Related papers: Coarse Stability and Bifurcation Analysis Using St…
This review article is intended as a practical guide for newcomers to the field of kinetic Monte Carlo (KMC) simulations, and specifically to lattice KMC simulations as prevalently used for surface and interface applications. We will…
Cellular scale decision making is modulated by the dynamics of signalling molecules and their diffusive trajectories from a source to small absorbing sites on the cellular surface. Diffusive capture problems are computationally challenging…
Simulating stochastic systems with feedback control is challenging due to the complex interplay between the system's dynamics and the feedback-dependent control protocols. We present a single-step-trajectory probability analysis to…
The kinetic Monte Carlo (kMC) method is used in many scientific fields in applications involving rare-event transitions. Due to its discrete stochastic nature, efforts to parallelize kMC approaches often produce unbalanced time evolutions…
We report a kinetic Monte Carlo modeling study of nanocrystal layer sintering. Features that are of interest for the dynamics of the layer as a whole, especially the morphology of the evolving structure, are considered. It is found that the…
This paper provides the phase transition analysis of a reaction diffusion equations system modeling dynamic instability of microtubules. For this purpose we have generalized the macroscopic model studied by Mour\~ao et all [MSS]. This model…
A new approach to simulation of stationary flows by Direct Simulation Monte Carlo method is proposed. The idea is to specify an individual time step for each component of a gas mixture. The approach consists of modifications mainly to…
We study hysteresis for a two-dimensional, spin-1/2, nearest-neighbor, kinetic Ising ferromagnet in an oscillating field, using Monte Carlo simulations and analytical theory. Attention is focused on small systems and weak field amplitudes…
We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…
Assessment of the degree of boundedness/stability of multidimensional nonlinear systems with time-dependent and nonperiodic coefficients is an important problem in various applied areas which has no adequate resolution yet. Most of the…
The analysis on stability and bifurcations in the macroscopic dynamics exhibited by the system of two coupled large populations comprised of $N$ stochastic excitable units each is performed by studying an approximate system, obtained by…
We are concerned with the numerical resolution of backward stochastic differential equations. We propose a new numerical scheme based on iterative regressions on function bases, which coefficients are evaluated using Monte Carlo…
Most solved dynamic structural macrofinance models are non-linear and/or non-Gaussian state-space models with high-dimensional and complex structures. We propose an annealed controlled sequential Monte Carlo method that delivers numerically…
We focus on reducing the computational costs associated with the hydrodynamic stability of solutions of the incompressible Navier-Stokes equations for a Newtonian and viscous fluid in contraction-expansion channels. In particular, we are…
Bistability generated via a pure noise-induced phase transition is reexamined from the view of bifurcations in macroscopic cumulant dynamics. It allows an analytical study of the phase diagram in more general cases than previous methods. In…
Unlike macroscopic multistable mechanical systems such as snap bracelets or elastic shells that must be physically manipulated into various conformations, microscopic systems can undergo spontaneous conformation switching between…
Statistical (machine learning) tools for equation discovery require large amounts of data that are typically computer generated rather than experimentally observed. Multiscale modeling and stochastic simulations are two areas where learning…
We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…
We study the dynamical behavior of disordered many-particle systems with long-range Coulomb interactions by means of damage-spreading simulations. In this type of Monte-Carlo simulations one investigates the time evolution of the damage,…
We study a two-dimensional fluid of dipolar hard disks by Monte Carlo simulations in a square with periodic boundary conditions and on the surface of a sphere. The theory of the dielectric constant and the asymptotic behaviour of the…