Related papers: First passage time for subdiffusion: The nonextens…
It is the common lore to assume that knowing the equation for the probability distribution function (PDF) of a stochastic model as a function of time tells the whole picture defining all other characteristics of the model. We show that this…
Statistical properties of the front of a semi-infinite system of single-file diffusion (one dimensional system where particles cannot pass each other, but in-between collisions each one independently follow diffusive motion) are…
We introduce the first continuous-time score-based generative model that leverages fractional diffusion processes for its underlying dynamics. Although diffusion models have excelled at capturing data distributions, they still suffer from…
Spontaneous imbibition (SI) is a process by which liquid is drawn into partially saturated porous media by capillary forces, relevant for subsurface processes like underground fluid storage and withdrawal. Accurate modeling and scaling of…
We investigate, both analytically and numerically, dispersive fractalization and quantization of solutions to periodic linear and nonlinear Fermi-Pasta-Ulam-Tsingou systems. When subject to periodic boundary conditions and discontinuous…
Diffusion-a measure of dynamics, and entropy-a measure of disorder in the system, are found to be intimately correlated in many systems, and the correlation is often strongly non-linear. We explore the origin of this complex dependence by…
Many biological processes involve one dimensional diffusion over a correlated inhomogeneous energy landscape with a correlation length $\xi_c$. Typical examples are specific protein target location on DNA, nucleosome repositioning, or DNA…
We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…
It is considered the integrated process $X(t)= x + \int _0^t Y(s) ds ,$ where $Y(t)$ is a Gauss-Markov process starting from $y.$ The first-passage time (FPT) of $X$ through a constant boundary and the first-exit time of $X$ from an…
The first passage time problem is considered for stochastic logistic growth model with constant harvesting and multiplicative environmental noise. Explicit expressions for the moments and cumulants of both upcrossing and downcrossing FPTs…
We study a nonlinear magnetic metamaterial modeled as a split-ring resonator array, where the standard discrete laplacian is replaced by its fractional form. We find a closed-form expression for the dispersion relation as a function of the…
Many transport processes in ecology, physics and biochemistry can be described by the average time to first find a site or exit a region, starting from an initial position. Typical mathematical treatments are based on formulations that…
We develop a heavy traffic diffusion limit theorem under nonstandard spatial scaling for the queue length process in a single server queue employing shortest remaining processing time (SRPT). For processing time distributions with unbounded…
The non-Markovian continuous-time random walk model, featuring fat-tailed waiting times and narrow distributed displacements with a non-zero mean, is a well studied model for anomalous diffusion. Using an analytical approach, we recently…
This article devotes to developing robust but simple correction techniques and efficient algorithms for a class of second-order time stepping methods, namely the shifted fractional trapezoidal rule (SFTR), for subdiffusion problems to…
Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…
Photon transport through turbid media has typically been modeled through diffusion or telegraph equations. These models describe behavior of the average, or typical, photon with remarkable accuracy, however, we show here that they fail to…
Perturbation theory makes it possible to calculate the probability distribution function (PDF) of the large scale density field in the small variance limit. For top hat smoothing and scale-free Gaussian initial fluctuations, the result…
We demonstrate in the present study that self-consistent calculations based on the self-energy functional theory (SFT) are possible for the electronic structure of realistic systems in the context of quantum chemistry. We describe the…
A fluctuation theorem is examined for the first-passage time of a biomolecular machine (e.g., a motor protein or an enzyme) in a nonequilibrium steady-state. For such machines in which the driven, observable process is coupled to a hidden…