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Stochastic differential equations (SDEs) are popular tools to analyse time series data in many areas, such as mathematical finance, physics, and biology. They provide a mechanistic description of the phenomeon of interest, and their…

统计方法学 · 统计学 2021-02-01 Théo Michelot , Richard Glennie , Catriona Harris , Len Thomas

A fundamental and intrinsic property of any device or natural system is its relaxation time relax, which is the time it takes to return to equilibrium after the sudden change of a control parameter [1]. Reducing $tau$ relax , is frequently…

By analogy with the kinetic theory of gases, most turbulence modeling strate- gies rely on an eddy viscosity to model the unresolved turbulent fluctuations. How- ever, the ratio of unresolved to resolved scales - very much like a degree of…

流体动力学 · 物理学 2016-08-24 Marcello Righi

Although the governing equations of many systems, when derived from first principles, may be viewed as known, it is often too expensive to numerically simulate all the interactions they describe. Therefore researchers often seek simpler…

统计计算 · 统计学 2021-05-03 Tapio Schneider , Andrew M. Stuart , Jin-Long Wu

Cellular signaling networks have evolved to cope with intrinsic fluctuations, coming from the small numbers of constituents, and the environmental noise. Stochastic chemical kinetics equations govern the way biochemical networks process…

定量方法 · 定量生物学 2009-11-13 Yueheng Lan , Peter G. Wolynes , Garegin A. Papoian

Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…

动力系统 · 数学 2025-02-04 David Sabin-Miller , Daniel M. Abrams

Quantum computing is viewed as a promising technology because of its potential for polynomial growth in complexity, in contrast to the exponential growth observed in its classical counterparts. In the current Noisy Intermediate-Scale…

化学物理 · 物理学 2026-01-13 Maitreyee Sarkar , Lisa Roy , Akash Gutal , Atul Kumar , Manikandan Paranjothy

We connect the rare fluctuations of an Equilibrium (EQ) process and the typical fluctuations of a nonequilibrium (NE) stationary process. In the framework of large deviation theory, this observation allows us to introduce NE thermodynamic…

统计力学 · 物理学 2016-01-20 Gatien Verley

We present a detailed description and verification of a discontinuous Galerkin finite element method (DG) for the multi-component chemically reacting compressible Navier-Stokes equations that retains the desirable properties of DG, namely…

计算物理 · 物理学 2020-10-28 Ryan F. Johnson , Andrew D. Kercher

We formulate and study computationally the fluctuating compressible Navier-Stokes equations for reactive multi-species fluid mixtures. We contrast two different expressions for the covariance of the stochastic chemical production rate in…

流体动力学 · 物理学 2015-05-27 A. K. Bhattacharjee , K. Balakrishnan , A. L. Garcia , J. B. Bell , A. Donev

Unlike macroscopic engines, the molecular machinery of living cells is strongly affected by fluctuations. Stochastic Thermodynamics uses Markovian jump processes to model the random transitions between the chemical and configurational…

统计力学 · 物理学 2015-10-19 Bernhard Altaner , Artur Wachtel , Jürgen Vollmer

Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…

数值分析 · 数学 2020-07-20 Nirupama Bhattacharya , Gabriel A. Silva

The quantum jump approach, where pairs of state vectors follow Stochastic Schroedinger Equation (SSE) in order to treat the exact quantum dynamics of two interacting systems, is first described. In this work the non-uniqueness of such…

量子物理 · 物理学 2009-02-05 Denis Lacroix

Constant potential molecular dynamics simulation plays important role for applications of electrochemical systems, yet the calculation of charge fluctuation on electrodes remains a computational bottleneck. We propose a highly scalable,…

计算物理 · 物理学 2025-09-30 Weihang Gao , Qi Zhou , Qianru Zhang , Zhenli Xu

We develop an Explicitly Solvable Energy-Conserving (ESEC) algorithm for the Stochastic Differential Equation (SDE) describing the pitch-angle scattering process in magnetized plasmas. The Cayley transform is used to calculate both the…

等离子体物理 · 物理学 2021-10-13 Yichen Fu , Xin Zhang , Hong Qin

Traditional chemical kinetics may be inappropriate to describe chemical reactions in micro-domains involving only a small number of substrate and reactant molecules. Starting with the stochastic dynamics of the molecules, we derive a…

数学物理 · 物理学 2009-11-10 D. Holcman , Z. Schuss

We present a statistical mechanics framework for modeling equilibrium friction coefficients using the Generalized Langevin Equation (GLE). We show that the kernel, obtained via the Fluctuation-Dissipation Theorem (FDT) from the stochastic…

等离子体物理 · 物理学 2026-05-01 N. R. Sree Harsha , Zhenyuan Yu , Chuang Ren , Virginia Billings , Michael Huang

Fluctuating hydrodynamics (FHD) provides a framework for modeling microscopic fluctuations in a manner consistent with statistical mechanics and nonequilibrium thermodynamics. This paper presents an FHD formulation for isothermal reactive…

流体动力学 · 物理学 2018-09-05 Changho Kim , Andy Nonaka , John B. Bell , Alejandro L. Garcia , Aleksandar Donev

We present a fully conservative, skew-symmetric finite difference scheme on transformed grids. The skew-symmetry preserves the kinetic energy by first principles, simultaneously avoiding a central instability mechanism and numerical…

流体动力学 · 物理学 2013-09-02 Julius Reiss , Jörn Sesterhenn