molecular Networks · Quantitative Biology 2016-02-17 Georgios Arampatzis , Markos A. Katsoulakis , Yannis Pantazis

Sampling the stationary points of a complicated potential energy landscape is a challenging problem. Here we introduce a sampling method based on relaxation from stationary points of the highest index of the Hessian matrix. We illustrate…

Statistical Mechanics · Physics 2014-07-25 Ciaran Hughes , Dhagash Mehta , David J Wales

Characterizing macromolecular kinetics from molecular dynamics (MD) simulations requires a distance metric that can distinguish slowly-interconverting states. Here we build upon diffusion map theory and define a kinetic distance for…

Computational Physics · Physics 2015-06-23 Frank Noe , Cecilia Clementi

Current approaches for activity recognition often ignore constraints on computational resources: 1) they rely on extensive feature computation to obtain rich descriptors on all frames, and 2) they assume batch-mode access to the entire test…

Computer Vision and Pattern Recognition · Computer Science 2016-04-05 Yu-Chuan Su , Kristen Grauman

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

Computational Physics · Physics 2026-02-16 Michael Kim , Wei Cai

Consider $K$ processes, each generating a sequence of identical and independent random variables. The probability measures of these processes have random parameters that must be estimated. Specifically, they share a parameter $\theta$…

Machine Learning · Computer Science 2022-10-12 Arpan Mukherjee , Ali Tajer , Pin-Yu Chen , Payel Das

We investigate the parameter recovery of Markov-switching ordinary differential processes from discrete observations, where the differential equations are nonlinear additive models. This framework has been widely applied in biological…

Methodology · Statistics 2025-01-03 Katherine Tsai , Mladen Kolar , Sanmi Koyejo

We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The…

Statistical Mechanics · Physics 2016-03-23 Rüdiger Kürsten , Ulrich Behn