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This paper develops a two-stage stochastic model to investigate evolution of random fields on the unit sphere $\bS^2$ in $\R^3$. The model is defined by a time-fractional stochastic diffusion equation on $\bS^2$ governed by a diffusion…

Probability · Mathematics 2024-03-05 T. Alodat , Q. T. Le Gia , I. H. Sloan

We investigate proteins within heterogeneous cell membranes where non-equilibrium phenomena arises from spatial variations in concentration and temperature. We develop simulation methods building on non-equilibrium statistical mechanics to…

Soft Condensed Matter · Physics 2025-08-28 D. Jasuja , P. J. Atzberger

We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…

Statistical Mechanics · Physics 2022-01-28 Davide Breoni , Ralf Blossey , Hartmut Löwen

We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…

Statistical Mechanics · Physics 2026-04-14 Dongho Lee , Jae-Hyung Jeon , Pascal Viot , Gleb Oshanin

We describe a new, microscopic model for diffusion that captures diffusion induced fluctuations at scales where the concept of concentration gives way to discrete particles. We show that in the limit as the number of particles $N \to…

Statistical Mechanics · Physics 2015-05-20 Ariel Balter , Alexandre Tartakovsky

The individual motion of a colloidal particle is described by an overdamped Langevin equation. When rotational degrees of freedom are relevant, these are described by a corresponding Langevin process. Our purpose is to show that the…

Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…

Probability · Mathematics 2025-10-24 Carlos Escudero , Helder Rojas

Porous materials are widely used for applications in gas storage and separation. The diffusive properties of a variety of gases in porous media can be modeled using molecular dynamics simulations that can be computationally demanding…

Chemical Physics · Physics 2023-09-19 Gastón González , Rubén A. Fritz , Yamil J. Colón , Felipe Herrera

Denoising diffusion models have become ubiquitous for generative modeling. The core idea is to transport the data distribution to a Gaussian by using a diffusion. Approximate samples from the data distribution are then obtained by…

The diffusion motion of spin-bearing molecules is considerably affected in confined environments. In Nuclear Magnetic Resonance (NMR) experiments, under the presence of magnetic field gradients, this movement can be encoded in spin phase…

Statistical Mechanics · Physics 2022-07-19 Felipe Pereira-Alves , Diogo O. Soares-Pinto , Fernando F. Paiva

Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin process whose friction coefficient depends on the state of a similar, unobserved process. Integrating out the latter, we derive the long…

Statistical Mechanics · Physics 2009-08-13 Golan Bel , Ilya Nemenman

Since its foundations, more than one hundred years ago, the field of structural biology has strived to understand and analyze the properties of molecules and their interactions by studying the structure that they take in 3D space. However,…

Biomolecules · Quantitative Biology 2023-02-27 Gabriele Corso

Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…

Methodology · Statistics 2016-02-18 Fabio Sigrist , Hans R. Künsch , Werner A. Stahel

Inside individual cells, expression of genes is inherently stochastic and manifests as cell-to-cell variability or noise in protein copy numbers. Since proteins half-lives can be comparable to the cell-cycle length, randomness in…

Molecular Networks · Quantitative Biology 2015-10-06 Mohammad Soltani , Cesar Augusto Vargas-Garcia , Duarte Antunes , Abhyudai Singh

Modeling stochasticity in gene regulatory networks is an important and complex problem in molecular systems biology. To elucidate intrinsic noise, several modeling strategies such as the Gillespie algorithm have been used successfully. This…

Molecular Networks · Quantitative Biology 2013-01-18 David Murrugarra , Alan Veliz-Cuba , Boris Aguilar , Seda Arat , Reinhard Laubenbacher

We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…

Statistical Mechanics · Physics 2020-11-04 Gennaro Tucci , Andrea Gambassi , Shamik Gupta , Édgar Roldán

The diffusion of colloids inside an active system-e.g. within a living cell or the dynamics of active particles itself (e.g. self-propelled particles) can be modeled through overdamped Langevin equation which contains an additional noise…

Statistical Mechanics · Physics 2024-12-06 Koushik Goswami , K. L. Sebastian

We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…

Statistical Mechanics · Physics 2014-10-07 Avik Biswas , A. Bhattacharyay

Diffusion models, though originally designed for generative tasks, have demonstrated impressive self-supervised representation learning capabilities. A particularly intriguing phenomenon in these models is the emergence of unimodal…

Machine Learning · Computer Science 2026-02-04 Xiao Li , Zekai Zhang , Xiang Li , Siyi Chen , Zhihui Zhu , Peng Wang , Qing Qu

The movement of molecules inside living cells is a fundamental feature of biological processes. The ability to both observe and analyse the details of molecular diffusion in vivo at the single molecule and single cell level can add…

Quantitative Methods · Quantitative Biology 2012-11-21 Alex Robson , Kevin Burrage , Mark Leake