相关论文: Computational methods and fast hybrid stochastic s…

Is it possible to recover the position of a source from the steady-state fluxes of Brownian particles to small absorbing windows located on the boundary of a domain? To address this question, we develop a numerical procedure to avoid…

We develop a computational approach to locate the source of a steady-state gradient of diffusing particles from the fluxes through narrow windows distributed either on the boundary of a three dimensional half-space or on a sphere. This…

Brownian dynamics of colloidal particles on complex surfaces has found important applications in diverse physical, chemical and biological processes. However, current Brownian dynamics simulation algorithms mostly work for relatively simple…

Many stochastic processes in the physical and biological sciences can be modelled as Brownian dynamics with multiplicative noise. However, numerical integrators for these processes can lose accuracy or even fail to converge when the…

Three coarse-grained molecular dynamics (MD) models are investigated with the aim of developing and analyzing multiscale methods which use MD simulations in parts of the computational domain and (less detailed) Brownian dynamics (BD)…

Brownian dynamics simulations are an increasingly popular tool for understanding spatially-distributed biochemical reaction systems. Recent improvements in our understanding of the cellular environment show that volume exclusion effects are…

This work proposes a method for the two-dimensional simulation of Brownian particles in a fluid with restrictions. The method is based on simple numerical rules between two matrices. One of the matrix represent the identification of all…

Dynamics simulations of constrained particles can greatly aid in understanding the temporal and spatial evolution of biological processes such as lateral transport along membranes and self-assembly of viruses. Most theoretical efforts in…

Fastest arrival events, where the first among many diffusing particles reaches a target, are central in triggering signal initiation in molecular stochastic systems. Classical approaches to simulate such events rely on full trajectory…

The coarse-grained molecular dynamics (MD) or Brownian dynamics (BD) simulation is a particle-based approach that has been applied to a wide range of biological problems that involve interactions with surrounding fluid molecules or the…

Brownian motion is a central scientific paradigm. Recently, due to increasing efforts and interests towards miniaturization and small-scale physics or biology, the effects of confinement on such a motion have become a key topic of…

We present a multiscale hybrid particle-field scheme for the simulation of relaxation and diffusion behavior of soft condensed matter systems. It combines particle-based Brownian dynamics and field-based local dynamics in an adaptive sense…

Optimal design facilitates intelligent data collection. In this paper, we introduce a fully Bayesian design approach for spatial processes with complex covariance structures, like those typically exhibited in natural ecosystems. Coordinate…

We study pathwise approximation of scalar stochastic differential equations at a single point. We provide the exact rate of convergence of the minimal errors that can be achieved by arbitrary numerical methods that are based (in a…

Simulations of macromolecular diffusion and adsorption in confined environments can offer valuable mechanistic insights into numerous biophysical processes. In order to model solutes at atomic detail on relevant time scales, Brownian…

We present a new method for sampling stochastic displacements in Brownian Dynamics (BD) simulations of colloidal scale particles. The method relies on a new formulation for Ewald summation of the Rotne-Prager-Yamakawa (RPY) tensor, which…

Biological cells can exchange messages through soluble molecules or membrane-bound receptors. In particular in the latter case, the interaction is usually located in specific regions of the interacting cells and may depend on or induce…

The connection between fundamental interactions acting in molecules in a fluid and macroscopically measured properties, such as the viscosity between colloidal particles coated with polymers, is studied here. The role that hydrodynamic and…

Expectations of path integrals of killed stochastic processes play a central role in several applications across physics, chemistry, and finance. Simulation-based evaluation of these functionals is often biased and numerically expensive due…

High-dimensional simulation optimization is notoriously challenging. We propose a new sampling algorithm that converges to a global optimal solution and suffers minimally from the curse of dimensionality. The algorithm consists of two…