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Computing the stationary distributions of a continuous-time Markov chain (CTMC) involves solving a set of linear equations. In most cases of interest, the number of equations is infinite or too large, and the equations cannot be solved…

概率论 · 数学 2020-08-25 Juan Kuntz , Philipp Thomas , Guy-Bart Stan , Mauricio Barahona

Several different methods exist for efficient approximation of paths in multiscale stochastic chemical systems. Another approach is to use bursts of stochastic simulation to estimate the parameters of a stochastic differential equation…

数值分析 · 数学 2014-12-19 Simon Cotter , Radek Erban

Stochastic differential equations (SDEs) are an important class of time-series models, used to describe stochastic systems evolving in continuous time. Simulating paths from these processes, particularly after conditioning on noisy…

统计计算 · 统计学 2026-02-03 Xinyi Pei , Minhyeok Kim , Vinayak Rao

This paper discusses new simulation algorithms for stochastic chemical kinetics that exploit the linearity of the chemical master equation and its matrix exponential exact solution. These algorithms make use of various approximations of the…

数值分析 · 计算机科学 2016-09-08 Azam S. Zavar Moosavi , Adrian Sandu

Applying the method of moments to the chemical master equation (CME) appearing in stochastic chemical kinetics often leads to the so-called closure problem. Recently, several authors showed that this problem can be partially overcome using…

概率论 · 数学 2018-08-24 Garrett R. Dowdy , Paul I. Barton

The recent advancements in mathematical modeling of biochemical systems have generated increased interest in sensitivity analysis methodologies. There are two primary approaches for analyzing these mathematical models: the stochastic…

统计计算 · 统计学 2025-10-14 Kannon Hossain , Roger Sidje , Fahad Mostafa

Markov state models (MSMs)---or discrete-time master equation models---are a powerful way of modeling the structure and function of molecular systems like proteins. Unfortunately, MSMs with sufficiently many states to make a quantitative…

生物大分子 · 定量生物学 2015-06-03 Gregory R. Bowman

We consider the least-squares approximation of a matrix C in the set of doubly stochastic matrices with the same sparsity pattern as C. Our approach is based on applying the well-known Alternating Direction Method of Multipliers (ADMM) to a…

最优化与控制 · 数学 2019-10-14 Nikitas Rontsis , Paul J. Goulart

In many astrophysical applications, the cost of solving a chemical network represented by a system of ordinary differential equations (ODEs) grows significantly with the size of the network, and can often represent a significant…

天体物理仪器与方法 · 物理学 2022-12-21 T. Grassi , F. Nauman , J. P. Ramsey , S. Bovino , G. Picogna , B. Ercolano

Stochastic chemical systems with diffusion are modeled with a reaction-diffusion master equation. On a macroscopic level, the governing equation is a reaction-diffusion equation for the averages of the chemical species. On a mesoscopic…

数值分析 · 数学 2009-03-06 Stefan Engblom , Lars Ferm , Andreas Hellander , Per Lötstedt

The existing literature on stochastic simulation of chemical reaction networks has a tendency to move as quickly as possible to the abstract formulation of the stochastic dynamics in terms of probabilities based on the concept of the…

统计理论 · 数学 2007-06-13 Sergey Plyasunov

The reaction-diffusion master equation (RDME) is a standard modelling approach for understanding stochastic and spatial chemical kinetics. An inherent assumption is that molecules are point-like. Here we introduce the crowded…

统计力学 · 物理学 2016-03-23 Claudia Cianci , Stephen Smith , Ramon Grima

Gaining insights from realistic dynamical models of biochemical systems can be challenging given their large number of state variables. Model reduction techniques can mitigate this by decreasing complexity by mapping the model onto a…

计算工程、金融与科学 · 计算机科学 2024-11-22 Alexander Leguizamon-Robayo , Antonio Jiménez-Pastor , Micro Tribastone , Max Tschaikowski , Andrea Vandin

The convergent reaction-diffusion master equation (CRDME) was recently developed to provide a lattice particle-based stochastic reaction-diffusion model that is a convergent approximation in the lattice spacing to an underlying…

数值分析 · 数学 2018-08-14 Samuel A. Isaacson , Ying Zhang

Recent results on supercomputers show that beyond 65K cores, the efficiency of molecular dynamics simulations of interfacial systems decreases significantly. In this paper, we introduce a dynamic cutoff method (DCM) for interfacial systems…

计算物理 · 物理学 2017-01-23 Paul Springer , Ahmed E. Ismail , Paolo Bientinesi

An exact arithmetic, memory efficient direct solution method for finite element method (FEM) computations is outlined. Unlike conventional black-box or low-rank direct solvers that are opaque to the underlying physical problem, the proposed…

计算工程、金融与科学 · 计算机科学 2020-02-13 Javad Moshfegh , Marinos N. Vouvakis

Based on the theory of stochastic chemical kinetics, the inherent randomness and stochasticity of biochemical reaction networks can be accurately described by discrete-state continuous-time Markov chains. The analysis of such processes is,…

数值分析 · 数学 2014-10-14 Andreychenko Alexander , Mikeev Linar , Wolf Verena

Markov jump processes are widely used to model natural and engineered processes. In the context of biological or chemical applications one typically refers to the chemical master equation (CME), which models the evolution of the probability…

最优化与控制 · 数学 2017-07-05 Wei Zhang , Carsten Hartmann , Max von Kleist

The reaction-diffusion master equation (RDME) is a lattice-based stochastic model for spatially resolved cellular processes. It is often interpreted as an approximation to spatially continuous reaction-diffusion models, which, in the limit…

统计力学 · 物理学 2022-01-11 Alberto Montefusco , Christof Schütte , Stefanie Winkelmann

In this work, we propose a novel safe and scalable decentralized solution for multi-agent control in the presence of stochastic disturbances. Safety is mathematically encoded using stochastic control barrier functions and safe controls are…

多智能体系统 · 计算机科学 2022-06-09 Marcus A. Pereira , Augustinos D. Saravanos , Oswin So , Evangelos A. Theodorou