Concept

Stochastic calculus

Related publications (165)

The Stationary Behaviour of Fluid Limits of Reversible Processes is Concentrated on Stationary Points

Assume that a stochastic processes can be approximated, when some scale parameter gets large, by a fluid limit (also called mean field limit", or hydrodynamic limit"). A common practice, often called the ``fixed point approximation" consists in approxi ...

arxiv.org2010

On The Stochastic Modeling Of Rigid Body Systems With Application To Polymer Dynamics

John Maddocks

The stochastic equations of motion for a system of interacting rigid bodies in a solvent are formulated and studied. Three-dimensional bodies of arbitrary shape, with arbitrary couplings between translational and rotational degrees of freedom, as arise in ...

2010

SABRE: A Tool for Stochastic Analysis of Biochemical Reaction Networks

Maria-Emanuela-Canini Mateescu, Verena Wolf

The importance of stochasticity within biological systems has been shown repeatedly during the last years and has raised the need for efficient stochastic tools. We present SABRE, a tool for stochastic analysis of biochemical reaction networks. SABRE imple ...

IEEE2010

Stationary and time-dependent correlations in polariton condensates

Paolo Schwendimann, Antonio Quattropani, Davide Sarchi

The statistics of the condensed polaritons is described in terms of the Wigner function. In the framework of the truncated Wigner method, the Wigner function obeys a Fokker-Planck equation, which is solved analytically. The second-order correlations in the ...

2010

Fractional Brownian Vector Fields

Michaël Unser, Pouya Dehghani Tafti

This work puts forward an extended definition of vector fractional Brownian motion (fBm) using a distribution theoretic formulation in the spirit of Gel′fand and Vilenkin's stochastic analysis. We introduce random vector fields that share the statistical i ...

SIAM2010

Fast adaptive uniformisation of the chemical master equation

Maria-Emanuela-Canini Mateescu, Verena Wolf

Within systems biology there is an increasing interest in the stochastic behaviour of biochemical reaction networks. An appropriate stochastic description is provided by the chemical master equation, which represents a continuous-time Markov chain (CTMC). ...

2010

Hybrid Numerical Solution of the Chemical Master Equation

Maria-Emanuela-Canini Mateescu, Verena Wolf

We present a numerical approximation technique for the analysis of continuous-time Markov chains that describe networks of biochemical reactions and play an important role in the stochastic modeling of biological systems. Our approach is based on the const ...

2010

Modeling Viscoelastic Flows Using Reflected Stochastic Differential Equations

Thomas Mountford, Andrea Bonito

A reflected diffusion process is proposed for modeling of viscoelastic fluids. In order to define the viscoelastic stress tensor, the reflected diffusion process is approximated by Ito diffusions with a penalization factor in the drift term. Convergence of ...

2010

Length control of the injectisome needle requires only one molecule of Yop secretion protein P (YscP)

Matteo Dal Peraro, Marco Stenta, Lisa Christina Metzger

The needle length of the Yersinia spp. injectisome is determined by Yop secretion protein P (YscP), an early substrate of the injectisome itself. There is a linear correlation between the length of YscP and the length of the needle, suggesting that YscP ac ...

2010

Fast Adaptive Uniformization for the Chemical Master Equation

Maria-Emanuela-Canini Mateescu, Verena Wolf

Within systems biology there is an increasing interest in the stochastic behavior of biochemical reaction networks. An appropriate stochastic description is provided by the chemical master equation, which represents a continuous-time Markov chain (CTMC). S ...

Ieee Computer Soc Press, Customer Service Center, Po Box 3014, 10662 Los Vaqueros Circle, Los Alamitos, Ca 90720-1264 Usa2009

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