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Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones appearing in computational statistical physics and Bayesian…

There is a growing literature adopting a stochastic optimal control (SOC) perspective to fine-tune diffusion models and related generative policies. A prominent class of methods, known as iterative diffusion optimization, solves the SOC…

最优化与控制 · 数学 2026-03-24 Yuhang Mei , Amirhossein Taghvaei

Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…

统计力学 · 物理学 2019-05-29 Joseph W. Baron , Tobias Galla

Rare but critical events in complex systems, such as protein folding, chemical reactions, disease progression, and extreme weather or climate phenomena, are governed by complex, high-dimensional, stochastic dynamics. Identifying an optimal…

化学物理 · 物理学 2026-03-04 Polina V. Banushkina , Sergei V. Krivov

Reaction-diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or…

计算物理 · 物理学 2016-03-02 Fabian Spill , Pilar Guerrero , Tomas Alarcon , Philip K. Maini , Helen Byrne

Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic…

统计力学 · 物理学 2024-06-24 Jérémie Klinger , Grant M. Rotskoff

The stochastic thermodynamics of a dilute, well-stirred mixture of chemically-reacting species is built on the stochastic trajectories of reaction events obtained from the Chemical Master Equation. However, when the molecular populations…

统计力学 · 物理学 2017-07-04 Jordan M. Horowitz

Reaction-diffusion systems offer a powerful framework for understanding self-organized patterns in biological systems, yet controlling these patterns remains a significant challenge. As a consequence, we present a rigorous framework of…

We develop a convergent reaction-drift-diffusion master equation (CRDDME) to facilitate the study of reaction processes in which spatial transport is influenced by drift due to one-body potential fields within general domain geometries. The…

数值分析 · 数学 2025-01-22 Samuel A. Isaacson , Ying Zhang

This paper is concerned with the optimal control of hysteresis-reaction-diffusion systems. We study a control problem with two sorts of controls, namely distributed control functions, or controls which act on a part of the boundary of the…

最优化与控制 · 数学 2017-06-01 Christian Münch

Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…

最优化与控制 · 数学 2019-07-04 Stefan Vlaski , Ali H. Sayed

Solving statistical learning problems often involves nonconvex optimization. Despite the empirical success of nonconvex statistical optimization methods, their global dynamics, especially convergence to the desirable local minima, remain…

机器学习 · 统计学 2018-08-30 Chris Junchi Li , Zhaoran Wang , Han Liu

The asymptotic behavior of a class of stochastic reaction-diffusion-advection equations in the plane is studied. We show that as the divergence-free advection term becomes larger and larger, the solutions of such equations converge to the…

概率论 · 数学 2020-08-10 Sandra Cerrai , Guangyu Xi

We study the numerical approximation of advection-diffusion equations with highly oscillatory coefficients and possibly dominant advection terms by means of the Multiscale Finite Element Method. The latter method is a now classical, finite…

数值分析 · 数学 2024-11-12 Rutger A. Biezemans , Claude Le Bris , Frédéric Legoll , Alexei Lozinski

This article investigates the non-stationary reaction-diffusion-advection equation, emphasizing solutions with internal layers and the associated inverse problems. We examine a nonlinear singularly perturbed partial differential equation…

数值分析 · 数学 2025-02-06 Dmitrii Chaikovskii , Ye Zhang , Aleksei Liubavin

Spatial reaction-diffusion models have been employed to describe many emergent phenomena in biological systems. The modelling technique most commonly adopted in the literature implements systems of partial differential equations (PDEs),…

定量方法 · 定量生物学 2015-10-05 Christian A. Yates , Mark B. Flegg

This paper considers the optimal boundary control of chemical systems described by advection-diffusion-reaction (ADR) equations. We use a discontinuous Galerkin finite element method (DG-FEM) for the spatial discretization of the governing…

数值分析 · 数学 2024-11-27 Marcus Johan Schytt , John Bagterp Jørgensen

Treating diffusion and advection/reaction separately is an effective strategy for solving semilinear advection-diffusion-reaction equations. However, such an approach is prone to suffer from order reduction, especially in the presence of…

数值分析 · 数学 2025-11-12 Thi Tam Dang , Lukas Einkemmer , Alexander Ostermann

Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…

数值分析 · 数学 2021-01-25 Andrea Barth , Andreas Stein

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