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Stochastic dynamics, such as molecular dynamics, are important in many scientific applications. However, summarizing and analyzing the results of such simulations is often challenging, due to the high dimension in which simulations are…

动力系统 · 数学 2023-09-11 David Aristoff , Mats Johnson , Danny Perez

Molecular simulations can provide microscopic insight into the physical and chemical driving forces of complex molecular processes. Despite continued advancement of simulation methodology, model errors may lead to inconsistencies between…

化学物理 · 物理学 2016-02-12 Joseph F. Rudzinski , Kurt Kremer , Tristan Bereau

The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…

最优化与控制 · 数学 2008-10-09 S. Ober-Bloebaum , O. Junge , J. E. Marsden

Molecular dynamics (MD) simulations are used in biochemistry, physics, and other fields to study the motions, thermodynamic properties, and the interactions between molecules. Computational limitations and the complexity of these problems,…

数值分析 · 数学 2018-01-17 F. Grogan , M. Holst , L. Lindblom , R. Amaro

This paper introduces a framework for simulating finite dimensional representations of (jump) diffusion sample paths over finite intervals, without discretisation error (exactly), in such a way that the sample path can be restored at any…

统计方法学 · 统计学 2016-02-10 Murray Pollock , Adam M. Johansen , Gareth O. Roberts

Direct discretization of continuum kinetic equations, like the Vlasov equation, are under-utilized because the distribution function generally exists in a high-dimensional (>3D) space and computational cost increases geometrically with…

数学软件 · 计算机科学 2015-06-04 J. A. F. Hittinger , J. W. Banks

Stochastic kinetic models describe systems across biology, chemistry, and physics where discrete events and small populations render deterministic approximations inadequate. Parameter inference and inverse design in these systems require…

计算物理 · 物理学 2026-03-06 Francesco Mottes , Qian-Ze Zhu , Michael P. Brenner

Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…

计算物理 · 物理学 2024-09-16 Elliot J. Carr

Molecular dynamics refers to the computer simulation of a material at the atomic level. An open problem in numerical analysis is to explain the apparent reliability of molecular dynamics simulations. The difficulty is that individual…

数值分析 · 数学 2015-05-13 P. F. Tupper

Partially observable Markov decision processes (POMDPs) provide an elegant mathematical framework for modeling complex decision and planning problems in stochastic domains in which states of the system are observable only indirectly, via a…

人工智能 · 计算机科学 2011-06-02 M. Hauskrecht

Adaptive precision molecular dynamics simulations have developed along energy- and force-coupling approaches, which allow for a continuous transition between different particle descriptions or interaction potentials. Most approaches…

计算物理 · 物理学 2025-12-09 David Immel , Ralf Drautz , Godehard Sutmann

Understanding molecular structure, dynamics, and reactivity requires bridging processes that occur across widely separated time scales. Conventional molecular dynamics simulations provide atomistic resolution, but their femtosecond time…

化学物理 · 物理学 2025-10-10 Juan Viguera Diez , Mathias Schreiner , Simon Olsson

This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…

最优化与控制 · 数学 2015-05-14 Naci Saldi , Serdar Yüksel , Tamás Linder

The goal of this work is to formally abstract a Markov process evolving in discrete time over a general state space as a finite-state Markov chain, with the objective of precisely approximating its state probability distribution in time,…

计算机科学中的逻辑 · 计算机科学 2017-01-11 Sadegh Esmaeil Zadeh Soudjani , Alessandro Abate

Advanced algorithms are necessary to obtain faster-than-real-time dynamic simulations in a number of different physical problems that are characterized by widely disparate time scales. Recent advanced dynamic Monte Carlo algorithms that…

材料科学 · 物理学 2016-11-23 M. A. Novotny

We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…

最优化与控制 · 数学 2020-12-03 Kipngeno Benard Kirui , Georg Ch. Pflug , Alois Pichler

Many physical systems are described by nonlinear differential equations that are too complicated to solve in full. A natural way to proceed is to divide the variables into those that are of direct interest and those that are not, formulate…

数值分析 · 数学 2015-11-24 Alexandre J. Chorin , Fei Lu

Markov Population Models are a widespread formalism used to model the dynamics of complex systems, with applications in Systems Biology and many other fields. The associated Markov stochastic process in continuous time is often analyzed by…

机器学习 · 计算机科学 2021-06-25 Francesca Cairoli , Ginevra Carbone , Luca Bortolussi

This essay advocates the view that any problem that has a meaningful empirical content, can be formulated in constructive, more definitely, finite terms. We consider combinatorial models of dynamical systems and approaches to statistical…

量子物理 · 物理学 2015-07-21 Vladimir V. Kornyak

Hybrid systems, and Piecewise Deterministic Markov Processes in particular, are widely used to model and numerically study systems exhibiting multiple time scales in biochemical reaction kinetics and related areas. In this paper an almost…

数值分析 · 数学 2011-12-07 Martin G. Riedler