stochastic-dynamics

Uncertainty Quantification and Data Assimilation - Applications in Chemical Kinetics and Climate Modeling

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Bayesian Inference of Spectral Expansions for Predictability Assessment in Stochastic Reaction Networks

Stochastic reaction networks modeled as jump Markov processes serve as the main mathematical representation of biochemical phenomena in cells, particularly when the relevant molecule count is low, causing deterministic macroscale chemical reaction …

Reduced Order Modeling and Dynamical Analysis in Stochastic Reaction Networks

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Predictability and Reduced Order Modeling in Stochastic Reaction Networks

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Mean First Passage Times in the Near-Continuum Limit of Birth-Death Processes

Birth-death processes are discrete-state, continuous-time Markov jump processes with one-step jumps. In this work, first passage times in birth-death processes and their near-continuum (i.e., large system size) limit processes are investigated. Mean …

Asymptotics of Rare Events in Birth Death Processes Bypassing the Exact Solutions

We investigate the near-continuum asymptotics of mean first passage times in some one-variable birth–death processes. The particular problem we address is how to extract mean first passage times in the near-continuum limit from their defining …

Extinction Times for Birth-Death Processes: Exact Results, Continuum Asymptotics, and the Failure of the Fokker-Planck Approximation

We consider extinction times for a class of birth-death processes commonly found in applications, where there is a control parameter which defines a threshold. Below the threshold, the population quickly becomes extinct; above, it persists for a long …

A Numerical Method for Some Stochastic Differential Equations with Multiplicative Noise

Diffusion processes intended to model the continuous state space limit of birth–death processes, chemical reactions, and other discrete particle systems often involve multiplicative noise where the diffusion vanishes near one (or more) of the state …

Fluctuations in Chemical Reactions in a Large Volume