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The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…

Statistical Mechanics · Physics 2024-07-10 Michał Balcerek , Agnieszka Wyłomańska , Krzysztof Burnecki , Ralf Metzler , Diego Krapf

Multiplex networks are a common modeling framework for interconnected systems and multimodal data, yet we still lack fundamental insights for how multiplexity affects stochastic processes. We introduce a novel ``Markov chains of Markov…

Physics and Society · Physics 2020-08-05 Dane Taylor

The effective diffusivity of Brownian tracer particles confined in periodic micro-channels is smaller than the microscopic diffusivity due to entropic trapping. Here, we study diffusion in two-dimensional periodic channels whose…

Statistical Mechanics · Physics 2019-05-29 M. Mangeat , T. Guérin , D. S. Dean

Electrostatic interaction between ions in an ionic channel and the charge fluctuations in the channel mouth are considered. It is shown that the charge fluctuations can be enhanced in the channels with low dielectric constant and result in…

Biological Physics · Physics 2007-05-23 D. G. Luchinsky , R. Tindjong , I. Kaufman , P. V. E. McClintock , R. S. Eisenberg

Voltage-activated ion channels vary randomly between open and closed states, influenced by the membrane potential and other factors. Signal transduction is enhanced by noise in a simple ion channel model. The enhancement occurs in a finite…

Biological Physics · Physics 2007-05-23 Michael J. Barber , Manfred L. Ristig

We study analytically the order and gap statistics of particles at time $t$ for the one dimensional branching Brownian motion, conditioned to have a fixed number of particles at $t$. The dynamics of the process proceeds in continuous time…

Statistical Mechanics · Physics 2015-04-27 Kabir Ramola , Satya N. Majumdar , Gregory Schehr

This paper uses the generator approach of Stein's method to analyze the gap between steady-state distributions of Markov chains and diffusion processes. Until now, the standard way to invoke Stein's method for this problem was to use the…

Probability · Mathematics 2022-02-15 Anton Braverman

A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition…

Probability · Mathematics 2011-06-17 Amarjit Budhiraja , Pierre Del Moral , Sylvain Rubenthaler

We propose a minimal model, based on active Brownian particles, for the dynamics of cells confined in a two-state micropattern, composed of two rectangular boxes connected by a bridge, and investigate the transition statistics. A transition…

Soft Condensed Matter · Physics 2022-05-13 F. M. R. Safara , H. P. Melo , M. M. Telo da Gama , N. A. M. Araújo

We analyze the classical problem of the stochastic dynamics of a particle confined in a periodic potential, through the so called Il'in and Khasminskii model, with a novel semi-analytical approach. Our approach gives access to the transient…

Statistical Mechanics · Physics 2018-01-19 Antonio Piscitelli , Massimo Pica Ciamarra

We investigate the escape rate of an overdamped, self-propelled spherical Brownian particle on a surface from a metastable potential well. Within a modeling in terms of a 1D constant speed of the particle's active dynamics we consider the…

Soft Condensed Matter · Physics 2016-10-12 Alexander Geiseler , Peter Hänggi , Gerhard Schmid

We propose a discrete time discrete space Markov chain approximation with a Brownian bridge correction for computing curvilinear boundary crossing probabilities of a general diffusion process on a finite time interval. For broad classes of…

Probability · Mathematics 2021-12-13 Vincent Liang , Konstantin Borovkov

Algorithm is constructed which models single-file motion of particles interacting with each other and with the surroundings. As an example, we present the results of Brownian Dynamics simulations of the motion of cations moving through a…

Computational Physics · Physics 2007-05-23 I. D. Kosińska , A. Fuliński

Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results have indicated transport by…

Fluid Dynamics · Physics 2023-01-26 D. Eeltink , R. Calvert , J. E. Swagemakers , Qian Xiao , T. S. van den Bremer

In this paper we study a reflected Markov-modulated Brownian motion with a two sided reflection in which the drift, diffusion coefficient and the two boundaries are (jointly) modulated by a finite state space irreducible continuous time…

Probability · Mathematics 2011-04-27 Bernardo D'Auria , Offer Kella

The narrow escape problem deals with the calculation of the mean escape time (MET) of a Brownian particle from a bounded domain through a small hole on the domain's boundary. Here we develop a formalism that allows us to evaluate the…

Statistical Mechanics · Physics 2018-03-28 Tal Agranov , Baruch Meerson

We present 1X2V continuum Vlasov-Maxwell simulations of interpenetrating plasma beams with mobile ions. While the early-time evolution is similar to the stationary-ion case, the late-time dynamics are dominated by the ion-Weibel…

Plasma Physics · Physics 2026-04-28 Vivek Shrivastav , Mani K Chettri , Hemam D. Singh , Britan Singh , Rupak Mukherjee

The problem of mass diffusion in layered systems has relevance to applications in different scientific disciplines, e.g., chemistry, material science, soil science, and biomedical engineering. The mathematical challenge in these type of…

Statistical Mechanics · Physics 2020-10-28 Oded Farago

In the absence of advection, confined diffusion characterizes transport in many natural and artificial devices, such as ionic channels, zeolites, and nanopores. While extensive theoretical and numerical studies on this subject have produced…

Soft Condensed Matter · Physics 2017-09-19 Xiang Yang , Chang Liu , Yunyun Li , Fabio Marchesoni , Peter Hänggi , H. P. Zhang

We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…

Statistical Mechanics · Physics 2012-03-06 Artem Ryabov , Petr Chvosta