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Anomalous subdiffusion characterizes transport in diverse physical systems and is especially prevalent inside biological cells. In cell biology, the prevailing model for chemical activation rates has recently changed from the first passage…
We study reaction-diffusion particle systems with several interaction mechanisms. As the number of particles tends to infinity, the system admits a mean-field limit describing the bulk behaviour. We focus on determining the propagation…
Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…
The shape and tails of partial distribution functions (PDF) for a financial signal, i.e. the S&P500 and the turbulent nature of the markets are linked through a model encompassing Tsallis nonextensive statistics and leading to evolution…
A generalized Fokker-Planck equation is derived to describe particle kinetics in specific situations when the probability transition function (PTF) has a long tail in momentum space. The equation is valid for an arbitrary value of the…
We consider the classical problem of particle diffusion in $d$-dimensional radially-symmetric systems with absorbing boundaries. A key quantity to characterise such diffusive transport is the evolution of the proportion of particles…
Widely used models in genetics include the Wright-Fisher diffusion and its moment dual, Kingman's coalescent. Each has a multilocus extension but under neither extension is the sampling distribution available in closed-form, and their…
We investigate the emergence of non-linear diffusivity in kinetically constrained, one-dimensional symmetric exclusion processes satisfying the gradient condition. Recent developments introduced new gradient dynamics based on the Bernstein…
The characterization of particle diffusion is a classical problem in physics and probability theory. The field of microrheology is based on experiments in which microscopic tracer beads are placed into a non-Newtonian fluid and tracked…
Synthesizing fully developed three-dimensional turbulent velocity fields remains a long-standing problem in fluid mechanics and an open challenge for generative modeling. The difficulty arises from the coexistence of extreme dimensionality,…
This paper presents a simple model for such processes as chaos spreading or turbulence spillover into stable regions. In this simple model the essential transport occurs via inelastic resonant interactions of waves on a lattice. The process…
We consider a 1-dimensional Brownian motion whose diffusion coefficient varies when it crosses the origin. We study the long time behavior and we establish different regimes, depending on the variations of the diffusion coefficient:…
Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…
We calculate the diffusion coefficients of persistent random walks on cubic and hypercubic lattices, where the direction of a walker at a given step depends on the memory of one or two previous steps. These results are then applied to study…
The presented explanations are provided for the one--dimensional diffusion process with constant drift by using forward Fokker--Planck technique. We are interested in the outflow probability in a finite interval, i.e. first passage time…
The nonrelativistic standard model for a continuous, one-parameter diffusion process in position space is the Wiener process. As well-known, the Gaussian transition probability density function (PDF) of this process is in conflict with…
A generalized persistent random walk (GPRW) model to study anomalous particle diffusion influenced by angular heterogeneity is presented. Consider the motion of a particle is composed of many consecutive straight line segments. At the end…
Mathematical models based on probability density functions (PDF) have been extensively used in hydrology and subsurface flow problems, to describe the uncertainty in porous media properties (e.g., permeability modelled as random field).…
We propose a new semiparametric approach for modelling nonlinear univariate diffusions, where the observed process is a nonparametric transformation of an underlying parametric diffusion (UPD). This modelling strategy yields a general class…
Continuum mathematical models for collective cell motion normally involve reaction-diffusion equations, such as the Fisher-KPP equation, with a linear diffusion term to describe cell motility and a logistic term to describe cell…