Related papers: Dynamical Monte Carlo method for stochastic epidem…
A new approach to Dynamical Monte Carlo Methods is introduced to simulate markovian processes. We apply this approach to formulate and study an epidemic Generalized SIRS model. The results are in excellent agreement with the forth order…
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…
Sequential Monte Carlo (SMC) algorithms represent a suite of robust computational methodologies utilized for state estimation and parameter inference within dynamical systems, particularly in real-time or online environments where data…
Assessing the practical identifiability of epidemic models is essential for determining whether parameters can be meaningfully estimated from observed data. Monte Carlo (MC) methods provide an accessible and intuitive framework; however,…
We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…
Many random processes can be simulated as the output of a deterministic model accepting random inputs. Such a model usually describes a complex mathematical or physical stochastic system and the randomness is introduced in the input…
To forecast the time dynamics of an epidemic, we propose a discrete stochastic model that unifies and generalizes previous approaches to the subject. Viewing a given population of individuals or groups of individuals with given health state…
Two stochastic models are proposed to describe the evolution of the COVID-19 pandemic. In the first model the population is partitioned into four compartments: susceptible $S$, infected $I$, removed $R$ and dead people $D$. In order to have…
We tackle limitations of ordinary differential equation-driven Susceptible-Infections-Removed (SIR) models and their extensions that have recently be employed for epidemic nowcasting and forecasting. In particular, we deal with challenges…
Inspired by previous works on epidemic-like processes in open quantum systems, we derive an elementary quantum epidemic model that is simple enough to be studied via Quantum Jump Monte Carlo simulations at reasonably large system sizes. We…
We study the problem of optimal control of the stochastic SIR model. Models of this type are used in mathematical epidemiology to capture the time evolution of highly infectious diseases such as COVID-19. Our approach relies on…
We provide an overview of Monte Carlo algorithms based on Markovian stochastic dynamics of interacting and reacting many-particle systems not in thermal equilibrium. These agent-based simulations are an effective way of introducing students…
Sampling with Markov chain Monte Carlo methods often amounts to discretizing some continuous-time dynamics with numerical integration. In this paper, we establish the convergence rate of sampling algorithms obtained by discretizing smooth…
We propose a novel Markov chain Monte-Carlo (MCMC) method for reverse engineering the topological structure of stochastic reaction networks, a notoriously challenging problem that is relevant in many modern areas of research, like…
We develop a new methodology for the efficient computation of epidemic final size distributions for a broad class of Markovian models. We exploit a particular representation of the stochastic epidemic process to derive a method which is…
Piecewise-deterministic Markov processes combine continuous in time dynamics with jump events, the rates of which generally depend on the continuous variables and thus are not constants. This leads to a problem in a Monte-Carlo simulation…
As global living standards improve and medical technology advances, many infectious diseases have been effectively controlled. However, certain diseases, such as the recent COVID-19 pandemic, continue to pose significant threats to public…
We study a dynamics of the epidemiological infection spreading at different values of the risk factor $\beta$ (a control parameter) with the using of dynamic Monte Carlo approach (DMC). In our toy model, the infection transmits due to…
We introduce a numerical method to solve epidemic models on the underlying topology of complex networks. The approach exploits the mean-field like rate equations describing the system and allows to work with very large system sizes, where…
Stochastic reaction-diffusion models are employed to represent many complex physical, biological, societal, and ecological systems. The macroscopic reaction rates describing the large-scale kinetics in such systems are effective,…