相关论文: Review of analytical treatments of barrier-type pr…

Staircase formation and layering is studied in simplified, potential vorticity conserving models of plasmas and geophysical fluids, by investigating turbulent self-organisation and nonlinear saturation with different mechanisms of free…

We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…

Discrete-state stochastic models are a popular approach to describe the inherent stochasticity of gene expression in single cells. The analysis of such models is hindered by the fact that the underlying discrete state space is extremely…

We develop a wave packet molecular dynamics framework for modeling the structural properties of partially-ionized dense plasmas, based on a chemical model that explicitly includes bound state wavefunctions. Using hydrogen as a…

We consider the problem of state selection for a stochastic system, initially in an unstable stationary state, when multiple metastable states compete for occupation. Using path-integral techniques we derive remarkably simple and accurate…

An antiproton plasma confined in a quasi-1D device is described in terms of a self-consistent fluid formulation using a variational approach. Unlike previous treatments, the use of the time-dependent variational method allows to retain the…

This book provides an introduction to path integral methods and their application to modeling atomistic processes. The book covers both the foundational theory and recently developed simulation techniques. The text provides a self-contained…

Transition probabilities for stochastic systems can be expressed in terms of a functional integral over paths taken by the system. Evaluating the integral by the saddle point method in the weak-noise limit leads to a remarkable mapping…

We have developed a coarse-grained formulation for modeling the dynamic behavior of cells quantitatively, based on stochasticity and heterogeneity, rather than on biochemical reactions. We treat each reaction as a continuous-time stochastic…

We generalize stochastic resonance to the nonadiabatic limit by treating the double-well potential using two quadratic potentials. We use a singular perturbation method to determine an approximate analytical solution for the probability…

The existence and analyticity of solutions to linear systems of moment differential equations with analytic coefficients is studied. The relation of solutions of such systems with respect to linear moment differential equations is…

Modeling plasmas in terms of atoms or ions is theoretically appealing for several reasons. When it is relevant, the notion of atom or ion in a plasma provides us with an interpretation scheme of the plasma's microscopic structure. From the…

This work presents a comprehensive framework for enhanced diffusion modeling in fluid-structure interactions by combining the Immersed Boundary Method (IBM) with stochastic trajectories and high-order spectral boundary conditions. Using…

A computational approach is introduced for the study of the rheological properties of complex fluids and soft materials. The approach allows for a consistent treatment of microstructure elastic mechanics, hydrodynamic coupling, thermal…

We consider in this paper random batch particle methods for efficiently solving the homogeneous Landau equation in plasma physics. The methods are stochastic variations of the particle methods proposed by Carrillo et al. [J. Comput. Phys.:…

Tau-leaping is a family of algorithms for the approximate simulation of the discrete state continuous time Markov chains. Motivation for the development of such methods can be found, for instance, in the fields of chemical kinetics and…

We consider the problem of estimating the dynamic latent states of an intracellular multiscale stochastic reaction network from time-course measurements of fluorescent reporters. We first prove that accurate solutions to the filtering…

In this paper, we construct a type of interacting particle systems to approximate a class of stochastic different equations whose coefficients depend on the conditional probability distributions of the processes given partial observations.…

The penalization method is used to take account of obstacles in a tokamak, such as the limiter. We study a non linear hyperbolic system modelling the plasma transport in the area close to the wall. A penalization which cuts the transport…

This paper describes a new approach to solving some stochastic optimization problems for linear dynamic system with various parametric uncertainties. Proposed approach is based on application of tensor formalism for creation the…