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This paper proposes a novel low-rank approximation to the multivariate State-Space Model. The Stochastic Partial Differential Equation (SPDE) approach is applied component-wise to the independent-in-time Mat\'ern Gaussian innovation term in…

We use stochastic computer simulations to study the transport of a spherical cargo particle along a microtubule-like track on a planar substrate by several kinesin-like processive motors. Our newly developed adhesive motor dynamics…

Subcellular Processes · Quantitative Biology 2010-02-24 Christian B. Korn , Stefan Klumpp , Reinhard Lipowsky , Ulrich S. Schwarz

We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…

Statistical Mechanics · Physics 2025-12-16 Timothée Herbeau , Leonid Pastur , Pascal Viot , Gleb Oshanin

We consider diffusion-controlled release of particles from $d$-dimensional radially-symmetric geometries. A quantity commonly used to characterise such diffusive processes is the proportion of particles remaining within the geometry over…

Biological Physics · Physics 2023-09-20 Luke P. Filippini , Matthew J. Simpson , Elliot J. Carr

We introduce and solve a model of hardcore particles on a one dimensional periodic lattice which undergoes an active-absorbing state phase transition at finite density. In this model an occupied site is defined to be active if its left…

Statistical Mechanics · Physics 2009-07-28 Urna Basu , P. K. Mohanty

We explore the dynamics of active elements performing persistent random motion with fluctuating active speed and in the presence of translational noise in a $d$-dimensional harmonic trap, modeling active speed generation through an…

Statistical Mechanics · Physics 2025-02-18 Manish Patel , Amir Shee , Debasish Chaudhuri

In this paper, we consider the kinetic model of continuous type describing a polyatomic gas in two different settings corresponding to a different choice of the functional space used to define macroscopic quantities. Such a model introduces…

Mathematical Physics · Physics 2021-02-16 Vladimir Djordjić , Milana Pavić-Čolić , Nikola Spasojević

A simple stochastic model of solute drag by moving grain boundaries (GBs) is presented. Using a small number of parameters, the model describes solute interactions with GBs and captures nonlinear GB dynamics, solute saturation in the…

Materials Science · Physics 2023-07-03 Y. Mishin

Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…

Statistical Mechanics · Physics 2021-05-07 Cecile Monthus

The stochastic differential and integral equations describing the system of particles weakly interacting among themselves which are absorbed and scattered by particles of a medium are considered. The time-dependent transport equation with…

Mathematical Physics · Physics 2010-03-15 Igor Kharin

We developed analytical and numerical methods to study a transport of non-interacting particles in large networks consisting of M d-dimensional containers C_1,...,C_M with radii R_i linked together by tubes of length l_{ij} and radii a_{ij}…

Statistical Mechanics · Physics 2009-11-11 L. Lizana , Z. Konkoli

A one-dimensional driven lattice gas with disorder in the particle hopping probabilities is considered. It has previously been shown that in the version of the model with random sequential updating, a phase transition occurs from a low…

Statistical Mechanics · Physics 2009-10-30 M. R. Evans

We are concerned with the asymptotics of the Markov chain given by the post-jump locations of a certain piecewise-deterministic Markov process with a state-dependent jump intensity. We provide sufficient conditions for such a model to…

Probability · Mathematics 2024-03-26 Dawid Czapla , Joanna Kubieniec

Several theoretical models based on totally asymmetric simple exclusion process (TASEP) have been extensively utilized to study various non-equilibrium transport phenomena. Inspired by the the role of microtubule-transported vesicles in…

Statistical Mechanics · Physics 2021-02-03 Akriti Jindal , Atul Kumar Verma , Arvind Kumar Gupta

We study the long-term qualitative behavior of randomly perturbed dynamical systems. More specifically, we look at limit cycles of stochastic differential equations (SDE) with Markovian switching, in which the process switches at random…

Probability · Mathematics 2024-07-10 Nguyen H. Du , Alexandru Hening , Dang H. Nguyen , George Yin

We study a discrete time queueing system where deterministic arrivals have i.i.d. exponential delays $\xi_{i}$. The standard deviation $\sigma$ of the delay is finite, but its value is much larger than the deterministic unit service time.…

Probability · Mathematics 2017-01-02 Carlo Lancia , Gianluca Guadagni , Sokol Ndreca , Benedetto Scoppola

In this paper, we study a two-species model in the form of a coupled system of nonlinear stochastic differential equations (SDEs) that arises from a variety of applications such as aggregation of biological cells and pedestrian movements.…

Analysis of PDEs · Mathematics 2018-10-03 Manh Hong Duong , Julian Tugaut

Spatial reaction-diffusion models have been employed to describe many emergent phenomena in biological systems. The modelling technique most commonly adopted in the literature implements systems of partial differential equations (PDEs),…

Quantitative Methods · Quantitative Biology 2015-10-05 Christian A. Yates , Mark B. Flegg

We study a minimal model of active transport in crowded single-file environments which generalises the emblematic model of single file diffusion to the case when the tracer particle (TP) performs either an autonomous directed motion or is…

Statistical Mechanics · Physics 2013-03-13 P. Illien , O. Bénichou , C. Mejía-Monasterio , G. Oshanin , R. Voituriez

Traditional Monte Carlo methods for particle transport utilize source iteration to express the solution, the flux density, of the transport equation as a Neumann series. Our contribution is to show that the particle paths simulated within…

Probability · Mathematics 2024-07-03 J. Darby Smith , Rich Lehoucq , Brian Franke